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Namespace JXG.Math.Nlp


      ↳ JXG.Math.Nlp



Defined in: nlp.js.

Namespace Summary
Constructor Attributes Constructor Name and Description
 
The JXG.Math.Nlp namespace holds numerical algorithms for non-linear optimization.
Method Summary
Method Attributes Method Name and Description
<static>  
JXG.Math.Nlp.cobylb(calcfc, n, m, mpp, x, rhobeg, rhoend, iprint, maxfun)
JavaScript implementation of the non-linear optimization method COBYLA.
<static>  
JXG.Math.Nlp.FindMinimum(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun)
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)
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
Returns:
{Number} Exit status of the COBYLA2 optimization

<static> {Number} JXG.Math.Nlp.FindMinimum(calcfc, n, m, x, rhobeg, rhoend, iprint, maxfun)
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.
Returns:
{Number} Exit status of the COBYLA2 optimization.

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