/*
* 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.solvers;
import org.apache.commons.lang3.ArrayUtils;
import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.RealVector;
/**
* H.v = -g,
* s.t H diagonal
*
* @see "S.Boyd and L.Vandenberghe, Convex Optimization, p. 542"
* @author alberto trivellato (alberto.trivellato@gmail.com)
*/
public class DiagonalKKTSolver extends KKTSolver {
private Log log = LogFactory.getLog(this.getClass().getName());
/**
* Returns two vectors v and w.
*/
@Override
public double[][] solve() throws Exception {
RealVector v = null;
RealVector w = null;
if (log.isDebugEnabled()) {
log.debug("H: " + ArrayUtils.toString(H.getData()));
log.debug("g: " + ArrayUtils.toString(g.toArray()));
}
v = new ArrayRealVector(g.getDimension());
for (int i = 0; i < v.getDimension(); i++) {
v.setEntry(i, -g.getEntry(i) / H.getEntry(i, i));
}
// solution checking
if (this.checkKKTSolutionAccuracy
&& !this.checkKKTSolutionAccuracy(v, w)) {
log.error("KKT solution failed");
throw new Exception("KKT solution failed");
}
double[][] ret = new double[2][];
ret[0] = v.toArray();
ret[1] = (w != null) ? w.toArray() : null;
return ret;
}
}
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