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

Class HomogeneousPathFollowing.Solution

java.lang.Object

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

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

All Implemented Interfaces:

IterativeMethod<CentralPath>, IterativeMinimizer<CentralPath>, MinimizationSolution<CentralPath>, java.io.Serializable

Enclosing class:

HomogeneousPathFollowing

public class HomogeneousPathFollowing.Solution
extends PrimalDualPathFollowing.Solution

This is the solution to a Semi-Definite Programming problem using the Homogeneous Self-Dual Path-Following algorithm.

See Also:

Serialized Form

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.constrained.convex.sdp.pathfollowing.PrimalDualPathFollowing.Solution

A, delta, gamma, I, iter, n, path, phi, problem, sigma

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Solution(PrimalDualPathFollowing parent, SDPDualProblem problem, double gamma0, double sigma0) solve the semi-definite programming problem using the Homogeneous Self-Dual Path-Following algorithm

Method Summary

Modifier and Type	Method and Description
CentralPath	search(CentralPath initial)
java.lang.Boolean	step() Do the next iteration.
protected Matrix	svecA() Toh, Todd, Tütüncü, Section 3.1, A^

Methods inherited from class com.numericalmethod.suanshu.optimization.constrained.convex.sdp.pathfollowing.PrimalDualPathFollowing.Solution

minimizer, minimum, search, search, setInitials

Methods inherited from class java.lang.Object

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

Constructor Detail

Solution

protected Solution(PrimalDualPathFollowing parent,
                   SDPDualProblem problem,
                   double gamma0,
                   double sigma0)

solve the semi-definite programming problem using the Homogeneous Self-Dual Path-Following algorithm

Method Detail

search

public CentralPath search(CentralPath initial)
                   throws java.lang.Exception

Overrides:

search in class PrimalDualPathFollowing.Solution

Throws:

java.lang.Exception

step

public java.lang.Boolean step()

Description copied from class: PrimalDualPathFollowing.Solution

Do the next iteration.

Algorithm 14.1.

Specified by:

step in interface IterativeMethod<CentralPath>

Overrides:

step in class PrimalDualPathFollowing.Solution

Returns:

the residual norm

svecA

protected Matrix svecA()

Toh, Todd, Tütüncü, Section 3.1, A^

Overrides:

svecA in class PrimalDualPathFollowing.Solution

See Also:

"Andreas Antoniou, Wu-Sheng Lu. "eq. 14.41a," Practical Optimization: Algorithms and Engineering Applications."