Package de.labathome.trustconstr

package de.labathome.trustconstr

Related Packages

Package	Description
de.labathome.trustconstr.demo
de.labathome.trustconstr.enums
de.labathome.trustconstr.interfaces
de.labathome.trustconstr.matrix
de.labathome.trustconstr.records
de.labathome.trustconstr.report
de.labathome.trustconstr.sparse

Class	Description
BarrierSubproblem	Barrier optimization problem:
BFGS	Broyden-Fletcher-Goldfarb-Shanno (BFGS) Hessian update strategy.
BFGS.BFGSFactory	Builder for BFGS; configure via BFGS.FACTORY.
CanonicalConstraint	Canonical-form constraint
CanonicalConstraint.HessianFn	Functional interface for the constraint Hessian-of-Lagrangian: Sum_i v_eq[i] * H_{eq,i}(x) + Sum_j v_ineq[j] * H_{ineq,j}(x).
CanonicalConstraint.InitialCanonical	Output shape of CanonicalConstraint.initialConstraintsAsCanonical(int, java.util.List<de.labathome.trustconstr.CanonicalConstraint>, de.labathome.trustconstr.matrix.Matrix, boolean): the four arrays (cEq, cIneq, JEq, JIneq) returned as a record.
CombinedConstraint	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).
EqualityConstrainedSQP	Byrd-Omojokun Trust-Region SQP method
FullHessianUpdateStrategy	Hessian update strategy with full dimensional internal representation.
FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<T extends FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<T>>	Shared base factory for BFGS.BFGSFactory and SR1.SR1Factory.
HessianLinearOperator	Adapter that exposes a matrix-free HessianProduct as a BiFunction returning an explicit Hessian Matrix.
IdentityVectorFunction	Identity vector function f(x) = x (Jacobian I).
LagrangianHessian	Lagrangian Hessian H_obj(x) + Sum_i v_i * H_{c_i}(x) as a matrix-free LinearOperator-builder.
LagrangianHessian.ConstraintHessian	Constraint Hessian-of-Lagrangian: Sum_i v_eq[i] * H_{eq,i}(x) + Sum_j v_ineq[j] * H_{ineq,j}(x).
LinearConstraint	Linear constraint of the form
LinearVectorFunction	Linear vector function f(x) = A x and its derivatives.
MinimizeTrustConstr	Java port of scipy.optimize.minimize(method='trust-constr')
NonlinearConstraint	Nonlinear constraint of the form
NonlinearVectorFunction	Light-weight nonlinear vector function carrier for use inside PreparedConstraint.
NumDiff	Finite-difference Jacobians and gradients (mirrors scipy _numdiff.approx_derivative).
Projections	Linear operators that project onto the null space, range, and least-squares solution set of a constraint Jacobian.
QPSubproblem	Quadratic-programming subproblem helpers used inside the trust-region SQP / IP loops: the projected-CG inner solver, the equality-constrained KKT direct factorization, the modified-dogleg trust-region step, and the segment/box/sphere intersection routines that drive trust-region step acceptance.
ScalarFunction	Scalar function and its derivatives.
ScalarFunction.ScalarFunctionFactory	Builder for ScalarFunction.
SparsityForcedConstraint	Decorator that wraps a Constraint + Jacobian source and forces the jacEq / jacIneq return values to a specific sparsity.
SR1	Symmetric-rank-1 (SR1) Hessian update strategy.
SR1.SR1Factory	Builder for SR1; configure via SR1.FACTORY.
TrustRegionInteriorPoint	Trust-region interior-point method.
VectorFunction	Vector function and its derivatives.
VectorFunction.VectorFunctionFactory	Builder for VectorFunction.