NonlinearProgrammingProblem Class

Class NonlinearProgrammingProblem represents a nonlinear programming problem.

Inheritance Hierarchy

SystemObject
  CenterSpace.NMath.CoreBoundedVariableProblem
    CenterSpace.NMath.CoreNonlinearProgrammingProblem
      CenterSpace.NMath.CoreMixedIntegerNonlinearProgrammingProblem

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public class NonlinearProgrammingProblem : BoundedVariableProblem

Public Class NonlinearProgrammingProblem
	Inherits BoundedVariableProblem

public ref class NonlinearProgrammingProblem : public BoundedVariableProblem

type NonlinearProgrammingProblem = 
    class
        inherit BoundedVariableProblem
    end

The NonlinearProgrammingProblem type exposes the following members.

Constructors

	Name	Description
	NonlinearProgrammingProblem	Constructs an empty NonlinearProgrammingProblem object.
	NonlinearProgrammingProblem(DoubleFunctional)	Constructs a NonlinearProgrammingProblem object with the given objective function.
	NonlinearProgrammingProblem(DoubleFunctional, IEnumerableConstraint)	Constructws a NonlinearProgrammingProblem object with the given objective function and constraints.
	NonlinearProgrammingProblem(Int32, FuncDoubleVector, Double)	Constructws a NonlinearProgrammingProblem object with the given objective function and constraints.
	NonlinearProgrammingProblem(Int32, FuncDoubleVector, Double, IEnumerableConstraint)	Constructws a NonlinearProgrammingProblem object with the given objective function and constraints.

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Properties

	Name	Description
	Constraints	Gets the constraints.
	NumVariables	Number of variables for the problem. (Overrides BoundedVariableProblemNumVariables)
	ObjectiveFunction	Gets and sets the objective funtion to minimize.
	VariableBounds	Gets and sets variable bounds for the problem. (Inherited from BoundedVariableProblem)

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Methods

	Name	Description
	AddBounds(Int32, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem)
	AddBounds(Int32, Double, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem)
	AddConstraint(Constraint)	Adds the given constraint to the problem.
	AddConstraint(DoubleFunctional, Double, Double)	Adds an inequality constraint of the form lowerBound <= constraintFunction(x) < upperBound
	AddConstraint(Int32, FuncDoubleVector, Double, Double, Double)	Adds an inequality constraint of the form lowerBound <= constraintFunction(x) < upperBound
	AddEqualityConstraint(DoubleFunctional, Double)	Adds an equality constraint of the form constraintFunction(x) = rightHandSide
	AddEqualityConstraint(Int32, FuncDoubleVector, Double, Double)	Adds an equality constraint of the form constraintFunction(x) = rightHandSide
	AddLinearConstraint(LinearConstraint)	Adds the given linear constraint to the problem.
	AddLinearConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound
	AddLinearEqualityConstraint	Adds an equality constraint of the form coefficients'x = rightHandSide
	AddLinearLowerBoundConstraint	Adds a linear inequality constraint of the form coefficients'x >= lowerBound
	AddLinearUpperBoundConstraint	Adds a linear inequality constraint of the form coefficients'x <= upperBound
	AddLowerBound(Int32, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddLowerBound(Int32, Double, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddLowerBoundConstraint(DoubleFunctional, Double)	Adds an inequality constraint of the form constraintFunction(x) >= lowerBound
	AddLowerBoundConstraint(Int32, FuncDoubleVector, Double, Double)	Adds an inequality constraint of the form constraintFunction(x) >= lowerBound
	AddNonlinearConstraint	Adds the given nonlinear constraint to the problem.
	AddUpperBound(Int32, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddUpperBound(Int32, Double, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddUpperBoundConstraint(DoubleFunctional, Double)	Adds an inequality constraint of the form constraintFunction(x) <= upperBound
	AddUpperBoundConstraint(Int32, FuncDoubleVector, Double, Double)	Adds an inequality constraint of the form constraintFunction(x) <= upperBound
	CheckVariableIndex	Checks that the given variable index is valid. (Overrides BoundedVariableProblemCheckVariableIndex(Int32))
	EvaluateConstraints	Evalutes each of the constraints at the specified point and returns the results.
	IsFeasiblePoint	Function for determining the feasibility of a give point. A point x is feasible if it satisfies all the constraints of the problem.
	PointIsFeasible(DoubleVector)	Function for determining the feasibility of a give point. A point x is feasible if it satisfies all the constraints of the problem. (Inherited from BoundedVariableProblem)
	PointIsFeasible(DoubleVector, Double)	Function for determining the feasibility of a give point. A point x is feasible if it satisfies all the constraints of the problem within a specified tolerance. (Inherited from BoundedVariableProblem)

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Fields

	Name	Description
	variableBounds_	Map containing variable bounds. Key is the variable ID, the value is the bounds. (Inherited from BoundedVariableProblem)

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Remarks

Nonlinear programming problems are of the form

minimize f(x) subject to
ci(x) == 0, for i in E,
ci(x) >= 0 for i in I,

where f is the objective function and the constraint functions ci are all smooth, real-valued functions on a subset of Rn, and I and E are finite index subsets of inequality and equality constraints, respectively.

Reference

CenterSpace.NMath.Core Namespace