com.joptimizer.functions

Class LogTransformedPosynomial

java.lang.Object

com.joptimizer.functions.LogTransformedPosynomial

All Implemented Interfaces:

ConvexMultivariateRealFunction, TwiceDifferentiableMultivariateRealFunction

public class LogTransformedPosynomial
extends java.lang.Object
implements ConvexMultivariateRealFunction

This function represents the logarithm of a posynomial after a change of variables x->y=log(x).
It represents a posynomial:
(1) f(x) = Sum[k=1, K](c[k]*x[1]^a[1,k]*x[2]^a[2,k]*****x[n]^a[n,k]), c[k]>0
in the form of:
(2) g(y) = log(Sum[k=1, K](e^(aT[k]*y+b[k])))
where a[k]=(a[1,k],..,a[n,k]) and b[k]=log(c[k])
It is useful in geometric programming.

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, 4.5.3"

Constructor Summary

Constructors

Constructor and Description
LogTransformedPosynomial(double[][] akArray, double[] bkArray) A representation of a posynomial (1) in the form (2).

Method Summary

Modifier and Type	Method and Description
int	getDim() Dimension of the function argument.
double[]	gradient(double[] X) Function gradient at point X.
double[][]	hessian(double[] X) Function hessian at point X.
double	value(double[] X) Evaluation of the function at point X.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LogTransformedPosynomial

public LogTransformedPosynomial(double[][] akArray,
                                double[] bkArray)

A representation of a posynomial (1) in the form (2).

Parameters:

akArray - the matrix (a[1,k],..,a[n,k]) in expression (2)

bkArray - the vector b[k] in expression (2)

Method Detail

value

public double value(double[] X)

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Evaluation of the function at point X.

Specified by:

value in interface TwiceDifferentiableMultivariateRealFunction

gradient

public double[] gradient(double[] X)

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Function gradient at point X.

Specified by:

gradient in interface TwiceDifferentiableMultivariateRealFunction

hessian

public double[][] hessian(double[] X)

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Function hessian at point X.

Specified by:

hessian in interface TwiceDifferentiableMultivariateRealFunction

getDim

public int getDim()

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Dimension of the function argument.

Specified by:

getDim in interface TwiceDifferentiableMultivariateRealFunction