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)
IterativeMethod
setInitials
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
Exception
public CentralPath search() throws Exception
Exception
- when an error occurs during the searchpublic double minimum()
MinimizationSolution
minimum
in interface MinimizationSolution<CentralPath>
public CentralPath minimizer()
MinimizationSolution
minimizer
in interface MinimizationSolution<CentralPath>
protected Matrix svecA()
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