public class HomogeneousPathFollowingMinimizer.Solution extends PrimalDualPathFollowingMinimizer.Solution
Modifier | Constructor and Description |
---|---|
protected |
Solution(PrimalDualPathFollowingMinimizer parent,
SDPDualProblem problem,
double gamma0,
double sigma0)
Solves the semi-definite programming problem using the Homogeneous Self-Dual
Path-Following algorithm.
|
Modifier and Type | Method and Description |
---|---|
CentralPath |
search(CentralPath initial) |
Boolean |
step()
Do the next iteration.
|
protected Matrix |
svecA()
Computes A^ in "Toh, Todd, Tütüncü, Section 3.1".
|
minimizer, minimum, search, search, setInitials
protected Solution(PrimalDualPathFollowingMinimizer parent, SDPDualProblem problem, double gamma0, double sigma0)
parent
- a instance of PrimalDualPathFollowingMinimizer classproblem
- SDP problemgamma0
- control variable used in PrimalDualPathFollowingMinimizersigma0
- control variable used in PrimalDualPathFollowingMinimizerpublic CentralPath search(CentralPath initial) throws Exception
search
in class PrimalDualPathFollowingMinimizer.Solution
Exception
public Boolean step()
PrimalDualPathFollowingMinimizer.Solution
step
in interface IterativeMethod<CentralPath>
step
in class PrimalDualPathFollowingMinimizer.Solution
protected Matrix svecA()
svecA
in class PrimalDualPathFollowingMinimizer.Solution
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.