com.joptimizer.solvers

Class BasicKKTSolver

java.lang.Object

com.joptimizer.solvers.KKTSolver

com.joptimizer.solvers.BasicKKTSolver

public class BasicKKTSolver
extends KKTSolver

H.v + [A]T.w = -g,
A.v = -h

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, p. 542"

Constructor Summary

Constructors

Constructor and Description
BasicKKTSolver()

Method Summary

Modifier and Type	Method and Description
double[][]	solve() Returns the two vectors v and w.

Methods inherited from class com.joptimizer.solvers.KKTSolver

setAMatrix, setATMatrix, setCheckKKTSolutionAccuracy, setGVector, setHMatrix, setHVector, setToleranceKKT

Methods inherited from class java.lang.Object

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

Constructor Detail

BasicKKTSolver

public BasicKKTSolver()

Method Detail

solve

public double[][] solve()
                 throws java.lang.Exception

Returns the two vectors v and w.

Specified by:

solve in class KKTSolver

Throws:

java.lang.Exception