org.ptolemy.optimization

Class BarrierMethod

java.lang.Object

org.ptolemy.optimization.BarrierMethod

public class BarrierMethod
extends java.lang.Object

BarrierMethod. Convex Optimization P.583, 11.3.The Barrier method This class solves min(BarrierFunction B = f0(x)-(1/t)sum(log(-fi(x)))) using Newton decrement.

Since:

Ptolemy II 11.0

Version:

$Id$

Author:

Shuhei Emoto

Pt.AcceptedRating:

Pt.ProposedRating:

Red (shuhei)

Field Summary

Fields

Modifier and Type	Field and Description
static int	CONVERGED
static int	FAILED_IMPOSSIBLE_TO_REMAIN_WITHIN_FEASIBLE
static int	FAILED_MAX_ITERATION_LIMIT
static int	TERMINATED_BY_USER

Constructor Summary

Constructors

Constructor and Description
BarrierMethod()

Method Summary

Modifier and Type	Method and Description
int	optimize(ObjectiveFunction objective) Optimize the problem specified by inputed Objective function.
void	setAlpha(double alpha) set alpha proportion during line search.
void	setBeta(double beta) set beta proportion during line search
void	setMaxIterationNum(int maxIterationNum) set the maximum iteration number in the optimization
void	setMu(double mu) set the proportion which increase t (inverse of gap in the Barrier function).
void	setTolerance(double tolerance) set tolerance value which defines the optimization accuracy.

Methods inherited from class java.lang.Object

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

Field Detail

CONVERGED

public static final int CONVERGED

See Also:

Constant Field Values

FAILED_MAX_ITERATION_LIMIT

public static final int FAILED_MAX_ITERATION_LIMIT

See Also:

Constant Field Values

FAILED_IMPOSSIBLE_TO_REMAIN_WITHIN_FEASIBLE

public static final int FAILED_IMPOSSIBLE_TO_REMAIN_WITHIN_FEASIBLE

See Also:

Constant Field Values

TERMINATED_BY_USER

public static final int TERMINATED_BY_USER

See Also:

Constant Field Values

Constructor Detail

BarrierMethod

public BarrierMethod()

Method Detail

optimize

public int optimize(ObjectiveFunction objective)
             throws IllegalActionException

Optimize the problem specified by inputed Objective function.

Parameters:

objective - : the class which defines the objective (cost and constraints) functions.

Returns:

: if this method finish successfully, return 0("CONVERGED")

Throws:

IllegalActionException

setAlpha

public void setAlpha(double alpha)

set alpha proportion during line search.

Parameters:

alpha - : setting value

setBeta

public void setBeta(double beta)

set beta proportion during line search

Parameters:

beta - : setting value

setMaxIterationNum

public void setMaxIterationNum(int maxIterationNum)

set the maximum iteration number in the optimization

Parameters:

maxIterationNum - : maximum iteration number

setMu

public void setMu(double mu)

set the proportion which increase t (inverse of gap in the Barrier function).

Parameters:

mu - : setting value

setTolerance

public void setTolerance(double tolerance)

set tolerance value which defines the optimization accuracy.

Parameters:

tolerance - : tolerance