Namespace JXG.Math.Nlp
↳ JXG.Math.Nlp
Defined in: nlp.js.
| Constructor Attributes | Constructor Name and Description |
|---|---|
|
The JXG.Math.Nlp namespace holds numerical algorithms for non-linear optimization.
|
| Method Attributes | Method Name and Description |
|---|---|
| <static> |
JXG.Math.Nlp.cobylb(calcfc, n, m, mpp, x, rhobeg, rhoend, iprint, maxfun, testForRoundingErrors)
JavaScript implementation of the non-linear optimization method COBYLA.
|
| <static> |
JXG.Math.Nlp.FindMinimum(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun, testForRoundingErrors)
Minimizes the objective function F with respect to a set of inequality constraints CON,
and returns the optimal variable array.
|
Namespace Detail
JXG.Math.Nlp
The JXG.Math.Nlp namespace holds numerical algorithms for non-linear optimization.
Method Detail
<static>
{Number}
JXG.Math.Nlp.cobylb(calcfc, n, m, mpp, x, rhobeg, rhoend, iprint, maxfun, testForRoundingErrors)
JavaScript implementation of the non-linear optimization method COBYLA.
- Parameters:
- {Function} calcfc
- {Number} n
- {Number} m
- {Number} mpp
- {Number} x
- {Number} rhobeg
- {Number} rhoend
- {Number} iprint
- {Number} maxfun
- {Boolean} testForRoundingErrors Optional, Default: false
- Returns:
- {Number} Exit status of the COBYLA2 optimization
<static>
{Number}
JXG.Math.Nlp.FindMinimum(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun, testForRoundingErrors)
Minimizes the objective function F with respect to a set of inequality constraints CON,
and returns the optimal variable array. F and CON may be non-linear, and should preferably be smooth.
Calls JXG.Math.Nlp#cobylb.
- Parameters:
- calcfc
- Interface implementation for calculating objective function and constraints.
- n
- Number of variables.
- m
- Number of constraints.
- x
- On input initial values of the variables (zero-based array). On output optimal values of the variables obtained in the COBYLA minimization.
- rhobeg
- Initial size of the simplex.
- rhoend
- Final value of the simplex.
- iprint
- Print level, 0 <= iprint <= 3, where 0 provides no output and 3 provides full output to the console.
- maxfun
- Maximum number of function evaluations before terminating.
- testForRoundingErrors Optional, Default: false
- Returns:
- {Number} Exit status of the COBYLA2 optimization.