SequentialQuadraticProgrammingOptimizer Class |
An intermediate base class for ParameterOptimizers that will optimize a cost function
by iteration towards a solution. In each iteration, the change of the variable values will be evaluated, applied to the previous
variable values and repeated in the next iteration.
An instance of a type derived from this will pass in values of Variables into an
OptimizerMultivariableFunction to optimize the CostFunction,
match the equality constraints, and satisfy the
inequality constraints.
Inheritance HierarchySystemObject
AGI.Foundation.NumericalMethodsParameterOptimizer
AGI.Foundation.NumericalMethodsSequentialQuadraticProgrammingOptimizer
AGI.Foundation.NumericalMethodsActiveSetSequentialQuadraticProgrammingOptimizer
AGI.Foundation.NumericalMethodsParameterOptimizer
AGI.Foundation.NumericalMethodsSequentialQuadraticProgrammingOptimizer
AGI.Foundation.NumericalMethodsActiveSetSequentialQuadraticProgrammingOptimizer
Namespace: AGI.Foundation.NumericalMethods
Assembly: AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 24.2.419.0 (24.2.419.0)
SyntaxThe SequentialQuadraticProgrammingOptimizer type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | SequentialQuadraticProgrammingOptimizer |
Initializes a new instance. You must add at least one variable to the
Variables as well as set the Function.
Further, either the CostFunction must be set or at least one
equality constraint must be added to the
Equalities to pose a well-defined optimization problem.
|
| SequentialQuadraticProgrammingOptimizer(SequentialQuadraticProgrammingOptimizer, CopyContext) | Initializes a new instance as a copy of an existing instance. |
Properties| Name | Description | |
|---|---|---|
 | CostFunction |
Gets or sets the cost function settings corresponding to the
results computed by the Function. If there are no
equality constraints set, then this property must
not be for this optimizer to work.
(Inherited from ParameterOptimizer.) |
| CurrentIteration |
Gets or sets the number of the current iteration. This should be incremented in
the FindSolution(Int32, Boolean, ITrackCalculationProgress) method.
(Inherited from ParameterOptimizer.) |
| Equalities |
Gets the equality constraint settings corresponding to the
results computed by the Function. If the CostFunction is ,
there must be at least one constraint set for this optimizer to work.
(Inherited from ParameterOptimizer.) |
| Function |
Gets or sets the function to solve. When
the solver converges, this function must
have been run with the variable values that converged. This behavior must be obeyed when
Multithreaded is either or .
(Inherited from ParameterOptimizer.) |
| Inequalities |
Gets the inequality constraint settings corresponding to the
results computed by the Function.
(Inherited from ParameterOptimizer.) |
| IsThreadSafe |
Gets a value indicating whether the methods on this instance are safe to call from
multiple threads simultaneously.
(Inherited from ParameterOptimizer.) |
| LastRunsResults |
Gets or sets the results
of the solver run. This includes such information as if the solver converged,
all the iteration results (if configured to save them), if the run was aborted, etc.
(Inherited from ParameterOptimizer.) |
| Multithreaded |
Gets or sets a value indicating whether this optimizer should evaluate with as many threads as the current threading policy facet and
optimizer algorithm will allow. Note that derived types should copy this in their copy constructor.
(Inherited from ParameterOptimizer.) |
| Variables |
Gets the SolverVariableSettings that will be used when computing this function.
The variables passed to the function will be in the same order as this list of settings. There
must be at least one variable set for this solver to work.
(Inherited from ParameterOptimizer.) |
Methods| Name | Description | |
|---|---|---|
 | Clone |
Clones this object using the specified context.
(Inherited from ParameterOptimizer.) |
| ComputeNextStep |
Computes the next optimization step that this parameter optimizer should take.
|
| ConvergenceCheck |
Determines whether the optimizer converged or not.
|
| Dispose |
Releases any resources associated with this instance.
(Inherited from ParameterOptimizer.) |
| Dispose(Boolean) |
Releases any resources associated with this instance.
(Inherited from ParameterOptimizer.) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
| FindSolution(Int32) |
Optimizes the Function. By default, the results of every iteration will be stored.
(Inherited from ParameterOptimizer.) |
| FindSolution(Int32, Boolean) |
Optimizes the Function.
(Inherited from ParameterOptimizer.) |
| FindSolution(Int32, Boolean, ITrackCalculationProgress) |
Optimizes the Function.
(Overrides ParameterOptimizerFindSolution(Int32, Boolean, ITrackCalculationProgress).) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| Reset |
Resets the ParameterOptimizer by setting the LastRunsResults to
and the CurrentIteration to zero. This method should be
called in any derived version.
(Inherited from ParameterOptimizer.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also