com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.qp.activeset

Class QPPrimalActiveSetSolver.Solution

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.qp.activeset.QPPrimalActiveSetSolver.Solution

All Implemented Interfaces:

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

Enclosing class:

QPPrimalActiveSetSolver

public class QPPrimalActiveSetSolver.Solution
extends java.lang.Object
implements IterativeMinimizer<QPSolution>

This is the solution to a Quadratic Programming problem using the Primal Active Set algorithm.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
QPSolution	minimizer() Get the minimizer (solution) to the minimization problem.
double	minimum() Get the (approximate) minimum found.
QPSolution	search() Search for a minimizer for the quadratic programming problem.
QPSolution	search(QPSolution... initials) Search for a solution that optimizes the objective function from the given starting points.
QPSolution	search(QPSolution initial) Search for a minimizer for the quadratic programming problem from the given starting points.
QPSolution	search(Vector initial) Search for a minimizer for the quadratic programming problem.
void	setInitials(QPSolution... initials) Supply the starting points for the search.
java.lang.Object	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

setInitials

public void setInitials(QPSolution... 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<QPSolution>

Parameters:

initials - the initial guesses

step

public java.lang.Object step()

Description copied from interface: IterativeMethod

Do the next iteration.

Specified by:

step in interface IterativeMethod<QPSolution>

Returns:

the information about this step

search

public QPSolution search()
                  throws QPInfeasible

Search for a minimizer for the quadratic programming problem.

Returns:

a quadratic programming solution

Throws:

QPInfeasible - if there is no solution to the quadratic programming problem

See Also:

"Algorithms 16.3 and 13.1"

search

public QPSolution search(Vector initial)
                  throws QPInfeasible

Search for a minimizer for the quadratic programming problem.

Parameters:

initial - a strictly feasible initial point that satisfies the constraints

Returns:

a quadratic programming solution

Throws:

QPInfeasible - if there is no solution to the quadratic programming problem

See Also:

"Algorithms 16.3 and 13.1"

search

public QPSolution search(QPSolution initial)
                  throws QPInfeasible

Search for a minimizer for the quadratic programming problem from the given starting points.

Parameters:

initial - an initial guess

Returns:

an (approximate) optimizer

Throws:

QPInfeasible - when the quadratic programming problem is infeasible

search

public QPSolution search(QPSolution... initials)
                  throws QPInfeasible

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<QPSolution>

Parameters:

initials - the initial guesses

Returns:

an (approximate) optimizer

Throws:

QPInfeasible

minimizer

public QPSolution minimizer()

Description copied from interface: MinimizationSolution

Get the minimizer (solution) to the minimization problem.

Specified by:

minimizer in interface MinimizationSolution<QPSolution>

Returns:

the minimizer

minimum

public double minimum()

Description copied from interface: MinimizationSolution

Get the (approximate) minimum found.

Specified by:

minimum in interface MinimizationSolution<QPSolution>

Returns:

the (approximate) minimum found