Struct InteriorPointSolver 

pub struct InteriorPointSolver<'a> { /* private fields */ }

Interior point solver for constrained optimization

Implementations

impl<'a> InteriorPointSolver<'a>

pub fn new( n: usize, m_eq: usize, m_ineq: usize, options: &'a InteriorPointOptions, ) -> Self

Create new interior point solver

pub fn solve<F, G>( &mut self, fun: &mut F, grad: &mut G, eq_con: Option<&mut dyn FnMut(&ArrayView1<'_, f64>) -> Array1<f64>>, eq_jac: Option<&mut dyn FnMut(&ArrayView1<'_, f64>) -> Array2<f64>>, ineq_con: Option<&mut dyn FnMut(&ArrayView1<'_, f64>) -> Array1<f64>>, ineq_jac: Option<&mut dyn FnMut(&ArrayView1<'_, f64>) -> Array2<f64>>, x0: &Array1<f64>, ) -> Result<InteriorPointResult, OptimizeError>

where F: FnMut(&ArrayView1<'_, f64>) -> f64, G: FnMut(&ArrayView1<'_, f64>) -> Array1<f64>,

Solve the constrained optimization problem