Class QPDualActiveSetMinimizer.Solution
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.activeset.QPDualActiveSetMinimizer.Solution
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- All Implemented Interfaces:
IterativeMethod<QPSolution>
,IterativeSolution<QPSolution>
,MinimizationSolution<QPSolution>
- Enclosing class:
- QPDualActiveSetMinimizer
public class QPDualActiveSetMinimizer.Solution extends Object implements IterativeSolution<QPSolution>
This is the solution to a Quadratic Programming problem using the Dual Active Set algorithm.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method 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.void
setInitials(QPSolution... initials)
No need to set initials for the dual problem.Object
step()
Do the next iteration.
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Method Detail
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setInitials
public void setInitials(QPSolution... initials)
No need to set initials for the dual problem.- Specified by:
setInitials
in interfaceIterativeMethod<QPSolution>
- Parameters:
initials
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step
public Object step()
Description copied from interface:IterativeMethod
Do the next iteration.- Specified by:
step
in interfaceIterativeMethod<QPSolution>
- Returns:
- the information about this step
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search
public QPSolution search() throws QPInfeasible, Exception
Searches for a minimizer for the quadratic programming problem. Before the search begins, equality constraints are eliminated by eq. 13.6a, and the greater-than constraints are adjusted accordingly.- Returns:
- a quadratic programming solution
- Throws:
QPInfeasible
- if there is no solution to the quadratic programming problemException
- if Hessian matrix is not positive definite- See Also:
- "Chapter 13.2 and 13.3"
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search
public QPSolution search(QPSolution... initials) throws QPInfeasible, Exception
Description copied from interface:IterativeMethod
Search for a solution that optimizes the objective function from the given starting points. This method typically calls first#setInitials(S...)
and then iterativelyIterativeMethod.step()
. It implements a default convergence criterion.- Specified by:
search
in interfaceIterativeMethod<QPSolution>
- Parameters:
initials
- the initial guesses- Returns:
- an (approximate) optimizer
- Throws:
Exception
- when an error occurs during the searchQPInfeasible
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minimizer
public QPSolution minimizer()
Description copied from interface:MinimizationSolution
Get the minimizer (solution) to the minimization problem.- Specified by:
minimizer
in interfaceMinimizationSolution<QPSolution>
- Returns:
- the minimizer
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minimum
public double minimum()
Description copied from interface:MinimizationSolution
Get the (approximate) minimum found.- Specified by:
minimum
in interfaceMinimizationSolution<QPSolution>
- Returns:
- the (approximate) minimum found
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