# SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.optimization.multivariate.constrained.general.sqp.activeset.equalityconstraint

## Interface SQPASEVariation

• All Known Implementing Classes:
SQPASEVariation1, SQPASEVariation2

public interface SQPASEVariation
This interface allows customization of certain operations in the Active Set algorithm to solve a general constrained minimization problem with only equality constraints using Sequential Quadratic Programming.
• ### Method Summary

All Methods
Modifier and Type Method and Description
double alpha(Vector x, Vector d, Vector u)
Get the percentage increment along the minimizer increment direction.
Matrix getInitialHessian(Vector x0, Vector u0)
Get the initial Hessian matrix.
Matrix updateHessian(Vector x1, Vector u1, Vector d, Vector g0, Matrix A0, Matrix W0)
Update the Hessian matrix using the latest iterates.
• ### Method Detail

• #### getInitialHessian

Matrix getInitialHessian(Vector x0,
Vector u0)
Get the initial Hessian matrix.
Parameters:
x0 - the initial minimizer
u0 - the initial Lagrange multipliers for inequality constraints (mu)
Returns:
the initial Hessian matrix, e.g., identity
• #### updateHessian

Matrix updateHessian(Vector x1,
Vector u1,
Vector d,
Vector g0,
Matrix A0,
Matrix W0)
Update the Hessian matrix using the latest iterates.
Parameters:
x1 - the next minimizer
u1 - the next Lagrange multipliers for inequality constraints (mu)
d - the minimizer increment
g0 - the gradient
A0 - the set of active equality constraints
W0 - the current Hessian matrix
Returns:
the next Hessian matrix
• #### alpha

double alpha(Vector x,
Vector d,
Vector u)
Get the percentage increment along the minimizer increment direction.
Parameters:
x - the current minimizer
d - the minimizer increment
u - the Lagrange multipliers for inequality constraints (mu)
Returns:
the percentage increment