Uses of Interface
de.labathome.trustconstr.interfaces.Jacobian
Packages that use Jacobian
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Uses of Jacobian in de.labathome.trustconstr
Classes in de.labathome.trustconstr that implement JacobianModifier and TypeClassDescriptionfinal classConcatenation of severalLinearConstraint/NonlinearConstraintobjects into a singleConstraint+Jacobianthat the orchestrator can pass straight toEqualityConstrainedSQP.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)orTrustRegionInteriorPoint.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).classLinear constraint of the formclassNonlinear constraint of the formfinal classDecorator that wraps aConstraint+Jacobiansource and forces thejacEq/jacIneqreturn values to a specific sparsity.Methods in de.labathome.trustconstr with type parameters of type JacobianModifier and TypeMethodDescriptionstatic <C extends Constraint & Jacobian>
OptimizeResultMinimizeTrustConstr.minimize(Function<Matrix, Double> fun, Matrix x0, C constraint, int maxIter, double xtol, double gtol) Most general convenience overload: only the objective function is supplied.static <C extends Constraint & Jacobian>
OptimizeResultMinimizeTrustConstr.minimize(Function<Matrix, Double> fun, Function<Matrix, Matrix> grad, HessianUpdateStrategy strategy, Matrix x0, C constraint, int maxIter, double xtol, double gtol) Convenience overload accepting anyHessianUpdateStrategy(BFGS, SR1, custom).static <C extends Constraint & Jacobian>
OptimizeResultMinimizeTrustConstr.minimize(Function<Matrix, Double> fun, Function<Matrix, Matrix> grad, Matrix x0, C constraint, int maxIter, double xtol, double gtol) Convenience overload that approximates the objective Hessian via a freshBFGSupdate strategy -- the scipy-default behaviour whenhessis omitted from the user call.static <C extends Constraint & Jacobian>
OptimizeResultMinimizeTrustConstr.minimize(Function<Matrix, Double> fun, Function<Matrix, Matrix> grad, Function<Matrix, Matrix> hess, Matrix x0, C constraint, int maxIter, double xtol, double gtol) General-purpose entry point: routes toMinimizeTrustConstr.minimizeEqualityConstrained(java.util.function.Function<de.labathome.trustconstr.matrix.Matrix, java.lang.Double>, java.util.function.Function<de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix>, java.util.function.Function<de.labathome.trustconstr.matrix.Matrix, de.labathome.trustconstr.matrix.Matrix>, de.labathome.trustconstr.matrix.Matrix, C, int, double, double)when the constraint has only equality rows, and to aTrustRegionInteriorPoint-driven path when any inequality rows are present.static <C extends Constraint & Jacobian>
OptimizeResultMinimizeTrustConstr.minimizeEqualityConstrained(Function<Matrix, Double> fun, Function<Matrix, Matrix> grad, Function<Matrix, Matrix> hess, Matrix x0, C eq, int maxIter, double xtol, double gtol) Convenience entry point covering the equality-constrained slice of the trust-constr API: a scalar objective with an explicit gradient and Hessian, subject to optional pure-equality constraints from a singleLinearConstraintorNonlinearConstraint.Methods in de.labathome.trustconstr with parameters of type JacobianModifier and TypeMethodDescriptionstatic StatefulResultTrustRegionInteriorPoint.trustRegionInteriorPoint(ToDoubleBiFunction<Matrix, Object> fun, BiFunction<Matrix, Object, Matrix> grad, LagrangeHessian lagrHess, int nVars, int nIneq, int nEq, Constraint constr, Jacobian jac, Matrix x0, double fun0, Matrix grad0, Matrix constrIneq0, Matrix jacIneq0, Matrix constrEq0, Matrix jacEq0, GlobalStoppingCriteria stopCrit, boolean[] enforceFeasibility, double xtol, State state, double initialBarrierParameter, double initialTolerance, double initialPenalty, double initialTrustRadius, ProjectionMethod factorizationMethod) Trust-region interior-point solve.Constructors in de.labathome.trustconstr with parameters of type JacobianModifierConstructorDescriptionBarrierSubproblem(Matrix x0, Matrix s0, ToDoubleBiFunction<Matrix, Object> fun, BiFunction<Matrix, Object, Matrix> grad, LagrangeHessian lagrHess, long nVars, long nIneq, long nEq, Constraint constr, Jacobian jac, double barrierParameter, double tolerance, boolean[] enforceFeasibility, GlobalStoppingCriteria globalStopCriteria, double xtol, double fun0, Matrix grad0, Matrix constrIneq0, Matrix jacIneq0, Matrix constrEq0, Matrix jacEq0) Construct the barrier subproblem at a starting iterate.