Package org.ojalgo.optimisation.convex
Class QPESolver
- All Implemented Interfaces:
Optimisation
,Optimisation.Solver
,UpdatableSolver
Solves optimisation problems of the form:
min 1/2 [X]T[Q][X] - [C]T[X]
when [AE][X] == [BE]
-
Nested Class Summary
Nested classes/interfaces inherited from class org.ojalgo.optimisation.convex.ConvexSolver
ConvexSolver.Builder, ConvexSolver.Configuration, ConvexSolver.ModelIntegration
Nested classes/interfaces inherited from interface org.ojalgo.optimisation.Optimisation
Optimisation.Constraint, Optimisation.ConstraintType, Optimisation.Integration<M extends Optimisation.Model,
S extends Optimisation.Solver>, Optimisation.Model, Optimisation.Objective, Optimisation.Options, Optimisation.ProblemStructure, Optimisation.Result, Optimisation.Sense, Optimisation.Solver, Optimisation.State -
Field Summary
FieldsFields inherited from class org.ojalgo.optimisation.convex.BasePrimitiveSolver
MATRIX_FACTORY
Fields inherited from class org.ojalgo.optimisation.convex.ConvexSolver
INTEGRATION
Fields inherited from class org.ojalgo.optimisation.GenericSolver
options
-
Constructor Summary
ConstructorsConstructorDescriptionQPESolver
(ConvexData<Double> convexData, Optimisation.Options optimisationOptions) -
Method Summary
Modifier and TypeMethodDescription(package private) int
The number of rows inConstrainedSolver.getIterationA()
andConstrainedSolver.getIterationB()
without having to actually create them.(package private) MatrixStore
<Double> (package private) MatrixStore
<Double> (package private) MatrixStore
<Double> protected boolean
initialise
(Optimisation.Result kickStarter) protected boolean
protected void
Methods inherited from class org.ojalgo.optimisation.convex.ConstrainedSolver
buildResult, getIterationKKT, getIterationL, getIterationQ, getIterationRHS, getSlackE, getSolutionL
Methods inherited from class org.ojalgo.optimisation.convex.BasePrimitiveSolver
builder, computeGeneral, countEqualityConstraints, countInequalityConstraints, countVariables, dispose, evaluateFunction, extractSolution, getEntityMap, getMatrixAE, getMatrixAE, getMatrixAE, getMatrixAI, getMatrixAI, getMatrixAI, getMatrixBE, getMatrixBI, getMatrixBI, getMatrixBI, getMatrixC, getMatrixQ, getRankGeneral, getSolutionGeneral, getSolutionGeneral, getSolutionQ, getSolutionQ, getSolutionX, hasEqualityConstraints, hasInequalityConstraints, isIteratingPossible, isPatchedQ, isSolvableGeneral, isSolvableQ, isZeroQ, newSolver, of, solve, solveFullKKT, solveLP, toObjectiveFunction, toString
Methods inherited from class org.ojalgo.optimisation.convex.ConvexSolver
copy, newBuilder, newBuilder, newBuilder, newSolver
Methods inherited from class org.ojalgo.optimisation.GenericSolver
countIterations, countTime, error, getClassSimpleName, getDuration, getState, incrementIterationsCount, isIterationAllowed, isLogDebug, isLogOff, isLogProgress, log, log, log, log, logProgress, resetIterationsCount, setState, setValidator, validate, validate
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
Methods inherited from interface org.ojalgo.optimisation.Optimisation.Solver
solve
Methods inherited from interface org.ojalgo.optimisation.UpdatableSolver
fixVariable, generateCutCandidates, integers, isMapped, updateRange
-
Field Details
-
myFeasible
private boolean myFeasible -
myIterationX
-
-
Constructor Details
-
QPESolver
QPESolver(ConvexData<Double> convexData, Optimisation.Options optimisationOptions)
-
-
Method Details
-
initialise
- Overrides:
initialise
in classConstrainedSolver
- Returns:
- true/false if the main algorithm may start or not
-
needsAnotherIteration
protected boolean needsAnotherIteration()- Specified by:
needsAnotherIteration
in classBasePrimitiveSolver
-
performIteration
protected void performIteration()- Specified by:
performIteration
in classBasePrimitiveSolver
-
countIterationConstraints
int countIterationConstraints()Description copied from class:ConstrainedSolver
The number of rows inConstrainedSolver.getIterationA()
andConstrainedSolver.getIterationB()
without having to actually create them.- Specified by:
countIterationConstraints
in classConstrainedSolver
-
getIterationA
MatrixStore<Double> getIterationA()- Specified by:
getIterationA
in classConstrainedSolver
-
getIterationB
MatrixStore<Double> getIterationB()- Specified by:
getIterationB
in classConstrainedSolver
-
getIterationC
MatrixStore<Double> getIterationC()- Specified by:
getIterationC
in classConstrainedSolver
-