com.numericalmethod.suanshu.optimization.constrained.convex.sdp.pathfollowing

Class CentralPath

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.convex.sdp.pathfollowing.CentralPath

All Implemented Interfaces:

java.io.Serializable

public class CentralPath
extends java.lang.Object
implements java.io.Serializable

A central path is a solution to both the primal and dual problems of a semi-definite programming problem.

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Algorithm 14.3.3, Central Path," Practical Optimization: Algorithms and Engineering Applications.", Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
ImmutableMatrix	S This is the auxiliary helper to solve the dual problem.
ImmutableMatrix	X This is the minimizer for the primal problem.
ImmutableVector	y This is the maximizer for the dual problem.

Constructor Summary

Constructors

Constructor and Description
CentralPath(Matrix X, Vector y, Matrix S) Construct a central path.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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