org.ptolemy.optimization

Class ApproximatedObjectiveFunction

java.lang.Object

org.ptolemy.optimization.ObjectiveFunction

org.ptolemy.optimization.ApproximatedObjectiveFunction

class ApproximatedObjectiveFunction
extends ObjectiveFunction

The class of approximated objective function. In this class, non-linear multivariate function is approximated using hessians and gradients. F0(X+dx) = F0(X) + 1/2 * dxT*H0*dx + g0*dx Fi(X+dx) = Fi(X) + gi*dx

Author:

shuhei emoto

Field Summary

Fields inherited from class org.ptolemy.optimization.ObjectiveFunction

currentX, f0Gradient, f0Hessian, f0Result, fiGradients, fiHessians, fiResults, iterationCounter, quasiNewtonMethod, stopRequested

Constructor Summary

Constructors

Constructor and Description
ApproximatedObjectiveFunction(ObjectiveFunction a_source)

Method Summary

Modifier and Type	Method and Description
void	calcFuncInternal(double[] x) Objective function called in QPSolver.
boolean	calcFunction(double[] x) Objective function and constraint functions.

Methods inherited from class org.ptolemy.optimization.ObjectiveFunction

checkFeasibility, clearMatrix, getCurrentPoint

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ApproximatedObjectiveFunction

public ApproximatedObjectiveFunction(ObjectiveFunction a_source)

Method Detail

calcFunction

public boolean calcFunction(double[] x)

Description copied from class: ObjectiveFunction

Objective function and constraint functions. In this function, all results(f0_result, fi_results) and gradients(f0_gradient, fi_gradients) must be updated.

Specified by:

calcFunction in class ObjectiveFunction

Parameters:

x - : input variables

Returns:

If calculation was terminated by user input, return "false".

calcFuncInternal

public void calcFuncInternal(double[] x)

Objective function called in QPSolver.

Overrides:

calcFuncInternal in class ObjectiveFunction

Parameters:

x - : input variables