Class CentralPath


  • public class CentralPath
    extends Object
    A central path is a solution to both the primal and dual problems of a semi-definite programming problem.
    • Field Detail

      • X

        public final ImmutableMatrix X
        This is the minimizer for the primal problem.
      • y

        public final ImmutableVector y
        This is the maximizer for the dual problem.
      • S

        public final ImmutableMatrix S
        This is the auxiliary helper to solve the dual problem.
    • Constructor Detail

      • CentralPath

        public CentralPath​(Matrix X,
                           Vector y,
                           Matrix S)
        Construct a central path.
        Parameters:
        X - the minimizer for the primal problem
        y - the maximizer for the dual problem
        S - the auxiliary helper to solve the dual problem