public AugmentedLagrangianIterations(
IFirstOrderUnconstrainedOptimizer unconstrainedOptimizer,
ILagrangianCompiler lagrangianCompiler,
double startConstraintsPenalty,
double constraintsPenaltyMax,
double maxConstraintsNormLowerBound,
double lagrangianGradientNormLowerBound)
{
this.unconstrainedOptimizer = unconstrainedOptimizer;
this.lagrangianCompiler = lagrangianCompiler;
this.startConstraintsPenalty = startConstraintsPenalty;
this.constraintsPenaltyMax = constraintsPenaltyMax;
this.maxConstraintsNormLowerBound = maxConstraintsNormLowerBound;
this.lagrangianGradientNormLowerBound = lagrangianGradientNormLowerBound;
}
public ConstantPenaltySolver(double penaltyWeight, double gradientNormThreshold, IFirstOrderUnconstrainedOptimizer unconstrainedOptimizer)
{
this.penaltyWeight = penaltyWeight;
this.gradientNormThreshold = gradientNormThreshold;
this.unconstrainedOptimizer = unconstrainedOptimizer;
}
