Class Log_barrier_function

Instance Methods

__init__(self, func, dfunc, d2func, args, x0, min_options, A, b, epsilon0, scale_epsilon, func_tol, grad_tol, maxiter, inner_maxiter, full_output, print_flag)
Class for logarithmic barrier function minimisation specific functions.

func_log(self, *args)
The logarithmic barrier function.

func_dlog(self, *args)
The logarithmic barrier gradient.

func_d2log(self, *args)
The logarithmic barrier Hessian.

minimise(self)
Logarithmic barrier optimisation.

Inherited from base_classes.Min: double_test, func_test, grad_test, hessian_type_and_mod, setup_conv_tests, update

Method Details

__init__(self, func, dfunc, d2func, args, x0, min_options, A, b, epsilon0, scale_epsilon, func_tol, grad_tol, maxiter, inner_maxiter, full_output, print_flag)
(Constructor)

Class for logarithmic barrier function minimisation specific functions.

Unless you know what you are doing, you should call the function 'log_barrier_function' rather than using this class.

Overrides: base_classes.Min.__init__

func_log(self, *args)

The logarithmic barrier function.

The equation is:

             /  sum_i=1^m -log(bi - AiT.x)    for Ax < b,
   psi(x) = <
             \  +inf                          otherwise.

minimise(self)

Logarithmic barrier optimisation.

Overrides: base_classes.Min.minimise