Modifier and Type | Interface 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.
|
Modifier and Type | Interface and Description |
---|---|
interface |
BoxMinimizer<P extends BoxOptimProblem,S extends MinimizationSolution<?>>
A box minimizer solves a
BoxOptimProblem . |
Modifier and Type | Class and Description |
---|---|
class |
SubProblemMinimizer
This minimizer solves a constrained optimization sub-problem where the values
for some variables are held fixed for the original optimization problem.
|
Constructor and Description |
---|
SubProblemMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory) |
Modifier and Type | Class and Description |
---|---|
class |
CSDPMinimizer
Implements the CSDP algorithm for semidefinite programming problem with equality constraints.
|
class |
HomogeneousPathFollowingMinimizer
This implementation solves a Semi-Definite Programming problem using the Homogeneous Self-Dual
Path-Following algorithm.
|
class |
PrimalDualPathFollowingMinimizer
The Primal-Dual Path-Following algorithm is an interior point method that solves Semi-Definite
Programming problems.
|
Modifier and Type | Class and Description |
---|---|
class |
PrimalDualInteriorPointMinimizer
Solves a Dual Second Order Conic Programming problem using the Primal Dual
Interior Point algorithm.
|
Modifier and Type | Interface and Description |
---|---|
interface |
LPSolver<P extends LPProblem,S extends LPSolution<?>>
An LP solver solves a Linear Programming (LP) problem.
|
Modifier and Type | Interface and Description |
---|---|
interface |
LPSimplexSolver<P extends LPProblem>
A simplex solver works toward an LP solution by sequentially applying Jordan exchange to a simplex table.
|
Modifier and Type | Class and Description |
---|---|
class |
FerrisMangasarianWrightPhase2
This implementation solves a canonical linear programming problem that does not need preprocessing its simplex table.
|
class |
LPCanonicalSolver
This is an LP solver that solves a canonical LP problem in the following form.
|
class |
LPRevisedSimplexSolver |
class |
LPTwoPhaseSolver
This implementation solves a linear programming problem,
LPProblem , using a two-step approach. |
Modifier and Type | Interface and Description |
---|---|
interface |
QPMinimizer
A typedef for QP minimizer.
|
Modifier and Type | Class and Description |
---|---|
class |
QPDualActiveSetMinimizer
This implementation solves a Quadratic Programming problem using the dual
active set algorithm.
|
class |
QPPrimalActiveSetMinimizer
This implementation solves a Quadratic Programming problem using the Primal
Active Set algorithm.
|
Modifier and Type | Class and Description |
---|---|
class |
QPbySOCPMinimizer
We first convert a QP problem to an equivalent SOCP problem and then solve it
using an SOCP solver.
|
Modifier and Type | Class and Description |
---|---|
class |
BoxGeneralizedSimulatedAnnealingMinimizer
This is an extension to
GeneralizedSimulatedAnnealingMinimizer , which allows adding box
constraints to bound solutions. |
Modifier and Type | Class and Description |
---|---|
class |
PenaltyMethodMinimizer
The penalty method is an algorithm for solving a constrained minimization problem with general
constraints.
|
Modifier and Type | Class and Description |
---|---|
class |
SQPActiveSetMinimizer
Sequential quadratic programming (SQP) is an iterative method for nonlinear
optimization.
|
class |
SQPActiveSetOnlyInequalityConstraintMinimizer
This implementation is a modified version of Algorithm 15.2 in the reference
to solve a general constrained optimization problem with only inequality
constraints.
|
Modifier and Type | Class and Description |
---|---|
class |
SQPActiveSetOnlyEqualityConstraint1Minimizer
This implementation is a modified version of Algorithm 15.1 in the reference to solve a general constrained optimization problem with only equality constraints.
|
class |
SQPActiveSetOnlyEqualityConstraint2Minimizer
This particular implementation of
SQPActiveSetOnlyEqualityConstraint1Minimizer uses SQPASEVariation2 . |
Constructor and Description |
---|
BruteForceIPMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory)
Constructs a brute force minimizer to solve integral constrained
minimization problems.
|
Modifier and Type | Class and Description |
---|---|
class |
GomoryMixedCutMinimizer
This cutting-plane implementation uses Gomory's mixed cut method.
|
class |
GomoryPureCutMinimizer
This cutting-plane implementation uses Gomory's pure cut method for pure integer programming,
in which all variables are integral.
|
class |
SimplexCuttingPlaneMinimizer
The use of cutting planes to solve Mixed Integer Linear Programming (MILP) problems was introduced by Ralph E Gomory.
|
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