public class PrimalDualPathFollowingMinimizer.Solution extends Object implements IterativeSolution<CentralPath>
| Modifier and Type | Field and Description |
|---|---|
protected Matrix |
A
This is either [A] or
[ A]
[-C]
|
protected double |
delta |
protected double |
gamma |
protected Matrix |
I |
protected int |
iter |
protected int |
n |
protected CentralPath |
path |
protected double |
phi |
protected SDPDualProblem |
problem |
protected double |
sigma |
| Modifier | Constructor and Description |
|---|---|
protected |
Solution(SDPDualProblem problem,
double gamma0,
double sigma0) |
| Modifier and Type | Method and Description |
|---|---|
CentralPath |
minimizer()
Get the minimizer (solution) to the minimization problem.
|
double |
minimum()
Get the (approximate) minimum found.
|
CentralPath |
search()
Search for a solution that optimizes the objective function from the given starting
points.
|
CentralPath |
search(CentralPath... initials)
Search for a solution that optimizes the objective function from the
given starting points.
|
CentralPath |
search(CentralPath initial) |
void |
setInitials(CentralPath... initials)
Supply the starting points for the search.
|
Boolean |
step()
Do the next iteration.
|
protected Matrix |
svecA() |
protected CentralPath path
protected double sigma
protected double gamma
protected double delta
protected double phi
protected int iter
protected final SDPDualProblem problem
protected final Matrix A
protected final int n
protected final Matrix I
protected Solution(SDPDualProblem problem, double gamma0, double sigma0)
public void setInitials(CentralPath... initials)
IterativeMethodsetInitials in interface IterativeMethod<CentralPath>initials - the initial guessespublic Boolean step()
step in interface IterativeMethod<CentralPath>public CentralPath search(CentralPath... initials) throws Exception
IterativeMethod#setInitials(S...) and then
iteratively IterativeMethod.step().
It implements a default convergence criterion.search in interface IterativeMethod<CentralPath>initials - the initial guessesException - when an error occurs during the searchpublic CentralPath search(CentralPath initial) throws Exception
Exceptionpublic CentralPath search() throws Exception
Exception - when an error occurs during the searchpublic double minimum()
MinimizationSolutionminimum in interface MinimizationSolution<CentralPath>public CentralPath minimizer()
MinimizationSolutionminimizer in interface MinimizationSolution<CentralPath>protected Matrix svecA()
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