java.lang.Object
dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing.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 Details

    • 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 Details

    • 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