Package com.numericalmethod.suanshu.optimization.constrained.general.penaltymethod

Interface Summary

PenaltyMethodMinimizer.PenaltyFunctionFactory

For each constrained optimization problem, the solver creates a new penalty function for it.

Class Summary

AbsoluteErrorPenalty	This penalty function sums up the absolute error penalties.
CourantPenalty	This penalty function sums up the squared error penalties.
FletcherPenalty	This penalty function sums up the squared costs penalties.
MultiplierPenalty	A multiplier penalty function allows different weights to be assigned to the constraints.
PenaltyFunction	A function P: Rn -> R is a penalty function for a constrained optimization problem if it has these properties.
PenaltyMethodMinimizer	The penalty method is an algorithm for solving a constrained minimization problem with general constraints.
SumOfPenalties	This penalty function sums up the costs from a set of constituent penalty functions.
ZeroPenalty	This is a dummy zero cost (no cost) penalty function.