Cobyla
com.cureos.numerics

Class Cobyla



  • public class Cobylaextends Object
    Constrained Optimization BY Linear Approximation in Java. COBYLA2 is an implementation of Powell\xe2\x80\x99s nonlinear derivative-free constrained optimization that uses a linear approximation approach. The algorithm is a sequential trust-region algorithm that employs linear approximations to the objective and constraint functions, where the approximations are formed by linear interpolation at n+1 points in the space of the variables and tries to maintain a regular-shaped simplex over iterations. It solves nonsmooth NLP with a moderate number of variables (about 100). Inequality constraints only. The initial point X is taken as one vertex of the initial simplex with zero being another, so, X should not be entered as the zero vector.
    • Constructor Summary

      Constructors 
      Constructor and Description
      Cobyla()
      Initialize calculations.
    • Constructor Detail

      • Cobyla

        public Cobyla()
        Initialize calculations.
    • Method Detail

      • FindMinimum

        public CobylaExitStatus FindMinimum(Calcfc calcfc,                           int n,                           int m,                           double[] xin,                           double rhobeg,                           double rhoend,                           int iprint,                           int maxfun)
        Minimizes the objective function F with respect to a set of inequality constraints CON, and returns the optimal variable array. F and CON may be non-linear, and should preferably be smooth.
        Parameters:
        calcfc - Interface implementation for calculating objective function and constraints.
        n - Number of variables.
        m - Number of constraints.
        xin - On input initial values of the variables (zero-based array). On output optimal values of the variables obtained in the COBYLA minimization.
        rhobeg - Initial size of the simplex.
        rhoend - Final value of the simplex.
        iprint - Print level, 0 <= iprint <= 3, where 0 provides no output and 3 provides full output to the console.
        maxfun - Maximum number of function evaluations before terminating.
        Returns:
        Exit status of the COBYLA2 optimization.
      • getOutput

        public double[] getOutput()
        Return output of minimization.
        Returns:
        x Ouput of minimization

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