public class QPPrimalActiveSetMinimizer.Solution extends Object implements IterativeSolution<QPSolution>
| Modifier and Type | Method and Description |
|---|---|
QPSolution |
minimizer()
Get the minimizer (solution) to the minimization problem.
|
double |
minimum()
Get the (approximate) minimum found.
|
QPSolution |
search()
Searches for a minimizer for the quadratic programming problem.
|
QPSolution |
search(QPSolution... initials)
Search for a solution that optimizes the objective function from the
given starting points.
|
QPSolution |
search(QPSolution initial)
Searches for a minimizer for the quadratic programming problem from
the given starting points.
|
QPSolution |
search(Vector initial)
Searches for a minimizer for the quadratic programming problem.
|
void |
setInitials(QPSolution... initials)
Supply the starting points for the search.
|
Object |
step()
Do the next iteration.
|
public void setInitials(QPSolution... initials)
IterativeMethodsetInitials in interface IterativeMethod<QPSolution>initials - the initial guessespublic Object step()
IterativeMethodstep in interface IterativeMethod<QPSolution>public QPSolution search() throws QPInfeasible
QPInfeasible - if there is no solution to the quadratic
programming problempublic QPSolution search(Vector initial) throws QPInfeasible
initial - a strictly feasible initial point that
satisfies the constraintsQPInfeasible - if there is no solution to the quadratic
programming problempublic QPSolution search(QPSolution initial) throws QPInfeasible
initial - an initial guessQPInfeasible - when the quadratic programming problem is
infeasiblepublic QPSolution search(QPSolution... initials) throws QPInfeasible
IterativeMethod#setInitials(S...) and then
iteratively IterativeMethod.step().
It implements a default convergence criterion.search in interface IterativeMethod<QPSolution>initials - the initial guessesQPInfeasiblepublic QPSolution minimizer()
MinimizationSolutionminimizer in interface MinimizationSolution<QPSolution>public double minimum()
MinimizationSolutionminimum in interface MinimizationSolution<QPSolution>Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.