Documentation API of the 'com.cureos.numerics.Cobyla' Java class
Cobyla
com.cureos.numerics

Class Cobyla



  • public class Cobylaextends Object
    Constrained Optimization BY Linear Approximation in Java. COBYLA2 is an implementation of Powell\xc3\x83\xc2\x83\xc3\x82\xc2\xa2\xc3\x83\xc2\x82\xc3\x82\xc2\x80\xc3\x83\xc2\x82\xc3\x82\xc2\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.

Warning: You cannot see the full API documentation of this class since the access to the DatMelt documentation for third-party Java classes is denied. Guests can only view jhplot Java API. To view the complete description of this class and its methods, please request the full DataMelt membership.

If you are already a full member, please login to the DataMelt member area before visiting this documentation.