NMath Reference Guide

## Mixed |

Class MixedIntegerNonlinearProgrammingProblem represents a nonlinear programming problem.

Inheritance Hierarchy

SystemObject

CenterSpace.NMath.CoreBoundedVariableProblem

CenterSpace.NMath.CoreNonlinearProgrammingProblem

CenterSpace.NMath.CoreMixedIntegerNonlinearProgrammingProblem

CenterSpace.NMath.CoreBoundedVariableProblem

CenterSpace.NMath.CoreNonlinearProgrammingProblem

CenterSpace.NMath.CoreMixedIntegerNonlinearProgrammingProblem

Syntax

The MixedIntegerNonlinearProgrammingProblem type exposes the following members.

Constructors

Name | Description | |
---|---|---|

MixedIntegerNonlinearProgrammingProblem | Constructs an empty MixedIntegerNonlinearProgrammingProblem object. | |

MixedIntegerNonlinearProgrammingProblem(DoubleFunctional) | Constructs a MixedIntegerNonlinearProgrammingProblem object with the given objective function. | |

MixedIntegerNonlinearProgrammingProblem(DoubleFunctional, IEnumerableConstraint) | Constructws a MixedIntegerNonlinearProgrammingProblem object with the given objective function and constraints. | |

MixedIntegerNonlinearProgrammingProblem(Int32, FuncDoubleVector, Double) | Constructws a MixedIntegerNonlinearProgrammingProblem object with the given objective function and constraints. | |

MixedIntegerNonlinearProgrammingProblem(Int32, FuncDoubleVector, Double, IEnumerableConstraint) | Constructws a MixedIntegerNonlinearProgrammingProblem object with the given objective function and constraints. |

Properties

Name | Description | |
---|---|---|

Constraints |
Gets the constraints.
(Inherited from NonlinearProgrammingProblem) | |

IntegralVariableIndices | Gets the zero based indices of variables with integral constraints. | |

NumVariables |
Number of variables for the problem.
(Inherited from NonlinearProgrammingProblem) | |

ObjectiveFunction |
Gets and sets the objective funtion to minimize.
(Inherited from NonlinearProgrammingProblem) | |

VariableBounds |
Gets and sets variable bounds for the problem.
(Inherited from BoundedVariableProblem) |

Methods

Name | Description | |
---|---|---|

AddBinaryConstraint(Int32) | Adds a binary constraint to the variable at the given index. A binary constraint restricts the variable to a value of zero or one. | |

AddBinaryConstraint(Int32) | Adds a binary constraint to the variables at the given indices. A binary constraint restricts the variable to a value of zero or one. | |

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.
(Inherited from NonlinearProgrammingProblem) | |

AddConstraint(DoubleFunctional, Double, Double) |
Adds an inequality constraint of the form
lowerBound <= constraintFunction(x) < upperBound
(Inherited from NonlinearProgrammingProblem) | |

AddConstraint(Int32, FuncDoubleVector, Double, Double, Double) |
Adds an inequality constraint of the form
lowerBound <= constraintFunction(x) < upperBound
(Inherited from NonlinearProgrammingProblem) | |

AddEqualityConstraint(DoubleFunctional, Double) |
Adds an equality constraint of the form
constraintFunction(x) = rightHandSide
(Inherited from NonlinearProgrammingProblem) | |

AddEqualityConstraint(Int32, FuncDoubleVector, Double, Double) |
Adds an equality constraint of the form
constraintFunction(x) = rightHandSide
(Inherited from NonlinearProgrammingProblem) | |

AddIntegralConstraint | Adds integral constraints to the variable at the given zero based indices. The indices must be between zero and number of variables minus one, inclusive. | |

AddLinearConstraint(LinearConstraint) |
Adds the given linear constraint to the problem.
(Inherited from NonlinearProgrammingProblem) | |

AddLinearConstraint(DoubleVector, Double, Double) |
Adds a linear inequality constraint of the form
lowerBound <= coefficients'x < upperBound
(Inherited from NonlinearProgrammingProblem) | |

AddLinearEqualityConstraint |
Adds an equality constraint of the form
coefficients'x = rightHandSide
(Inherited from NonlinearProgrammingProblem) | |

AddLinearLowerBoundConstraint |
Adds a linear inequality constraint of the form
coefficients'x >= lowerBound
(Inherited from NonlinearProgrammingProblem) | |

AddLinearUpperBoundConstraint |
Adds a linear inequality constraint of the form
coefficients'x <= upperBound
(Inherited from NonlinearProgrammingProblem) | |

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
(Inherited from NonlinearProgrammingProblem) | |

AddLowerBoundConstraint(Int32, FuncDoubleVector, Double, Double) |
Adds an inequality constraint of the form
constraintFunction(x) >= lowerBound
(Inherited from NonlinearProgrammingProblem) | |

AddNonlinearConstraint |
Adds the given nonlinear constraint to the problem.
(Inherited from NonlinearProgrammingProblem) | |

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
(Inherited from NonlinearProgrammingProblem) | |

AddUpperBoundConstraint(Int32, FuncDoubleVector, Double, Double) |
Adds an inequality constraint of the form
constraintFunction(x) <= upperBound
(Inherited from NonlinearProgrammingProblem) | |

CheckVariableIndex |
Checks that the given variable index is valid.
(Inherited from NonlinearProgrammingProblem) | |

EvaluateConstraints |
Evalutes each of the constraints at the specified point and
returns the results.
(Inherited from NonlinearProgrammingProblem) | |

GetIntegrality | Gets the integral constraint state of the variable at the given zero based index. | |

IsFeasiblePoint |
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 NonlinearProgrammingProblem) | |

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) | |

SetIntegrality | Sets an integrality constraint for the variable with the given zero based index. |

Fields

Name | Description | |
---|---|---|

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

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,

xi an integer for i in J

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 and J are finite index subsets of variables with integral constraints.

See Also