public class HomogeneousPathFollowingMinimizer extends Object implements ConstrainedMinimizer<SDPDualProblem,IterativeSolution<CentralPath>>
Modifier and Type | Class and Description |
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class |
HomogeneousPathFollowingMinimizer.Solution
This is the solution to a Semi-Definite Programming problem using the Homogeneous Self-Dual
Path-Following algorithm.
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Constructor and Description |
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HomogeneousPathFollowingMinimizer(double epsilon)
Constructs a Homogeneous Self-Dual Path-Following minimizer to solve semi-definite
programming problems.
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HomogeneousPathFollowingMinimizer(double gamma0,
double sigma0,
double epsilon)
Constructs a Homogeneous Self-Dual Path-Following minimizer to solve semi-definite
programming problems.
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Modifier and Type | Method and Description |
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protected static double |
getMinEigenValue(Matrix A,
double epsilon)
Gets the minimum of all the eigenvalues of a matrix.
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HomogeneousPathFollowingMinimizer.Solution |
solve(SDPDualProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public HomogeneousPathFollowingMinimizer(double gamma0, double sigma0, double epsilon)
gamma0
- \(0 < \gamma < 1\); it ensures the next iterates are inside the feasible
set; suggested values are between 0.9 and 0.99.sigma0
- \(0 \leq \sigma < 1\), the centering parameterepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0public HomogeneousPathFollowingMinimizer(double epsilon)
epsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0public HomogeneousPathFollowingMinimizer.Solution solve(SDPDualProblem problem) throws Exception
Optimizer
OptimProblem
.solve
in interface Optimizer<SDPDualProblem,IterativeSolution<CentralPath>>
problem
- an optimization problemException
- when there is an error solving the problemprotected static double getMinEigenValue(Matrix A, double epsilon)
A
- a matrixepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.