cobyqa.models.Models.update_interpolation

Models.update_interpolation(k_new, x_new, fun_val, cub_val, ceq_val)

Update the interpolation set.

This method updates the interpolation set by replacing the knew-th interpolation point with xnew. It also updates the function values and the quadratic models.

Parameters:

k_newint

Index of the updated interpolation point.

x_newnumpy.ndarray, shape (n,)

New interpolation point. Its value is interpreted as relative to the origin, not the base point.

fun_valfloat

Value of the objective function at x_new. Objective function value at x_new.

cub_valnumpy.ndarray, shape (m_nonlinear_ub,)

Values of the nonlinear inequality constraints at x_new.

ceq_valnumpy.ndarray, shape (m_nonlinear_eq,)

Values of the nonlinear equality constraints at x_new.

Raises:

numpy.linalg.LinAlgError

If the interpolation system is ill-defined.