NonlinearProgram Constructor

public NonlinearProgram(
	IEnumerable<string> variableNames
)

Public Sub New ( 
	variableNames As IEnumerable(Of String)
)

public:
NonlinearProgram(
	IEnumerable<String^>^ variableNames
)

new : 
        variableNames : IEnumerable<string> -> NonlinearProgram

Parameters

variableNames  IEnumerable<String>

The number of variables in the objective function.

public NonlinearProgram(
	int numberOfVariables
)

Public Sub New ( 
	numberOfVariables As Integer
)

public:
NonlinearProgram(
	int numberOfVariables
)

new : 
        numberOfVariables : int -> NonlinearProgram

Parameters

numberOfVariables  Int32

The number of variables in the objective function.

public NonlinearProgram(
	Func<Vector<double>, double> objective,
	Func<Vector<double>, Vector<double>, Vector<double>> objectiveGradient,
	int numberOfVariables
)

Public Sub New ( 
	objective As Func(Of Vector(Of Double), Double),
	objectiveGradient As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double)),
	numberOfVariables As Integer
)

public:
NonlinearProgram(
	Func<Vector<double>^, double>^ objective, 
	Func<Vector<double>^, Vector<double>^, Vector<double>^>^ objectiveGradient, 
	int numberOfVariables
)

new : 
        objective : Func<Vector<float>, float> * 
        objectiveGradient : Func<Vector<float>, Vector<float>, Vector<float>> * 
        numberOfVariables : int -> NonlinearProgram

Parameters

objective  Func<Vector<Double>, Double>

A delegate that represents the objective function as a multivariate function.

objectiveGradient  Func<Vector<Double>, Vector<Double>, Vector<Double>>

A delegate that represents the gradient of the objective function and also returns the result in its second argument.

numberOfVariables  Int32

The number of variables in the objective function.

Use this constructor to create a nonlinear program with the specified objective function and corresponding gradient, but without defining any constraints.

The variables are given the names x1, x2... Constraints are given the names C1, C2...

public NonlinearProgram(
	Func<Vector<double>, double> objective,
	Func<Vector<double>, Vector<double>, Vector<double>> objectiveGradient,
	Matrix<double> constraints,
	Vector<double> rightHandSides,
	int equalities
)

Public Sub New ( 
	objective As Func(Of Vector(Of Double), Double),
	objectiveGradient As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double)),
	constraints As Matrix(Of Double),
	rightHandSides As Vector(Of Double),
	equalities As Integer
)

public:
NonlinearProgram(
	Func<Vector<double>^, double>^ objective, 
	Func<Vector<double>^, Vector<double>^, Vector<double>^>^ objectiveGradient, 
	Matrix<double>^ constraints, 
	Vector<double>^ rightHandSides, 
	int equalities
)

new : 
        objective : Func<Vector<float>, float> * 
        objectiveGradient : Func<Vector<float>, Vector<float>, Vector<float>> * 
        constraints : Matrix<float> * 
        rightHandSides : Vector<float> * 
        equalities : int -> NonlinearProgram

Parameters

objective  Func<Vector<Double>, Double>

A delegate that represents the objective function as a multivariate function.

objectiveGradient  Func<Vector<Double>, Vector<Double>, Vector<Double>>

A delegate that represents the gradient of the objective function and also returns the result in its second argument.

constraints  Matrix<Double>

The matrix of coefficients of the constraints.

rightHandSides  Vector<Double>

The vector of right-hand-sides of the constraints.

equalities  Int32

The number of equality constraints.

Use this constructor to create a nonlinear program in standard form with equality constraints. It is more efficient to specify an equality constraint as a single constraint rather than as two inequality constraints with opposite bounds. This constructor is preferred for linear programs in standard form with equality constraints. The equalities must be listed first in the constraint matrix and in the right-hand sides, followed by the inequalities.

Note that it is much more efficient to specify bounds on variables directly than to encode the bounds in additional constraints. It is also more efficient to specify a boxed constraint as a single constraint than as two inequality constraints with opposite bounds. For linear programs with such constraints, the more general constructor is recommended.

The variables are given the names x1, x2... Constraints are given the names C1, C2...

public NonlinearProgram(
	Func<Vector<double>, double> objective,
	Func<Vector<double>, Vector<double>, Vector<double>> objectiveGradient,
	Matrix<double> constraints,
	Vector<double> constraintLowerBounds,
	Vector<double> constraintUpperBounds,
	Vector<double> variableLowerBounds,
	Vector<double> variableUpperBounds
)

Public Sub New ( 
	objective As Func(Of Vector(Of Double), Double),
	objectiveGradient As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double)),
	constraints As Matrix(Of Double),
	constraintLowerBounds As Vector(Of Double),
	constraintUpperBounds As Vector(Of Double),
	variableLowerBounds As Vector(Of Double),
	variableUpperBounds As Vector(Of Double)
)

public:
NonlinearProgram(
	Func<Vector<double>^, double>^ objective, 
	Func<Vector<double>^, Vector<double>^, Vector<double>^>^ objectiveGradient, 
	Matrix<double>^ constraints, 
	Vector<double>^ constraintLowerBounds, 
	Vector<double>^ constraintUpperBounds, 
	Vector<double>^ variableLowerBounds, 
	Vector<double>^ variableUpperBounds
)

new : 
        objective : Func<Vector<float>, float> * 
        objectiveGradient : Func<Vector<float>, Vector<float>, Vector<float>> * 
        constraints : Matrix<float> * 
        constraintLowerBounds : Vector<float> * 
        constraintUpperBounds : Vector<float> * 
        variableLowerBounds : Vector<float> * 
        variableUpperBounds : Vector<float> -> NonlinearProgram

Parameters

objective  Func<Vector<Double>, Double>

A delegate that evaluates the objective function.

objectiveGradient  Func<Vector<Double>, Vector<Double>, Vector<Double>>

A gradient that evaluates the gradient of the objective function.

constraints  Matrix<Double>

The matrix of coefficients of the constraints.

constraintLowerBounds  Vector<Double>

The vector of lower bounds for the constraints.

constraintUpperBounds  Vector<Double>

The vector of upper bounds for the constraints. Must not be null.

variableLowerBounds  Vector<Double>

The vector of lower bounds for the variables.

variableUpperBounds  Vector<Double>

The vector of upper bounds for the variables.

Use this constructor to create a nonlinear program with the most general definition of linear constraints. Any type of linear constraint can be specified, including a boxed constraint with both a lower and an upper bound. Where by default, variables are restricted to be positive, this constructor allows arbitrary bounds to be set for variables.

Note that it is much more efficient to specify bounds on variables than to encode the bounds in additional constraints. It is also more efficient to specify a boxed or equality constraint as a single constraint than as two inequality constraints with opposite bounds.

The variables are given the names x1, x2... Constraints are given the names C1, C2...

Reference