public class PrimalDualInteriorPointMinimizer extends Object implements ConstrainedMinimizer<SOCPDualProblem,IterativeSolution<PrimalDualSolution>>
Modifier and Type | Class and Description |
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class |
PrimalDualInteriorPointMinimizer.Solution
This is the solution to a Dual Second Order Conic Programming problem using the Primal Dual
Interior Point algorithm.
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Constructor and Description |
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PrimalDualInteriorPointMinimizer(double epsilon,
int maxIterations)
Constructs a Primal Dual Interior Point minimizer to solve Dual Second Order Conic
Programming problems.
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Modifier and Type | Method and Description |
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PrimalDualInteriorPointMinimizer.Solution |
solve(SOCPDualProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public PrimalDualInteriorPointMinimizer(double epsilon, int maxIterations)
epsilon
- a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations
- the maximum number of iterationspublic PrimalDualInteriorPointMinimizer.Solution solve(SOCPDualProblem problem) throws Exception
Optimizer
OptimProblem
.solve
in interface Optimizer<SOCPDualProblem,IterativeSolution<PrimalDualSolution>>
problem
- an optimization problemException
- when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.