public class QPDualActiveSetMinimizer.Solution extends Object implements IterativeSolution<QPSolution>
| Modifier and Type | Method and Description |
|---|---|
QPSolution |
minimizer()
Get the minimizer (solution) to the minimization problem.
|
double |
minimum()
Get the (approximate) minimum found.
|
QPSolution |
search()
Searches for a minimizer for the quadratic programming problem.
|
QPSolution |
search(QPSolution... initials)
Search for a solution that optimizes the objective function from the
given starting points.
|
void |
setInitials(QPSolution... initials)
No need to set initials for the dual problem.
|
Object |
step()
Do the next iteration.
|
public void setInitials(QPSolution... initials)
setInitials in interface IterativeMethod<QPSolution>initials - public Object step()
IterativeMethodstep in interface IterativeMethod<QPSolution>public QPSolution search() throws QPInfeasible, Exception
QPInfeasible - if there is no solution to the quadratic
programming problemException - if Hessian matrix is not positive definitepublic QPSolution search(QPSolution... initials) throws QPInfeasible, Exception
IterativeMethod#setInitials(S...) and then
iteratively IterativeMethod.step().
It implements a default convergence criterion.search in interface IterativeMethod<QPSolution>initials - the initial guessesException - when an error occurs during the searchQPInfeasiblepublic QPSolution minimizer()
MinimizationSolutionminimizer in interface MinimizationSolution<QPSolution>public double minimum()
MinimizationSolutionminimum in interface MinimizationSolution<QPSolution>Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.