public class QPPrimalActiveSetMinimizer extends Object implements QPMinimizer
| Modifier and Type | Class and Description |
|---|---|
class |
QPPrimalActiveSetMinimizer.Solution
This is the solution to a Quadratic Programming problem using the Primal
Active Set algorithm.
|
| Constructor and Description |
|---|
QPPrimalActiveSetMinimizer(double epsilon,
int maxIterations)
Constructs a Primal Active Set minimizer to solve quadratic programming
problems.
|
QPPrimalActiveSetMinimizer(double epsilon,
int maxIterations,
boolean containBoxConstraints)
Constructs a Primal Active Set minimizer to solve quadratic programming
problems.
|
| Modifier and Type | Method and Description |
|---|---|
QPPrimalActiveSetMinimizer.Solution |
solve(QPProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public QPPrimalActiveSetMinimizer(double epsilon,
int maxIterations,
boolean containBoxConstraints)
epsilon - a precision parameter: when a number |x|
≤ ε, it is
considered 0maxIterations - the maximum number of iterations, e.g.,
Integer.MAX_VALUEcontainBoxConstraints - true if the problem contains box
constraintspublic QPPrimalActiveSetMinimizer(double epsilon,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤
ε, it is
considered 0maxIterations - the maximum number of iterations, e.g.,
Integer.MAX_VALUEpublic QPPrimalActiveSetMinimizer.Solution solve(QPProblem problem) throws Exception
OptimizerOptimProblem.solve in interface Optimizer<QPProblem,IterativeSolution<QPSolution>>problem - an optimization problemException - when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.