Class QPPrimalActiveSetMinimizer.Solution
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.activeset.QPPrimalActiveSetMinimizer.Solution
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- All Implemented Interfaces:
IterativeMethod<QPSolution>,IterativeSolution<QPSolution>,MinimizationSolution<QPSolution>
- Enclosing class:
- QPPrimalActiveSetMinimizer
public class QPPrimalActiveSetMinimizer.Solution extends Object implements IterativeSolution<QPSolution>
This is the solution to a Quadratic Programming problem using the Primal 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(Vector initial)Searches for a minimizer for the quadratic programming problem.QPSolutionsearch(QPSolution initial)Searches for a minimizer for the quadratic programming problem from the given starting points.QPSolutionsearch(QPSolution... initials)Search for a solution that optimizes the objective function from the given starting points.voidsetInitials(QPSolution... initials)Supply the starting points for the search.Objectstep()Do the next iteration.
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Method Detail
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setInitials
public void setInitials(QPSolution... initials)
Description copied from interface:IterativeMethodSupply the starting points for the search. This can also initialize the state of the algorithm for a new search.- Specified by:
setInitialsin interfaceIterativeMethod<QPSolution>- Parameters:
initials- the initial guesses
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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
Searches for a minimizer for the quadratic programming problem.- Returns:
- a quadratic programming solution
- Throws:
QPInfeasible- if there is no solution to the quadratic programming problem- See Also:
- "Algorithms 16.3 and 13.1"
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search
public QPSolution search(Vector initial) throws QPInfeasible
Searches for a minimizer for the quadratic programming problem.- Parameters:
initial- a strictly feasible initial point that satisfies the constraints- Returns:
- a quadratic programming solution
- Throws:
QPInfeasible- if there is no solution to the quadratic programming problem- See Also:
- "Algorithms 16.3 and 13.1"
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search
public QPSolution search(QPSolution initial) throws QPInfeasible
Searches for a minimizer for the quadratic programming problem from the given starting points.- Parameters:
initial- an initial guess- Returns:
- an (approximate) optimizer
- Throws:
QPInfeasible- when the quadratic programming problem is infeasible
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search
public QPSolution search(QPSolution... initials) throws QPInfeasible
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:
QPInfeasible
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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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