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 QPSolutionminimizer()Get the minimizer (solution) to the minimization problem.doubleminimum()Get the (approximate) minimum found.QPSolutionsearch()Searches for a minimizer for the quadratic programming problem.QPSolutionsearch(QPSolution... initials)Search for a solution that optimizes the objective function from the given starting points.voidsetInitials(QPSolution... initials)No need to set initials for the dual problem.Objectstep()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:
setInitialsin interfaceIterativeMethod<QPSolution>- Parameters:
initials-
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step
public Object step()
Description copied from interface:IterativeMethodDo the next iteration.- Specified by:
stepin 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:IterativeMethodSearch 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:
searchin 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:MinimizationSolutionGet the minimizer (solution) to the minimization problem.- Specified by:
minimizerin interfaceMinimizationSolution<QPSolution>- Returns:
- the minimizer
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minimum
public double minimum()
Description copied from interface:MinimizationSolutionGet the (approximate) minimum found.- Specified by:
minimumin interfaceMinimizationSolution<QPSolution>- Returns:
- the (approximate) minimum found
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