com.joptimizer.solvers

Class KKTSolver

java.lang.Object

com.joptimizer.solvers.KKTSolver

Direct Known Subclasses:

BasicKKTSolver, DiagonalKKTSolver

public abstract class KKTSolver
extends java.lang.Object

H.v + [A]T.w = -g,
A.v = -h,
(H is square)

See Also:

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

Constructor Summary

Constructors

Constructor and Description
KKTSolver()

Method Summary

Modifier and Type	Method and Description
void	setAMatrix(double[][] AMatrix)
void	setATMatrix(double[][] ATMatrix)
void	setCheckKKTSolutionAccuracy(boolean b)
void	setGVector(double[] gVector)
void	setHMatrix(double[][] HMatrix)
void	setHVector(double[] hVector)
void	setToleranceKKT(double tolerance) Acceptable tolerance for system resolution.
abstract double[][]	solve() Returns two vectors v and w.

Methods inherited from class java.lang.Object

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

Constructor Detail

KKTSolver

public KKTSolver()

Method Detail

solve

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

Returns two vectors v and w.

Throws:

java.lang.Exception

setHMatrix

public void setHMatrix(double[][] HMatrix)

setAMatrix

public void setAMatrix(double[][] AMatrix)

setATMatrix

public void setATMatrix(double[][] ATMatrix)

setGVector

public void setGVector(double[] gVector)

setHVector

public void setHVector(double[] hVector)

setToleranceKKT

public void setToleranceKKT(double tolerance)

Acceptable tolerance for system resolution.

setCheckKKTSolutionAccuracy

public void setCheckKKTSolutionAccuracy(boolean b)