ActiveSetSequentialQuadraticProgrammingOptimizerSolveLagrangianDerivativeEquation Method

Solves for the Lagrange multipliers and derivatives of the Lagrangian using the cost function, equality errors, active inequality errors, and the gradients of each with respect to the variables.

Namespace: AGI.Foundation.NumericalMethods
Assembly: AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 24.3.420.0 (24.3.420.0)

Syntax

C++

Copy

public static void SolveLagrangianDerivativeEquation(
	OptimizerMultivariableFunctionResults unperturbedAnswer,
	OptimizerMultivariableFunctionDerivativeResults derivativeResults,
	List<InequalityConstraintSettings> activeInequalitySet,
	List<double> activeInequalityErrors,
	List<double[]> activeInequalityGradients,
	IList<SolverConstraintSettings> equalitySet,
	double[] equalityErrors,
	ref List<double> lagrangeMultipliers,
	ref double[] lagrangianDerivatives
)

Public Shared Sub SolveLagrangianDerivativeEquation ( 
	unperturbedAnswer As OptimizerMultivariableFunctionResults,
	derivativeResults As OptimizerMultivariableFunctionDerivativeResults,
	activeInequalitySet As List(Of InequalityConstraintSettings),
	activeInequalityErrors As List(Of Double),
	activeInequalityGradients As List(Of Double()),
	equalitySet As IList(Of SolverConstraintSettings),
	equalityErrors As Double(),
	ByRef lagrangeMultipliers As List(Of Double),
	ByRef lagrangianDerivatives As Double()
)

public:
static void SolveLagrangianDerivativeEquation(
	OptimizerMultivariableFunctionResults^ unperturbedAnswer, 
	OptimizerMultivariableFunctionDerivativeResults^ derivativeResults, 
	List<InequalityConstraintSettings^>^ activeInequalitySet, 
	List<double>^ activeInequalityErrors, 
	List<array<double>^>^ activeInequalityGradients, 
	IList<SolverConstraintSettings^>^ equalitySet, 
	array<double>^ equalityErrors, 
	List<double>^% lagrangeMultipliers, 
	array<double>^% lagrangianDerivatives
)

static member SolveLagrangianDerivativeEquation : 
        unperturbedAnswer : OptimizerMultivariableFunctionResults * 
        derivativeResults : OptimizerMultivariableFunctionDerivativeResults * 
        activeInequalitySet : List<InequalityConstraintSettings> * 
        activeInequalityErrors : List<float> * 
        activeInequalityGradients : List<float[]> * 
        equalitySet : IList<SolverConstraintSettings> * 
        equalityErrors : float[] * 
        lagrangeMultipliers : List<float> byref * 
        lagrangianDerivatives : float[] byref -> unit

Parameters

unperturbedAnswer: Type: AGI.Foundation.NumericalMethodsOptimizerMultivariableFunctionResults
The nominal value of the OptimizerMultivariableFunction.
derivativeResults: Type: AGI.Foundation.NumericalMethodsOptimizerMultivariableFunctionDerivativeResults
The derivatives of the OptimizerMultivariableFunction that are used to provide the gradients of the cost function and the equality constraints.
activeInequalitySet: Type: System.Collections.GenericListInequalityConstraintSettings
A list of inequalities that are currently in the active set.
activeInequalityErrors: Type: System.Collections.GenericListDouble
The differences between the current values and the bound values for each inequality currently in the active set.
activeInequalityGradients: Type: System.Collections.GenericListDouble
The gradients of the inequalities in the active set.
equalitySet: Type: System.Collections.GenericIListSolverConstraintSettings
A list of equalities that are always in the active set.
equalityErrors: Type: SystemDouble
The differences between the current values and the desired values for each equality.
lagrangeMultipliers: Type: System.Collections.GenericListDouble
A list of lagrange multipliers for each constraint in the active set.
lagrangianDerivatives: Type: SystemDouble
The derivatives of the Lagrangian with respect to each of the variables.

Reference

ActiveSetSequentialQuadraticProgrammingOptimizer Class

AGI.Foundation.NumericalMethods Namespace

ActiveSetSequentialQuadraticProgrammingOptimizerAddLanguageSpecificTextSet("LST325ACE86_0?cpp=::|nu=.");SolveLagrangianDerivativeEquation Method

Parameters

Reference

ActiveSetSequentialQuadraticProgrammingOptimizerSolveLagrangianDerivativeEquation Method