public class QPDualActiveSetMinimizer extends Object implements QPMinimizer
QPPrimalActiveSetMinimizer
Modifier and Type | Class and Description |
---|---|
class |
QPDualActiveSetMinimizer.Solution
This is the solution to a Quadratic Programming problem using the Dual
Active Set
algorithm.
|
Constructor and Description |
---|
QPDualActiveSetMinimizer(double epsilon,
int maxIterations) |
QPDualActiveSetMinimizer(double epsilon,
int maxIterations,
boolean containsBoxConstraints) |
Modifier and Type | Method and Description |
---|---|
QPDualActiveSetMinimizer.Solution |
solve(QPProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public QPDualActiveSetMinimizer(double epsilon, int maxIterations)
public QPDualActiveSetMinimizer(double epsilon, int maxIterations, boolean containsBoxConstraints)
public QPDualActiveSetMinimizer.Solution solve(QPProblem problem) throws Exception
Optimizer
OptimProblem
.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.