public class CSDPMinimizer extends Object implements ConstrainedMinimizer<SDPDualProblem,IterativeSolution<CentralPath>>
| Modifier and Type | Class and Description |
|---|---|
class |
CSDPMinimizer.Solution |
| Constructor and Description |
|---|
CSDPMinimizer(double epsilon)
Constructs a Primal-Dual Path-Following minimizer to solve semi-definite programming
problems.
|
CSDPMinimizer(double gamma0,
double epsilon)
Constructs a Primal-Dual Path-Following minimizer to solve semi-definite programming
problems.
|
| Modifier and Type | Method and Description |
|---|---|
protected static double |
getMinEigenValue(Matrix A,
double epsilon)
Gets the minimum of all the eigenvalues of a matrix.
|
CSDPMinimizer.Solution |
solve(SDPDualProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public CSDPMinimizer(double gamma0,
double epsilon)
gamma0 - \(0 < \gamma < 1\); it ensures the next iterates are inside the feasible
set; suggested values are between 0.9 and 0.99epsilon - a precision par a meter: when a number |x| ≤ ε, it is considered 0public CSDPMinimizer(double epsilon)
epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0public CSDPMinimizer.Solution solve(SDPDualProblem problem) throws Exception
OptimizerOptimProblem.solve in interface Optimizer<SDPDualProblem,IterativeSolution<CentralPath>>problem - an optimization problemException - when there is an error solving the problemprotected static double getMinEigenValue(Matrix A, double epsilon)
A - a matrixepsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.