Class LinearGreaterThanConstraints

    • Constructor Detail

      • LinearGreaterThanConstraints

        public LinearGreaterThanConstraints​(Matrix A,
                                            Vector b)
        Construct a collection of linear greater-than or equal-to constraints.
        Parameters:
        A - the inequality coefficients
        b - the inequality values
    • Method Detail

      • getFeasibleInitialPoint

        public Vector getFeasibleInitialPoint​(LinearEqualityConstraints equal)
        Given a collection of linear greater-than-or-equal-to constraints as well as a collection of equality constraints, find a feasible initial point that satisfy the constraints. This implementation solves eq. 11.25 in the reference. The first (n-1) entries consist of a feasible initial point. The last entry is the single point perturbation.
        Parameters:
        equal - a collection of linear equality constraints
        Returns:
        a feasible initial point, and the single point perturbation (in one vector)
        See Also:
        • "Jorge Nocedal, Stephen Wright, "p. 473," Numerical Optimization."
        • "Andreas Antoniou, Wu-Sheng Lu, "Eq 11.25, Quadratic and Convex Programming," Practical Optimization: Algorithms and Engineering Applications."
      • getFeasibleInitialPoint

        public Vector getFeasibleInitialPoint()
        Given a collection of linear greater-than-or-equal-to constraints, find a feasible initial point that satisfy the constraints. This implementation solves eq. 11.25 in the reference. The first (n-1) entries consist of a feasible initial point. The last entry is the single point perturbation.
        Returns:
        a feasible initial point, and the single point perturbation (in one vector)