Class SOCPDualProblem
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.SOCPDualProblem
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- All Implemented Interfaces:
ConstrainedOptimProblem
,OptimProblem
- Direct Known Subclasses:
SOCPGeneralProblem
public class SOCPDualProblem extends Object implements ConstrainedOptimProblem
This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
SOCPDualProblem.EqualityConstraints
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Constructor Summary
Constructors Constructor Description SOCPDualProblem(Vector b, Matrix[] A, Vector[] c)
Constructs a dual SOCP problem.SOCPDualProblem(SOCPDualProblem that)
Copy constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Matrix
A()
\[ A = [A_1, A_2, ...Matrix
A(int i)
Gets Ai.Vector
b()
Gets b.Vector
c()
Vector
c(int i)
Gets ci.int
dimension()
Get the number of variables.RealScalarFunction
f()
Get the objective function.SOCPDualProblem.EqualityConstraints
getEqualityConstraints()
Gets the equality constraints, hi(x) = 0LessThanConstraints
getLessThanConstraints()
Gets the less-than-or-equal-to constraints, gi(x) ≤ 0int
m()
Gets the dimension of the system, i.e., m = the dimension of y.int
n(int i)
Gets the number of columns of Ai.int
q()
Gets the number of A matrices.
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Constructor Detail
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SOCPDualProblem
public SOCPDualProblem(Vector b, Matrix[] A, Vector[] c)
Constructs a dual SOCP problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]- Parameters:
b
- \(b\)A
- \(A_i\)'sc
- \(c_i\)'s
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SOCPDualProblem
public SOCPDualProblem(SOCPDualProblem that)
Copy constructor.- Parameters:
that
- another SOCPDualProblem
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Method Detail
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dimension
public int dimension()
Description copied from interface:OptimProblem
Get the number of variables.- Specified by:
dimension
in interfaceOptimProblem
- Returns:
- the number of variables.
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f
public RealScalarFunction f()
Description copied from interface:OptimProblem
Get the objective function.- Specified by:
f
in interfaceOptimProblem
- Returns:
- the objective function
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getLessThanConstraints
public LessThanConstraints getLessThanConstraints()
Description copied from interface:ConstrainedOptimProblem
Gets the less-than-or-equal-to constraints, gi(x) ≤ 0- Specified by:
getLessThanConstraints
in interfaceConstrainedOptimProblem
- Returns:
- the less-than-or-equal-to constraints
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getEqualityConstraints
public SOCPDualProblem.EqualityConstraints getEqualityConstraints()
Description copied from interface:ConstrainedOptimProblem
Gets the equality constraints, hi(x) = 0- Specified by:
getEqualityConstraints
in interfaceConstrainedOptimProblem
- Returns:
- the equality constraints
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m
public int m()
Gets the dimension of the system, i.e., m = the dimension of y.- Returns:
- the dimension of the system
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q
public int q()
Gets the number of A matrices.- Returns:
- the number of A matrices
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b
public Vector b()
Gets b.- Returns:
- b
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c
public Vector c(int i)
Gets ci.- Parameters:
i
- an index to the c's, counting from 1- Returns:
- ci
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A
public Matrix A(int i)
Gets Ai.- Parameters:
i
- an index to the A's, counting from 1- Returns:
- Ai
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n
public int n(int i)
Gets the number of columns of Ai.- Parameters:
i
- an index to the A's, counting from 1- Returns:
- the number of columns of Ai
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A
public Matrix A()
\[ A = [A_1, A_2, ... A_q] \]- Returns:
- A
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c
public Vector c()
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