Members
Normal
- Description:
Constrained Optimization BY Linear Approximation in Java.
COBYLA2 is an implementation of Powell’s nonlinear derivative–free constrained optimization that uses a linear approximation approach. The algorithm is a sequential trust–region algorithm that employs linear approximations to the objective and constraint functions, where the approximations are formed by linear interpolation at n + 1 points in the space of the variables and tries to maintain a regular–shaped simplex over iterations.
It solves nonsmooth NLP with a moderate number of variables (about 100). Inequality constraints only.
The initial point X is taken as one vertex of the initial simplex with zero being another, so, X should not be entered as the zero vector.
- Source:
Constrained Optimization BY Linear Approximation in Java.
COBYLA2 is an implementation of Powell’s nonlinear derivative–free constrained optimization that uses a linear approximation approach. The algorithm is a sequential trust–region algorithm that employs linear approximations to the objective and constraint functions, where the approximations are formed by linear interpolation at n + 1 points in the space of the variables and tries to maintain a regular–shaped simplex over iterations.
It solves nonsmooth NLP with a moderate number of variables (about 100). Inequality constraints only.
The initial point X is taken as one vertex of the initial simplex with zero being another, so, X should not be entered as the zero vector.
Methods
(async) cobylaCore(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun)
- Description:
Minimizes the objective function F with respect to a set of inequality constraints CON, and returns the optimal variable array. F and CON may be non-linear, and should preferably be smooth.
- Source:
Parameters:
| Name | Type | Description |
|---|---|---|
calcfc |
Interface implementation for calculating objective function and constraints. |
|
n |
Number of variables. |
|
m |
Number of constraints. |
|
x |
On input initial values of the variables (zero-based array). On output optimal values of the variables obtained in the COBYLA minimization. |
|
rhobeg |
Initial size of the simplex. |
|
rhoend |
Final value of the simplex. |
|
iprint |
Print level, 0 <= iprint <= 3, where 0 provides no output and 3 provides full output to the console. |
|
maxfun |
Maximum number of function evaluations before terminating. |
Returns:
Exit status of the COBYLA2 optimization.