📄 activesetsoptimization.html
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<CODE>protected double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#m_STPMX">m_STPMX</A></B></CODE>
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</TD>
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<CODE>protected double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#m_TOLX">m_TOLX</A></B></CODE>
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</TD>
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<CODE>protected static double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#m_Zero">m_Zero</A></B></CODE>
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Compute machine precision</TD>
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<!-- ======== CONSTRUCTOR SUMMARY ======== -->
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<B>Constructor Summary</B></FONT></TH>
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<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#ActiveSetsOptimization()">ActiveSetsOptimization</A></B>()</CODE>
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<B>Method Summary</B></FONT></TH>
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<CODE>protected abstract double[]</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#evaluateGradient(double[])">evaluateGradient</A></B>(double[] x)</CODE>
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Subclass should implement this procedure to evaluate gradient of the objective function</TD>
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<CODE>protected double[]</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#evaluateHessian(double[], int)">evaluateHessian</A></B>(double[] x,
int index)</CODE>
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Subclass is recommended to override this procedure to evaluate second-order gradient of the objective function.</TD>
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<CODE> double[]</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#findArgmin(double[], double[][])">findArgmin</A></B>(double[] initX,
double[][] constraints)</CODE>
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Main algorithm.</TD>
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<CODE> double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#getMinFunction()">getMinFunction</A></B>()</CODE>
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Get the minimal function value</TD>
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<CODE> double[]</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#getVarbValues()">getVarbValues</A></B>()</CODE>
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Get the variable values.</TD>
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<CODE> double[]</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#lnsrch(double[], double[], double[], double, boolean[], double[][], net.sf.javaml.utils.ActiveSetsOptimization.DynamicIntArray)">lnsrch</A></B>(double[] xold,
double[] gradient,
double[] direct,
double stpmax,
boolean[] isFixed,
double[][] nwsBounds,
net.sf.javaml.utils.ActiveSetsOptimization.DynamicIntArray wsBdsIndx)</CODE>
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Find a new point x in the direction p from a point xold at which the value of the function has decreased sufficiently, the positive definiteness of B matrix (approximation of the inverse of the Hessian) is preserved and no bound constraints are violated.</TD>
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<CODE>protected abstract double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#objectiveFunction(double[])">objectiveFunction</A></B>(double[] x)</CODE>
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Subclass should implement this procedure to evaluate objective function to be minimized</TD>
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<CODE> void</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#setDebug(boolean)">setDebug</A></B>(boolean db)</CODE>
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Set whether in debug mode</TD>
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<CODE> void</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#setMaxIteration(int)">setMaxIteration</A></B>(int it)</CODE>
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Set the maximal number of iterations in searching (Default 200)</TD>
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<CODE>static double[]</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#solveTriangle(gov.nist.math.jama.Matrix, double[], boolean, boolean[])">solveTriangle</A></B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> t,
double[] b,
boolean isLower,
boolean[] isZero)</CODE>
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Solve the linear equation of TX=B where T is a triangle matrix It can be solved using back/forward substitution, with O(N^2) complexity</TD>
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<CODE>protected void</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../net/sf/javaml/utils/ActiveSetsOptimization.html#updateCholeskyFactor(gov.nist.math.jama.Matrix, double[], double[], double, boolean[])">updateCholeskyFactor</A></B>(<A HREF="../../../../gov/nist/math/jama/Matrix.html" title="class in gov.nist.math.jama">Matrix</A> L,
double[] D,
double[] v,
double coeff,
boolean[] isFixed)</CODE>
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One rank update of the Cholesky factorization of B matrix in BFGS updates, i.e.</TD>
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<TH ALIGN="left"><B>Methods inherited from class java.lang.Object</B></TH>
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<TD><CODE>clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait</CODE></TD>
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<A NAME="m_ALF"><!-- --></A><H3>
m_ALF</H3>
<PRE>
protected double <B>m_ALF</B></PRE>
<DL>
<DL>
</DL>
</DL>
<HR>
<A NAME="m_BETA"><!-- --></A><H3>
m_BETA</H3>
<PRE>
protected double <B>m_BETA</B></PRE>
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<DL>
</DL>
</DL>
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<A NAME="m_TOLX"><!-- --></A><H3>
m_TOLX</H3>
<PRE>
protected double <B>m_TOLX</B></PRE>
<DL>
<DL>
</DL>
</DL>
<HR>
<A NAME="m_STPMX"><!-- --></A><H3>
m_STPMX</H3>
<PRE>
protected double <B>m_STPMX</B></PRE>
<DL>
<DL>
</DL>
</DL>
<HR>
<A NAME="m_MAXITS"><!-- --></A><H3>
m_MAXITS</H3>
<PRE>
protected int <B>m_MAXITS</B></PRE>
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<DL>
</DL>
</DL>
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<A NAME="m_Debug"><!-- --></A><H3>
m_Debug</H3>
<PRE>
protected static boolean <B>m_Debug</B></PRE>
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<DL>
</DL>
</DL>
<HR>
<A NAME="m_f"><!-- --></A><H3>
m_f</H3>
<PRE>
protected double <B>m_f</B></PRE>
<DL>
<DD>function value
<P>
<DL>
</DL>
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<HR>
<A NAME="m_Epsilon"><!-- --></A><H3>
m_Epsilon</H3>
<PRE>
protected static double <B>m_Epsilon</B></PRE>
<DL>
<DD>Compute machine precision
<P>
<DL>
</DL>
</DL>
<HR>
<A NAME="m_Zero"><!-- --></A><H3>
m_Zero</H3>
<PRE>
protected static double <B>m_Zero</B></PRE>
<DL>
<DD>Compute machine precision
<P>
<DL>
</DL>
</DL>
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