public class HomogeneousPathFollowingMinimizer.Solution extends PrimalDualPathFollowingMinimizer.Solution
| Modifier | Constructor and Description |
|---|---|
protected |
Solution(PrimalDualPathFollowingMinimizer parent,
SDPDualProblem problem,
double gamma0,
double sigma0)
Solves the semi-definite programming problem using the Homogeneous Self-Dual
Path-Following algorithm.
|
| Modifier and Type | Method and Description |
|---|---|
CentralPath |
search(CentralPath initial) |
Boolean |
step()
Do the next iteration.
|
protected Matrix |
svecA()
Computes A^ in "Toh, Todd, Tütüncü, Section 3.1".
|
minimizer, minimum, search, search, setInitialsprotected Solution(PrimalDualPathFollowingMinimizer parent, SDPDualProblem problem, double gamma0, double sigma0)
parent - a instance of PrimalDualPathFollowingMinimizer classproblem - SDP problemgamma0 - control variable used in PrimalDualPathFollowingMinimizersigma0 - control variable used in PrimalDualPathFollowingMinimizerpublic CentralPath search(CentralPath initial) throws Exception
search in class PrimalDualPathFollowingMinimizer.SolutionExceptionpublic Boolean step()
PrimalDualPathFollowingMinimizer.Solutionstep in interface IterativeMethod<CentralPath>step in class PrimalDualPathFollowingMinimizer.Solutionprotected Matrix svecA()
svecA in class PrimalDualPathFollowingMinimizer.SolutionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.