Class ConvexObjectiveFunction<N extends Comparable<N>>
- All Implemented Interfaces:
BasicFunction
,BasicFunction.PlainUnary<Access1D<N>,
,N> MultiaryFunction<N>
,MultiaryFunction.Constant<N>
,MultiaryFunction.Linear<N>
,MultiaryFunction.PureQuadratic<N>
,MultiaryFunction.Quadratic<N>
,MultiaryFunction.TwiceDifferentiable<N>
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Nested Class Summary
Nested classes/interfaces inherited from interface org.ojalgo.function.BasicFunction
BasicFunction.Differentiable<N extends Comparable<N>,
F extends BasicFunction>, BasicFunction.Integratable<N extends Comparable<N>, F extends BasicFunction>, BasicFunction.PlainUnary<T, R> Nested classes/interfaces inherited from interface org.ojalgo.function.multiary.MultiaryFunction
MultiaryFunction.Affine<N extends Comparable<N>>, MultiaryFunction.Constant<N extends Comparable<N>>, MultiaryFunction.Convex<N extends Comparable<N>>, MultiaryFunction.Linear<N extends Comparable<N>>, MultiaryFunction.PureQuadratic<N extends Comparable<N>>, MultiaryFunction.Quadratic<N extends Comparable<N>>, MultiaryFunction.TwiceDifferentiable<N extends Comparable<N>>
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate final LinearFunction
<N> private final PureQuadraticFunction
<N> private final Scalar.Factory
<N> -
Constructor Summary
ConstructorsConstructorDescriptionConvexObjectiveFunction
(PhysicalStore.Factory<N, ?> factory, int nbVars) ConvexObjectiveFunction
(PhysicalStore<N> quadratic, PhysicalStore<N> linear) -
Method Summary
Modifier and TypeMethodDescriptionint
arity()
getGradient
(Access1D<N> point) The gradient of a scalar field is a vector field that points in the direction of the greatest rate of increase of the scalar field, and whose magnitude is that rate of increase.getHessian
(Access1D<N> point) The Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a function.getLinearFactors
(boolean negated) linear()
void
setConstant
(Comparable<?> constant) Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface org.ojalgo.function.multiary.MultiaryFunction
andThen
Methods inherited from interface org.ojalgo.function.multiary.MultiaryFunction.TwiceDifferentiable
toFirstOrderApproximation, toSecondOrderApproximation
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Field Details
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myLinear
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myPureQuadratic
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myScalarFactory
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Constructor Details
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ConvexObjectiveFunction
ConvexObjectiveFunction(PhysicalStore.Factory<N, ?> factory, int nbVars) -
ConvexObjectiveFunction
ConvexObjectiveFunction(PhysicalStore<N> quadratic, PhysicalStore<N> linear)
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Method Details
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arity
public int arity()- Specified by:
arity
in interfaceMultiaryFunction<N extends Comparable<N>>
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getConstant
- Specified by:
getConstant
in interfaceMultiaryFunction.Constant<N extends Comparable<N>>
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getGradient
Description copied from interface:MultiaryFunction.TwiceDifferentiable
The gradient of a scalar field is a vector field that points in the direction of the greatest rate of increase of the scalar field, and whose magnitude is that rate of increase.
The Jacobian is a generalization of the gradient. Gradients are only defined on scalar-valued functions, but Jacobians are defined on vector- valued functions. When f is real-valued (i.e., f : Rn → R) the derivative Df(x) is a 1 × n matrix, i.e., it is a row vector. Its transpose is called the gradient of the function: ∇f(x) = Df(x)T , which is a (column) vector, i.e., in Rn. Its components are the partial derivatives of f:
The first-order approximation of f at a point x ∈ int dom f can be expressed as (the affine function of z) f(z) = f(x) + ∇f(x)T (z − x).
- Specified by:
getGradient
in interfaceMultiaryFunction.TwiceDifferentiable<N extends Comparable<N>>
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getHessian
Description copied from interface:MultiaryFunction.TwiceDifferentiable
The Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a function. It describes the local curvature of a function of many variables. The Hessian is the Jacobian of the gradient.
The second-order approximation of f, at or near x, is the quadratic function of z defined by f(z) = f(x) + ∇f(x)T (z − x) + (1/2)(z − x)T ∇2f(x)(z − x)
- Specified by:
getHessian
in interfaceMultiaryFunction.TwiceDifferentiable<N extends Comparable<N>>
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getLinearFactors
- Specified by:
getLinearFactors
in interfaceMultiaryFunction.TwiceDifferentiable<N extends Comparable<N>>
- Returns:
- The gradient at origin (0-vector), negated or not
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invoke
- Specified by:
invoke
in interfaceBasicFunction.PlainUnary<Access1D<N extends Comparable<N>>,
N extends Comparable<N>> - Specified by:
invoke
in interfaceMultiaryFunction<N extends Comparable<N>>
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linear
- Specified by:
linear
in interfaceMultiaryFunction.Linear<N extends Comparable<N>>
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quadratic
- Specified by:
quadratic
in interfaceMultiaryFunction.PureQuadratic<N extends Comparable<N>>
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setConstant
- Specified by:
setConstant
in interfaceMultiaryFunction.Constant<N extends Comparable<N>>
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