public IConstrainedSolver Create(double penaltyWeight, double gradientNormThreshold)
{
var lbfgsSolver = new LBFGSOptimizer(30);
var penaltySolver = new ConstantPenaltySolver(penaltyWeight,
gradientNormThreshold,
lbfgsSolver);
return(penaltySolver);
}
public IConstrainedSolver Create()
{
var lagrangianCompiler = new LagrangianCompiler();
var unconstrainedOptimizer = new LBFGSOptimizer(30);
//var unconstrainedOptimizer = new ConjugateGradientOptimizer();
var iterations = new AugmentedLagrangianIterations(
unconstrainedOptimizer,
lagrangianCompiler,
startConstraintsPenalty: 10,
constraintsPenaltyMax: 1E3,
maxConstraintsNormLowerBound: 1E-8,
lagrangianGradientNormLowerBound: 4E-7);
var convergenceTest = new ConstraintsNormWithGradientNormConvergenceTest(
constraintsNormMax: 1E-8,
lagrangianGradientNormMax: 2E-6,
maxIterations: 1000);
var solver = new AugmentedLagrangianSolver(convergenceTest, iterations);
return(solver);
}
