Class PrimalDualInteriorPointMinimizer.Solution

    • Method Detail

      • minimum

        public double minimum()
        Get the (approximate) minimum found. c*x is the value of the prime objective function, and b*y is the value of the dual objective function. In theory c*x=b*y. For an SOCP problem, the prime objective function is minimized, while the dual objective function is maximized. Therefore, the method "minimum()" return c*x.
        Specified by:
        minimum in interface MinimizationSolution<PrimalDualSolution>
        Returns:
        the (approximate) minimum found
      • search

        public PrimalDualSolution search​(PrimalDualSolution initial)
                                  throws Exception
        Searches for a solution that optimizes the objective function from the given starting point.
        Parameters:
        initial - an initial guess
        Returns:
        an (approximate) optimizer
        Throws:
        Exception - when an error occurs during the search
      • search

        public PrimalDualSolution search()
                                  throws Exception
        Searches for a solution that optimizes the objective function from the starting point given by K. C. Toh, SDPT3 Version 3.0, p. 6.
        Returns:
        an (approximate) optimizer
        Throws:
        Exception - when an error occurs during the search