Modifier and Type | Interface and Description |
---|---|
interface |
ConstrainedMinimizer<P extends ConstrainedOptimProblem,S extends MinimizationSolution<?>>
A constrained minimizer solves a constrained optimization problem, namely,
ConstrainedOptimProblem . |
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 |
ConstrainedOptimSubProblem
A constrained optimization sub-problem takes this form.
|
Modifier and Type | Method and Description |
---|---|
static ConstrainedOptimProblem |
SubProblemMinimizer.getSubProblem(ConstrainedOptimSubProblem problem)
Gets the sub-problem in the form of ConstrainedOptimProblem.
|
Modifier and Type | Method and Description |
---|---|
static ConstrainedOptimSubProblem |
SubProblemMinimizer.getConstrainedOptimSubProblem(ConstrainedOptimProblem problem,
Map<Integer,Double> fixing)
Gets the ConstrainedOptimSubProblem representation of the
sub-problem.
|
IterativeSolution<Vector> |
SubProblemMinimizer.solve(ConstrainedOptimProblem subProblem)
Solves a constrained optimization sub-problem that is already in the form
of a ConstrainedOptimProblem.
|
SubProblemMinimizer.IterativeSolution<Vector> |
SubProblemMinimizer.solve(ConstrainedOptimProblem problem,
Map<Integer,Double> fixing)
Solves a constrained sub-problem by specifying the fixing explicitly.
|
Constructor and Description |
---|
SubProblemMinimizer(SubProblemMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeSolution<Vector>>> factory) |
Modifier and Type | Class and Description |
---|---|
class |
SDPDualProblem
A dual SDP problem, as in equation 14.4 in the reference, takes the following form.
|
Modifier and Type | Class and Description |
---|---|
class |
SOCPDualProblem
This is the Dual Second Order Conic Programming problem.
|
class |
SOCPGeneralProblem
Many convex programming problems can be represented in the following form.
|
Modifier and Type | Class and Description |
---|---|
class |
SOCPPortfolioProblem
Constructs an SOCP problem for portfolio optimization.
|
Modifier and Type | Interface and Description |
---|---|
interface |
LPProblem
A linear programming (LP) problem minimizes a linear objective function subject to a collection of linear constraints.
|
Modifier and Type | Class and Description |
---|---|
class |
LPCanonicalProblem1
This is a linear programming problem in the 1st canonical form (following the convention in the reference):
min c'x
s.t.
|
class |
LPCanonicalProblem2
This is a linear programming problem in the 2nd canonical form (following the convention in the wiki):
min c'x
s.t.
|
class |
LPProblemImpl1
This is an implementation of a linear programming problem,
LPProblem . |
class |
LPStandardProblem
This is a linear programming problem in the standard form:
min c'x
s.t.
|
Modifier and Type | Class and Description |
---|---|
static class |
LPRevisedSimplexSolver.Problem |
Modifier and Type | Class and Description |
---|---|
class |
QPProblem
Quadratic Programming is the problem of optimizing (minimizing) a quadratic function of several variables subject to linear constraints on these variables.
|
Modifier and Type | Method and Description |
---|---|
PenaltyFunction |
PenaltyMethodMinimizer.PenaltyFunctionFactory.getPenaltyFunction(ConstrainedOptimProblem problem)
Get an instance of the penalty function.
|
IterativeSolution<Vector> |
PenaltyMethodMinimizer.solve(ConstrainedOptimProblem problem) |
Modifier and Type | Method and Description |
---|---|
SQPActiveSetOnlyInequalityConstraintMinimizer.Solution |
SQPActiveSetOnlyInequalityConstraintMinimizer.solve(ConstrainedOptimProblem problem) |
SQPActiveSetMinimizer.Solution |
SQPActiveSetMinimizer.solve(ConstrainedOptimProblem problem) |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
SQPActiveSetOnlyEqualityConstraint1Minimizer.solve(ConstrainedOptimProblem problem) |
Modifier and Type | Interface and Description |
---|---|
interface |
IPProblem
An Integer Programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers.
|
Modifier and Type | Class and Description |
---|---|
class |
IPProblemImpl1
This is an implementation of a general Integer Programming problem in which some variables take only integers.
|
Modifier and Type | Class and Description |
---|---|
class |
BruteForceIPProblem
This implementation is an integral constrained minimization problem that has enumerable integral domains.
|
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 |
ILPNode
This is the branch-and-bound node used in conjunction with
ILPBranchAndBoundMinimizer to
solve an Integer Linear Programming problem. |
Modifier and Type | Interface and Description |
---|---|
interface |
ILPProblem
A linear program in real variables is said to be integral if it has at least one optimal solution which is integral.
|
Modifier and Type | Class and Description |
---|---|
class |
ILPProblemImpl1
This implementation is an ILP problem, in which the variables can be real or integral.
|
class |
PureILPProblem
This is a pure integer linear programming problem, in which all variables are integral.
|
Modifier and Type | Class and Description |
---|---|
class |
BoxOptimProblem
A box constrained optimization problem, for which a solution must be within fixed bounds.
|
class |
ConstrainedOptimProblemImpl1
This implements a constrained optimization problem for a function f
subject to equality and less-than-or-equal-to constraints.
|
class |
NonNegativityConstraintOptimProblem
This is a constrained optimization problem for a function which has all non-negative variables.
|
Constructor and Description |
---|
Corvalan2005(Minimizer<? super ConstrainedOptimProblem,IterativeSolution<Vector>> minimizer,
DiversificationMeasure diversificationMeasure,
double deltaSigma,
double deltaR)
Constructs an instance of the Corvalan model.
|
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