com.imsl.test.example.math

Class MinConNLPEx2

java.lang.Object

com.imsl.test.example.math.MinConNLPEx2

All Implemented Interfaces:

MinConNLP.Function, MinConNLP.Gradient

public class MinConNLPEx2
extends Object
implements MinConNLP.Gradient

MinConNLP Example 2: Solves a general nonlinear programming problem with a user supplied gradient.

In this example, a general nonlinear programming problem is solved using a user-supplied gradient. The problem is as follows:

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

subject to

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

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
MinConNLPEx2()

Method Summary

Modifier and Type	Method and Description
double	f(double[] x, int iact, boolean[] ierr) Defines the objective function and constraints.
void	gradient(double[] x, int iact, double[] result) Defines the gradients of the objective and the 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

MinConNLPEx2

public MinConNLPEx2()

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

gradient

public void gradient(double[] x,
                     int iact,
                     double[] result)

Defines the gradients of the objective and the constraints.

Specified by:

gradient in interface MinConNLP.Gradient

Parameters:

x - a double array containing the variable values

iact - an int specifying what should be returned. If iact=0 the gradient is returned evaluated at x. Otherwise, the gradient of the constraint with given index iact=1,2,.. evaluated at x is returned.

result - a double array containing results on output

main

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

Throws:

Exception