/*
* Copyright 2011-2013 JOptimizer
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.joptimizer.functions;
/**
* Interface for the barrier function used by a given barrier optimization method.
* @see "S.Boyd and L.Vandenberghe, Convex Optimization, 11.2"
* @author alberto trivellato (alberto.trivellato@gmail.com)
*/
public interface BarrierFunction extends TwiceDifferentiableMultivariateRealFunction{
/**
* Calculates the duality gap for a barrier method build with this barrier function.
*/
public double getDualityGap(double t);
/**
* Create the barrier function for the basic Phase I method.
* @see "S.Boyd and L.Vandenberghe, Convex Optimization, 11.4.1"
*/
public BarrierFunction createPhase1BarrierFunction();
/**
* Calculates the initial value for the additional variable s in basic Phase I method.
* @see "S.Boyd and L.Vandenberghe, Convex Optimization, 11.4.1"
*/
public double calculatePhase1InitialFeasiblePoint(double[] originalNotFeasiblePoint, double tolerance);
}
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