Class PrimalDualPathFollowingMinimizer

    • Constructor Detail

      • PrimalDualPathFollowingMinimizer

        public PrimalDualPathFollowingMinimizer​(double gamma0,
                                                double sigma0,
                                                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
        sigma0 - \(0 \leq \sigma < 1\), the centering parameter
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
      • PrimalDualPathFollowingMinimizer

        public PrimalDualPathFollowingMinimizer​(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 parameter: when a number |x| ≤ ε, it is considered 0
      • PrimalDualPathFollowingMinimizer

        public PrimalDualPathFollowingMinimizer​(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