com.joptimizer.solvers

Class DiagonalKKTSolver

java.lang.Object

com.joptimizer.solvers.KKTSolver

com.joptimizer.solvers.DiagonalKKTSolver

public class DiagonalKKTSolver
extends KKTSolver

H.v = -g,
s.t H diagonal

See Also:

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

Constructor Summary

Constructors

Constructor and Description
DiagonalKKTSolver()

Method Summary

Modifier and Type	Method and Description
double[][]	solve() Returns 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

DiagonalKKTSolver

public DiagonalKKTSolver()

Method Detail

solve

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

Returns two vectors v and w.

Specified by:

solve in class KKTSolver

Throws:

java.lang.Exception