public class CSDPMinimizer extends Object implements ConstrainedMinimizer<SDPDualProblem,IterativeSolution<CentralPath>>
Modifier and Type | Class and Description |
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class |
CSDPMinimizer.Solution |
Constructor and Description |
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CSDPMinimizer(double epsilon)
Constructs a Primal-Dual Path-Following minimizer to solve semi-definite programming
problems.
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CSDPMinimizer(double gamma0,
double epsilon)
Constructs a Primal-Dual Path-Following minimizer to solve semi-definite programming
problems.
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Modifier and Type | Method and Description |
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protected static double |
getMinEigenValue(Matrix A,
double epsilon)
Gets the minimum of all the eigenvalues of a matrix.
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CSDPMinimizer.Solution |
solve(SDPDualProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public CSDPMinimizer(double gamma0, double epsilon)
gamma0
- \(0 < \gamma < 1\); it ensures the next iterates are inside the feasible
set; suggested values are between 0.9 and 0.99epsilon
- a precision par a meter: when a number |x| ≤ ε, it is considered 0public CSDPMinimizer(double epsilon)
epsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0public CSDPMinimizer.Solution solve(SDPDualProblem problem) throws Exception
Optimizer
OptimProblem
.solve
in interface Optimizer<SDPDualProblem,IterativeSolution<CentralPath>>
problem
- an optimization problemException
- when there is an error solving the problemprotected static double getMinEigenValue(Matrix A, double epsilon)
A
- a matrixepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.