com.joptimizer.functions

Interface BarrierFunction

All Superinterfaces:

TwiceDifferentiableMultivariateRealFunction

All Known Implementing Classes:

LogarithmicBarrier, SDPLogarithmicBarrier, SOCPLogarithmicBarrier

public interface BarrierFunction
extends TwiceDifferentiableMultivariateRealFunction

Interface for the barrier function used by a given barrier optimization method.

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, 11.2"

Method Summary

Modifier and Type	Method and Description
double	calculatePhase1InitialFeasiblePoint(double[] originalNotFeasiblePoint, double tolerance) Calculates the initial value for the additional variable s in basic Phase I method.
BarrierFunction	createPhase1BarrierFunction() Create the barrier function for the basic Phase I method.
double	getDualityGap(double t) Calculates the duality gap for a barrier method build with this barrier function.

Methods inherited from interface com.joptimizer.functions.TwiceDifferentiableMultivariateRealFunction

getDim, gradient, hessian, value

Method Detail

getDualityGap

double getDualityGap(double t)

Calculates the duality gap for a barrier method build with this barrier function.

createPhase1BarrierFunction

BarrierFunction createPhase1BarrierFunction()

Create the barrier function for the basic Phase I method.

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, 11.4.1"

calculatePhase1InitialFeasiblePoint

double calculatePhase1InitialFeasiblePoint(double[] originalNotFeasiblePoint,
                                           double tolerance)

Calculates the initial value for the additional variable s in basic Phase I method.

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, 11.4.1"