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

Class SDPPrimalProblem

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.convex.sdp.problem.SDPPrimalProblem

public class SDPPrimalProblem
extends java.lang.Object

A Primal SDP problem, as in eq. 14.1 in the reference, takes the following form. \[ \min_x \mathbf{c'x} \textrm{, s.t., } \\ \mathbf{Ax} = \mathbf{b}, \mathbf{x} \geq \mathbf{0} \]

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Section 14.2, Primal and Dual SDP Problems," Practical Optimization: Algorithms and Engineering Applications."

Constructor Summary

Constructors

Constructor and Description
SDPPrimalProblem(SymmetricMatrix C, SymmetricMatrix[] A) Construct a primal SDP problem.

Method Summary

Modifier and Type	Method and Description
SymmetricMatrix	A(int i) Get Ai.
SymmetricMatrix	C() Get C.
int	n() Get the dimension of the system, i.e., the dimension of x, the number of variables.
int	p() Get the size of b.

Methods inherited from class java.lang.Object

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

Constructor Detail

SDPPrimalProblem

public SDPPrimalProblem(SymmetricMatrix C,
                        SymmetricMatrix[] A)

Construct a primal SDP problem. \[ \min_x \mathbf{c'x} \textrm{, s.t., } \\ \mathbf{Ax} = \mathbf{b}, \mathbf{x} \geq \mathbf{0} \]

Parameters:

C - \(C\)

A - \(A\)

Method Detail

n

public int n()

Get the dimension of the system, i.e., the dimension of x, the number of variables.

Returns:

the dimension of the system

p

public int p()

Get the size of b.

Returns:

the size of b

C

public SymmetricMatrix C()

Get C.

Returns:

C

A

public SymmetricMatrix A(int i)

Get A_i.

Parameters:

i - an index to the A's, counting from 1

Returns:

A_i