/*
 * 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;

import java.util.ArrayList;
import java.util.List;

import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.MatrixUtils;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.RealVector;

/**
 * Generalized logarithm barrier function for SOCP with constraints: 
 * 
||Ai.x+bi|| < ci.x+di, i=1,...,m * * @see "S.Boyd and L.Vandenberghe, Convex Optimization, p. 600" * @author alberto trivellato (alberto.trivellato@gmail.com) */ public class SOCPLogarithmicBarrier implements BarrierFunction { private List socpConstraintParametersList = null; private int dim = -1; public SOCPLogarithmicBarrier(List socpConstraintParametersList, int dim) { this.socpConstraintParametersList = socpConstraintParametersList; this.dim = dim; } public double value(double[] X) { RealVector x = new ArrayRealVector(X); double ret = 0; for(int i=0; i||Ai.x+bi|| < ci.x+di+t, i=1,...,m * @see "S.Boyd and L.Vandenberghe, Convex Optimization, 11.6.2" */ public BarrierFunction createPhase1BarrierFunction(){ final int dimPh1 = dim +1; List socpConstraintParametersPh1List = new ArrayList(); SOCPLogarithmicBarrier bfPh1 = new SOCPLogarithmicBarrier(socpConstraintParametersPh1List, dimPh1); for(int i=0; i||A.x+b|| < c.x+d * */ public class SOCPConstraintParameters{ private RealMatrix A = null; private RealVector b; private RealVector c; private double d; public SOCPConstraintParameters(double[][] AMatrix, double[] bVector, double[] cVector, double d){ this.A = new Array2DRowRealMatrix(AMatrix); this.b = new ArrayRealVector(bVector); this.c = new ArrayRealVector(cVector); this.d = d;; } public RealMatrix getA() { return A; } public RealVector getB() { return b; } public RealVector getC() { return c; } public double getD() { return d; } } public double getDualityGap(double t) { return ((double)this.socpConstraintParametersList.size()) / t; } }

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