Class SOCPDualProblem
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.SOCPDualProblem
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- All Implemented Interfaces:
ConstrainedOptimProblem,OptimProblem
- Direct Known Subclasses:
SOCPGeneralProblem
public class SOCPDualProblem extends Object implements ConstrainedOptimProblem
This is the Dual Second Order Conic Programming problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]
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Nested Class Summary
Nested Classes Modifier and Type Class Description static classSOCPDualProblem.EqualityConstraints
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Constructor Summary
Constructors Constructor Description SOCPDualProblem(Vector b, Matrix[] A, Vector[] c)Constructs a dual SOCP problem.SOCPDualProblem(SOCPDualProblem that)Copy constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description MatrixA()\[ A = [A_1, A_2, ...MatrixA(int i)Gets Ai.Vectorb()Gets b.Vectorc()Vectorc(int i)Gets ci.intdimension()Get the number of variables.RealScalarFunctionf()Get the objective function.SOCPDualProblem.EqualityConstraintsgetEqualityConstraints()Gets the equality constraints, hi(x) = 0LessThanConstraintsgetLessThanConstraints()Gets the less-than-or-equal-to constraints, gi(x) ≤ 0intm()Gets the dimension of the system, i.e., m = the dimension of y.intn(int i)Gets the number of columns of Ai.intq()Gets the number of A matrices.
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Constructor Detail
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SOCPDualProblem
public SOCPDualProblem(Vector b, Matrix[] A, Vector[] c)
Constructs a dual SOCP problem. \[ \max_y \mathbf{b'y} \textrm{ s.t.,} \\ \mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\ s_i \in K_i, i = 1, 2, ..., q \]- Parameters:
b- \(b\)A- \(A_i\)'sc- \(c_i\)'s
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SOCPDualProblem
public SOCPDualProblem(SOCPDualProblem that)
Copy constructor.- Parameters:
that- another SOCPDualProblem
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Method Detail
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dimension
public int dimension()
Description copied from interface:OptimProblemGet the number of variables.- Specified by:
dimensionin interfaceOptimProblem- Returns:
- the number of variables.
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f
public RealScalarFunction f()
Description copied from interface:OptimProblemGet the objective function.- Specified by:
fin interfaceOptimProblem- Returns:
- the objective function
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getLessThanConstraints
public LessThanConstraints getLessThanConstraints()
Description copied from interface:ConstrainedOptimProblemGets the less-than-or-equal-to constraints, gi(x) ≤ 0- Specified by:
getLessThanConstraintsin interfaceConstrainedOptimProblem- Returns:
- the less-than-or-equal-to constraints
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getEqualityConstraints
public SOCPDualProblem.EqualityConstraints getEqualityConstraints()
Description copied from interface:ConstrainedOptimProblemGets the equality constraints, hi(x) = 0- Specified by:
getEqualityConstraintsin interfaceConstrainedOptimProblem- Returns:
- the equality constraints
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m
public int m()
Gets the dimension of the system, i.e., m = the dimension of y.- Returns:
- the dimension of the system
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q
public int q()
Gets the number of A matrices.- Returns:
- the number of A matrices
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b
public Vector b()
Gets b.- Returns:
- b
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c
public Vector c(int i)
Gets ci.- Parameters:
i- an index to the c's, counting from 1- Returns:
- ci
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A
public Matrix A(int i)
Gets Ai.- Parameters:
i- an index to the A's, counting from 1- Returns:
- Ai
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n
public int n(int i)
Gets the number of columns of Ai.- Parameters:
i- an index to the A's, counting from 1- Returns:
- the number of columns of Ai
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A
public Matrix A()
\[ A = [A_1, A_2, ... A_q] \]- Returns:
- A
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c
public Vector c()
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