public class PrimalDualInteriorPointMinimizer extends Object implements ConstrainedMinimizer<SOCPDualProblem,IterativeSolution<PrimalDualSolution>>
| Modifier and Type | Class and Description |
|---|---|
class |
PrimalDualInteriorPointMinimizer.Solution
This is the solution to a Dual Second Order Conic Programming problem using the Primal Dual
Interior Point algorithm.
|
| Constructor and Description |
|---|
PrimalDualInteriorPointMinimizer(double epsilon,
int maxIterations)
Constructs a Primal Dual Interior Point minimizer to solve Dual Second Order Conic
Programming problems.
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| Modifier and Type | Method and Description |
|---|---|
PrimalDualInteriorPointMinimizer.Solution |
solve(SOCPDualProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public PrimalDualInteriorPointMinimizer(double epsilon,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations - the maximum number of iterationspublic PrimalDualInteriorPointMinimizer.Solution solve(SOCPDualProblem problem) throws Exception
OptimizerOptimProblem.solve in interface Optimizer<SOCPDualProblem,IterativeSolution<PrimalDualSolution>>problem - an optimization problemException - when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.