com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod
Class PenaltyFunction

java.lang.Object
  com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod.PenaltyFunction

All Implemented Interfaces:

Function<Vector,java.lang.Double>, RealScalarFunction

Direct Known Subclasses:

MultiplierPenalty, SumOfPenalties, ZeroPenalty

public abstract class PenaltyFunction
extends java.lang.Object
implements RealScalarFunction

A function P: Rⁿ -> R is a penalty function for a constrained optimization problem if it has these properties.

• P is continuous;
• P(x) >= 0;
• P(x) = 0 if x is feasible; i.e., all constraints are satisfied

See Also:

"Edwin K. P. Chong, Stanislaw H. Zak. "Definition 22.1. Chapter 22. Algorithms for Constrained Optimization," An Introduction to Optimization. Wiley-Interscience. 2001."

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Constructor Summary

PenaltyFunction()

Method Summary

int	dimensionOfRange() Get the dimension of the range space of the function.

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.numericalmethod.suanshu.analysis.function.Function

dimensionOfDomain, evaluate

Constructor Detail

PenaltyFunction

public PenaltyFunction()

Method Detail

dimensionOfRange

public int dimensionOfRange()

Description copied from interface: Function

Get the dimension of the range space of the function. For example, for a Rⁿ->R^m function, the dimension of the range is m.

Specified by:

dimensionOfRange in interface Function<Vector,java.lang.Double>

Returns:

the dimension of the range