Package de.labathome.trustconstr

Class CombinedConstraint

java.lang.Object

de.labathome.trustconstr.CombinedConstraint

All Implemented Interfaces:

Constraint, Jacobian

public final class CombinedConstraint
extends Object
implements Constraint, Jacobian

Concatenation of several LinearConstraint / NonlinearConstraint objects into a single Constraint + Jacobian that the orchestrator can pass straight to EqualityConstrainedSQP.eqSQP(de.labathome.trustconstr.interfaces.IFunctionAndConstraint, de.labathome.trustconstr.interfaces.IGradientAndJacobian, de.labathome.trustconstr.interfaces.LagrangeHessian, de.labathome.trustconstr.matrix.Matrix, double, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.interfaces.StoppingCriterion, de.labathome.trustconstr.records.State, double, double, de.labathome.trustconstr.enums.ProjectionMethod, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.interfaces.LinearOperator) or TrustRegionInteriorPoint.trustRegionInteriorPoint(java.util.function.ToDoubleBiFunction<de.labathome.trustconstr.matrix.Matrix, java.lang.Object>, java.util.function.BiFunction<de.labathome.trustconstr.matrix.Matrix, java.lang.Object, de.labathome.trustconstr.matrix.Matrix>, de.labathome.trustconstr.interfaces.LagrangeHessian, int, int, int, de.labathome.trustconstr.interfaces.Constraint, de.labathome.trustconstr.interfaces.Jacobian, de.labathome.trustconstr.matrix.Matrix, double, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.interfaces.GlobalStoppingCriteria, boolean[], double, de.labathome.trustconstr.records.State, double, double, double, double, de.labathome.trustconstr.enums.ProjectionMethod).

The combined constraint stacks all equality rows from all sources, then all inequality rows from all sources. This mirrors scipy's CanonicalConstraint.concatenate on a smaller scale (without the Hessian-of-Lagrangian aggregation, which the orchestrator currently doesn't use for nonlinear constraints).

Each input must implement both Constraint and Jacobian and expose its nEq() / nIneq() via the value-class types LinearConstraint or NonlinearConstraint.

Constructor Summary

Constructors

Constructor	Description
CombinedConstraint(Object[] sources, int nVars)
CombinedConstraint(List<C> sources, int nVars)	Convenience constructor accepting a List of source constraints.

Method Summary

Modifier and Type	Method	Description
Matrix	constrEq(Matrix x)
Matrix	constrIneq(Matrix x)
boolean[]	enforceFeasibilityIneq()	Concatenated per-canonical-inequality-row enforceFeasibility flags across all sources, in the same order they appear in constrIneq(Matrix).
Matrix	jacEq(Matrix x)
Matrix	jacIneq(Matrix x)
Matrix	lagrangianContribution(Matrix x, double[] vEq, double[] vIneq)	Sum of constraint-Hessian-of-Lagrangian contributions across all sources.
int	nEq()
int	nIneq()
void	validateKeepFeasibleAtStart(Matrix x0)	Walk all sources and validate that any row marked keep_feasible=True is satisfied at x0.

Methods inherited from class java.lang.Object

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

Constructor Details

CombinedConstraint

public CombinedConstraint(List<C> sources,
 int nVars)

Convenience constructor accepting a List of source constraints.

Type Parameters:

C - element type of sources

Parameters:

sources - element type must be LinearConstraint or NonlinearConstraint

nVars - number of decision variables

CombinedConstraint

public CombinedConstraint(Object[] sources,
 int nVars)

Parameters:

sources - mix of LinearConstraint and NonlinearConstraint instances; rows are concatenated in declaration order

nVars - number of decision variables

Method Details

nEq

public int nEq()

Returns:

total number of equality rows across all sources

nIneq

public int nIneq()

Returns:

total number of canonical inequality rows across all sources

enforceFeasibilityIneq

public boolean[] enforceFeasibilityIneq()

Concatenated per-canonical-inequality-row enforceFeasibility flags across all sources, in the same order they appear in constrIneq(Matrix). Length matches nIneq().

Returns:

per-row strict-feasibility flags, length nIneq()

validateKeepFeasibleAtStart

public void validateKeepFeasibleAtStart(Matrix x0)

Walk all sources and validate that any row marked keep_feasible=True is satisfied at x0. Throws IllegalArgumentException on the first violation.

Parameters:

x0 - starting iterate (n x 1)

constrEq

public Matrix constrEq(Matrix x)

Specified by:

constrEq in interface Constraint

Parameters:

x - current iterate (n × 1)

Returns:

equality-constraint residual (nEq × 1)

constrIneq

public Matrix constrIneq(Matrix x)

Specified by:

constrIneq in interface Constraint

Parameters:

x - current iterate (n × 1)

Returns:

inequality-constraint residual (nIneq × 1); feasible iff every entry is ≤ 0

jacEq

public Matrix jacEq(Matrix x)

Specified by:

jacEq in interface Jacobian

Parameters:

x - current iterate (n × 1)

Returns:

Jacobian of constr_eq at x (nEq × n)

lagrangianContribution

public Matrix lagrangianContribution(Matrix x,
 double[] vEq,
 double[] vIneq)

Sum of constraint-Hessian-of-Lagrangian contributions across all sources. Walks the constraint list, slices vEq/vIneq into the portions that belong to each source (in declaration order), and sums the resulting Hessians.

Parameters:

x - iterate (n x 1)

vEq - equality multipliers, length nEq()

vIneq - inequality multipliers, length nIneq()

Returns:

summed n x n constraint Hessian, or null if no source contributes (e.g. every source is a LinearConstraint, which has zero Hessian)

jacIneq

public Matrix jacIneq(Matrix x)

Specified by:

jacIneq in interface Jacobian

Parameters:

x - current iterate (n × 1)

Returns:

Jacobian of constr_ineq at x (nIneq × n)