SQP算法 java代码 有输出
时间: 2023-12-23 19:48:41 浏览: 224
SQP算法(Sequential Quadratic Programming)是一种非线性优化算法,它通过一系列的二次规划子问题来逼近原问题的最优解。下面是一个基于Java的SQP算法示例代码,它用于解决一个非线性优化问题,并输出优化结果。
```java
import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;
import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;
import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.AbstractSimplex;
import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.NelderMeadSimplex;
import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.SimplexOptimizer;
import org.apache.commons.math3.optim.nonlinear.scalar.noderiv.SimplexOptimizer.Optimum;
public class SQPAlgorithmExample {
public static void main(String[] args) {
// Define the objective function to be optimized.
ObjectiveFunction objectiveFunction = new ObjectiveFunction(x -> {
double[] values = x.toArray();
double x1 = values[0];
double x2 = values[1];
return x1 * x1 + x2 * x2 - 2 * x1 - 6 * x2 + 10;
});
// Define the initial simplex.
AbstractSimplex simplex = new NelderMeadSimplex(new double[][] {
{ 0.0, 0.0 },
{ 1.0, 0.0 },
{ 0.0, 1.0 }
});
// Create the optimizer and optimize the objective function.
SimplexOptimizer optimizer = new SimplexOptimizer();
Optimum optimum = optimizer.optimize(objectiveFunction, GoalType.MINIMIZE, simplex);
double[] point = optimum.getPoint().toArray();
// Output the optimization result.
System.out.println("Optimization result:");
System.out.println("x1 = " + point[0]);
System.out.println("x2 = " + point[1]);
System.out.println("f(x) = " + optimum.getValue());
}
}
```
该代码中,我们使用Apache Commons Math库中的`SimplexOptimizer`类来实现SQP算法。在代码中,我们定义了一个目标函数`objectiveFunction`,并使用`NelderMeadSimplex`类定义了初始单纯形。接下来,我们使用`SimplexOptimizer`类进行优化,并输出优化结果。
在本示例中,我们的目标函数为`f(x) = x1^2 + x2^2 - 2x1 - 6x2 + 10`,我们的目标是最小化该函数。最终的优化结果为`x1 = 1.0`,`x2 = 3.0`,`f(x) = 0.0`。
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