Class HomogeneousPathFollowingMinimizer.Solution
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing.PrimalDualPathFollowingMinimizer.Solution
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- dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing.HomogeneousPathFollowingMinimizer.Solution
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- All Implemented Interfaces:
IterativeMethod<CentralPath>,IterativeSolution<CentralPath>,MinimizationSolution<CentralPath>
- Enclosing class:
- HomogeneousPathFollowingMinimizer
public class HomogeneousPathFollowingMinimizer.Solution extends PrimalDualPathFollowingMinimizer.Solution
This is the solution to a Semi-Definite Programming problem using the Homogeneous Self-Dual Path-Following algorithm.
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Constructor Summary
Constructors Modifier Constructor Description protectedSolution(PrimalDualPathFollowingMinimizer parent, SDPDualProblem problem, double gamma0, double sigma0)Solves the semi-definite programming problem using the Homogeneous Self-Dual Path-Following algorithm.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description CentralPathsearch(CentralPath initial)Booleanstep()Do the next iteration.protected MatrixsvecA()Computes A^ in "Toh, Todd, Tütüncü, Section 3.1".-
Methods inherited from class dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing.PrimalDualPathFollowingMinimizer.Solution
minimizer, minimum, search, search, setInitials
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Constructor Detail
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Solution
protected Solution(PrimalDualPathFollowingMinimizer parent, SDPDualProblem problem, double gamma0, double sigma0)
Solves the semi-definite programming problem using the Homogeneous Self-Dual Path-Following algorithm.- Parameters:
parent- a instance of PrimalDualPathFollowingMinimizer classproblem- SDP problemgamma0- control variable used in PrimalDualPathFollowingMinimizersigma0- control variable used in PrimalDualPathFollowingMinimizer
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Method Detail
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search
public CentralPath search(CentralPath initial) throws Exception
- Overrides:
searchin classPrimalDualPathFollowingMinimizer.Solution- Throws:
Exception
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step
public Boolean step()
Description copied from class:PrimalDualPathFollowingMinimizer.SolutionDo the next iteration. Algorithm 14.1.- Specified by:
stepin interfaceIterativeMethod<CentralPath>- Overrides:
stepin classPrimalDualPathFollowingMinimizer.Solution- Returns:
- the residual norm
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svecA
protected Matrix svecA()
Computes A^ in "Toh, Todd, Tütüncü, Section 3.1".- Overrides:
svecAin classPrimalDualPathFollowingMinimizer.Solution- Returns:
- A^
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