com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.interiorpoint

Class PrimalDualInteriorPoint.Solution

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.interiorpoint.PrimalDualInteriorPoint.Solution

All Implemented Interfaces:

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

Enclosing class:

PrimalDualInteriorPoint

public class PrimalDualInteriorPoint.Solution
extends java.lang.Object
implements IterativeMinimizer<PrimalDualSolution>

This is the solution to a Dual Second Order Conic Programming problem using the Primal Dual Interior Point algorithm.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
PrimalDualSolution	minimizer() Get the minimizer (solution) to the minimization problem.
double	minimum() Get the (approximate) minimum found.
PrimalDualSolution	search() Search for a solution that optimizes the objective function from the starting point given by K.
PrimalDualSolution	search(PrimalDualSolution... initials) Search for a solution that optimizes the objective function from the given starting points.
PrimalDualSolution	search(PrimalDualSolution initial) Search for a solution that optimizes the objective function from the given starting point.
void	setInitials(PrimalDualSolution... initials) Supply the starting points for the search.
java.lang.Boolean	step() Do the next iteration.

Methods inherited from class java.lang.Object

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

Method Detail

minimum

public double minimum()

Description copied from interface: MinimizationSolution

Get the (approximate) minimum found.

Specified by:

minimum in interface MinimizationSolution<PrimalDualSolution>

Returns:

the (approximate) minimum found

minimizer

public PrimalDualSolution minimizer()

Description copied from interface: MinimizationSolution

Get the minimizer (solution) to the minimization problem.

Specified by:

minimizer in interface MinimizationSolution<PrimalDualSolution>

Returns:

the minimizer

setInitials

public void setInitials(PrimalDualSolution... initials)

Description copied from interface: IterativeMethod

Supply the starting points for the search. This can also initialize the state of the algorithm for a new search.

Specified by:

setInitials in interface IterativeMethod<PrimalDualSolution>

Parameters:

initials - the initial guesses

search

public PrimalDualSolution search(PrimalDualSolution... initials)
                          throws java.lang.Exception

Description copied from interface: IterativeMethod

Search for a solution that optimizes the objective function from the given starting points. This method typically calls first #setInitials(S[]) and then iteratively IterativeMethod.step(). It implements a default convergence criterion.

Specified by:

search in interface IterativeMethod<PrimalDualSolution>

Parameters:

initials - the initial guesses

Returns:

an (approximate) optimizer

Throws:

java.lang.Exception - when an error occurs during the search

search

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

Search for a solution that optimizes the objective function from the given starting point.

Parameters:

initial - an initial guess

Returns:

an (approximate) optimizer

Throws:

java.lang.Exception - when an error occurs during the search

search

public PrimalDualSolution search()
                          throws java.lang.Exception

Search for a solution that optimizes the objective function from the starting point given by K. C. Toh, SDPT3 Version 3.0, p. 6.

Returns:

an (approximate) optimizer

Throws:

java.lang.Exception - when an error occurs during the search

step

public java.lang.Boolean step()

Description copied from interface: IterativeMethod

Do the next iteration.

Specified by:

step in interface IterativeMethod<PrimalDualSolution>

Returns:

the information about this step