public class QPPrimalActiveSetMinimizer extends Object implements QPMinimizer
Modifier and Type | Class and Description |
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class |
QPPrimalActiveSetMinimizer.Solution
This is the solution to a Quadratic Programming problem using the Primal
Active Set algorithm.
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Constructor and Description |
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QPPrimalActiveSetMinimizer(double epsilon,
int maxIterations)
Constructs a Primal Active Set minimizer to solve quadratic programming
problems.
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QPPrimalActiveSetMinimizer(double epsilon,
int maxIterations,
boolean containBoxConstraints)
Constructs a Primal Active Set minimizer to solve quadratic programming
problems.
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Modifier and Type | Method and Description |
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QPPrimalActiveSetMinimizer.Solution |
solve(QPProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public QPPrimalActiveSetMinimizer(double epsilon, int maxIterations, boolean containBoxConstraints)
epsilon
- a precision parameter: when a number |x|
≤ ε, it is
considered 0maxIterations
- the maximum number of iterations, e.g.,
Integer.MAX_VALUE
containBoxConstraints
- true
if the problem contains box
constraintspublic QPPrimalActiveSetMinimizer(double epsilon, int maxIterations)
epsilon
- a precision parameter: when a number |x| ≤
ε, it is
considered 0maxIterations
- the maximum number of iterations, e.g.,
Integer.MAX_VALUE
public QPPrimalActiveSetMinimizer.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.