public class SubProblemMinimizer extends Object implements ConstrainedMinimizer<ConstrainedOptimSubProblem,SubProblemMinimizer.IterativeSolution<Vector>>
| Modifier and Type | Class and Description |
|---|---|
static interface |
SubProblemMinimizer.ConstrainedMinimizerFactory<U extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>>
This factory constructs a new instance of
ConstrainedMinimizer to solve a real valued minimization
problem.
|
static interface |
SubProblemMinimizer.IterativeSolution<Vector> |
| Constructor and Description |
|---|
SubProblemMinimizer(double gamma) |
SubProblemMinimizer(double epsilon,
int maxIterations) |
SubProblemMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory) |
| Modifier and Type | Method and Description |
|---|---|
static ConstrainedOptimSubProblem |
getConstrainedOptimSubProblem(ConstrainedOptimProblem problem,
Map<Integer,Double> fixing)
Gets the ConstrainedOptimSubProblem representation of the
sub-problem.
|
static ConstrainedOptimProblem |
getSubProblem(ConstrainedOptimSubProblem problem)
Gets the sub-problem in the form of ConstrainedOptimProblem.
|
IterativeSolution<Vector> |
solve(ConstrainedOptimProblem subProblem)
Solves a constrained optimization sub-problem that is already in the form
of a ConstrainedOptimProblem.
|
SubProblemMinimizer.IterativeSolution<Vector> |
solve(ConstrainedOptimProblem problem,
Map<Integer,Double> fixing)
Solves a constrained sub-problem by specifying the fixing explicitly.
|
SubProblemMinimizer.IterativeSolution<Vector> |
solve(ConstrainedOptimSubProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public SubProblemMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory)
public SubProblemMinimizer(double epsilon,
int maxIterations)
public SubProblemMinimizer(double gamma)
public static ConstrainedOptimSubProblem getConstrainedOptimSubProblem(ConstrainedOptimProblem problem, Map<Integer,Double> fixing)
problem - the original constrained optimization problemfixing - the fixed valuespublic static ConstrainedOptimProblem getSubProblem(ConstrainedOptimSubProblem problem)
problem - a constrained optimization sub-problempublic IterativeSolution<Vector> solve(ConstrainedOptimProblem subProblem) throws Exception
subProblem - the constrained optimization sub-problem in the form of
a ConstrainedOptimProblemExceptionpublic SubProblemMinimizer.IterativeSolution<Vector> solve(ConstrainedOptimSubProblem problem) throws Exception
OptimizerOptimProblem.solve in interface Optimizer<ConstrainedOptimSubProblem,SubProblemMinimizer.IterativeSolution<Vector>>problem - an optimization problemException - when there is an error solving the problempublic SubProblemMinimizer.IterativeSolution<Vector> solve(ConstrainedOptimProblem problem, Map<Integer,Double> fixing) throws Exception
problem - the original full constrained optimization problemfixing - the indices and the values to be fixedExceptionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.