com.imsl.test.example.math

Class MinConNLPEx1

java.lang.Object

com.imsl.test.example.math.MinConNLPEx1

All Implemented Interfaces:

MinConNLP.Function

public class MinConNLPEx1
extends Object
implements MinConNLP.Function

Solves a nonlinear programming problem using a finite difference gradient.

A general nonlinear programming problem is solved using a finite difference gradient. The problem

$${\rm {min}} \,\, F(x) = (x_1 - 2)^2 + (x_2 - 1)^2$$

subject to

$$g_1(x) = x_1 - 2x_2 + 1 = 0$$
$$g_2(x) = -x_1^2 / 4 - x_2^2 + 1 \ge 0$$

is solved.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
MinConNLPEx1()

Method Summary

Modifier and Type	Method and Description
double	f(double[] x, int iact, boolean[] ierr) Defines the objective function and constraints.
static void	main(String[] args)

Methods inherited from class java.lang.Object

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

Constructor Detail

MinConNLPEx1

public MinConNLPEx1()

Method Detail

f

public double f(double[] x,
                int iact,
                boolean[] ierr)

Defines the objective function and constraints.

This function is called by MinConNLP.

Specified by:

f in interface MinConNLP.Function

Parameters:

x - a double array containing the variable values

iact - an int specifying the return value. If iact=0 this function returns the objective function evaluated at x. If iact=\(1, 2, 3,...\), this function returns the constraint with that index evaluated at x.

ierr - a boolean array of length 1, where ierr[0]=false when no error or undesirable condition occurs during evaluation, and ierr[0]=true indicates some issue during evaluation

Returns:

a double the value specified by iact

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception