com.joptimizer.functions

Class QuadraticMultivariateRealFunction

java.lang.Object

com.joptimizer.functions.QuadraticMultivariateRealFunction

All Implemented Interfaces:

ConvexMultivariateRealFunction, TwiceDifferentiableMultivariateRealFunction

Direct Known Subclasses:

LinearMultivariateRealFunction, PSDQuadraticMultivariateRealFunction

public class QuadraticMultivariateRealFunction
extends java.lang.Object
implements ConvexMultivariateRealFunction

1/2 x.P.x + q.x + r

Constructor Summary

Constructors

Constructor and Description
QuadraticMultivariateRealFunction(double[][] PMatrix, double[] qVector, double r)

Method Summary

Modifier and Type	Method and Description
int	getDim() Dimension of the function argument.
DoubleMatrix2D	getP()
DoubleMatrix1D	getQ()
double	getR()
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

QuadraticMultivariateRealFunction

public QuadraticMultivariateRealFunction(double[][] PMatrix,
                                         double[] qVector,
                                         double r)

Method Detail

value

public final double value(double[] X)

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Evaluation of the function at point X.

Specified by:

value in interface TwiceDifferentiableMultivariateRealFunction

gradient

public final double[] gradient(double[] X)

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Function gradient at point X.

Specified by:

gradient in interface TwiceDifferentiableMultivariateRealFunction

hessian

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

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Function hessian at point X.

Specified by:

hessian in interface TwiceDifferentiableMultivariateRealFunction

getP

public DoubleMatrix2D getP()

getQ

public DoubleMatrix1D getQ()

getR

public double getR()

getDim

public int getDim()

Description copied from interface: TwiceDifferentiableMultivariateRealFunction

Dimension of the function argument.

Specified by:

getDim in interface TwiceDifferentiableMultivariateRealFunction