Class SDPDualProblem
- java.lang.Object
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- dev.nm.solver.multivariate.constrained.problem.ConstrainedOptimProblemImpl1
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- dev.nm.solver.multivariate.constrained.convex.sdp.problem.SDPDualProblem
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- All Implemented Interfaces:
ConstrainedOptimProblem
,OptimProblem
public class SDPDualProblem extends ConstrainedOptimProblemImpl1
A dual SDP problem, as in equation 14.4 in the reference, takes the following form. \[ \begin{aligned} & \underset{y}{\text{maximize}} & & \mathbf{b^T y} \\ & \text{subject to} & & \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C} \\ &&& \textbf{S} \succeq \textbf{0} \end{aligned} \]
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
SDPDualProblem.EqualityConstraints
This is the collection of equality constraints: \[ \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C}, \textbf{S} \succeq \textbf{0} \]
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Constructor Summary
Constructors Constructor Description SDPDualProblem(Vector b, SymmetricMatrix C, SymmetricMatrix[] A)
Constructs a dual SDP problem.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description SymmetricMatrix
A(int i)
Gets Ai.ImmutableVector
b()
Gets b.SymmetricMatrix
C()
Gets C.int
n()
Gets the dimension of the square matrices C and As.int
p()
Gets the dimension of the system, i.e., p = the dimension of y, the number of variables.-
Methods inherited from class dev.nm.solver.multivariate.constrained.problem.ConstrainedOptimProblemImpl1
dimension, f, getEqualityConstraints, getLessThanConstraints
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Constructor Detail
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SDPDualProblem
public SDPDualProblem(Vector b, SymmetricMatrix C, SymmetricMatrix[] A)
Constructs a dual SDP problem.- Parameters:
b
- \(b\)C
- \(C\)A
- \(A\)
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Method Detail
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n
public int n()
Gets the dimension of the square matrices C and As.- Returns:
- the dimension of the matrices
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p
public int p()
Gets the dimension of the system, i.e., p = the dimension of y, the number of variables.- Returns:
- the dimension of the system
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b
public ImmutableVector b()
Gets b.- Returns:
- b
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C
public SymmetricMatrix C()
Gets C.- Returns:
- C
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A
public SymmetricMatrix A(int i)
Gets Ai.- Parameters:
i
- an index to the A's, counting from 1- Returns:
- Ai
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