Class CSDPMinimizer

    • Constructor Detail

      • CSDPMinimizer

        public CSDPMinimizer​(double gamma0,
                             double epsilon)
        Constructs a Primal-Dual Path-Following minimizer to solve semi-definite programming problems.
        Parameters:
        gamma0 - \(0 < \gamma < 1\); it ensures the next iterates are inside the feasible set; suggested values are between 0.9 and 0.99
        epsilon - a precision par a meter: when a number |x| ≤ ε, it is considered 0
      • CSDPMinimizer

        public CSDPMinimizer​(double epsilon)
        Constructs a Primal-Dual Path-Following minimizer to solve semi-definite programming problems.
        Parameters:
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
    • Method Detail

      • getMinEigenValue

        protected static double getMinEigenValue​(Matrix A,
                                                 double epsilon)
        Gets the minimum of all the eigenvalues of a matrix.
        Parameters:
        A - a matrix
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        Returns:
        the minimum of all the eigenvalues of a matrix