Package org.ojalgo.optimisation.convex
Class IterativeRefinementSolver
java.lang.Object
org.ojalgo.optimisation.GenericSolver
org.ojalgo.optimisation.convex.ConvexSolver
org.ojalgo.optimisation.convex.IterativeRefinementSolver
- All Implemented Interfaces:
Optimisation
,Optimisation.Solver
Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6
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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.ConvexSolver
INTEGRATION
Fields inherited from class org.ojalgo.optimisation.GenericSolver
options
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Constructor Summary
ConstructorsConstructorDescriptionIterativeRefinementSolver
(Optimisation.Options optimisationOptions, ConvexData<Quadruple> convexData) -
Method Summary
Modifier and TypeMethodDescriptionprivate static Optimisation.Result
buildResult
(MatrixStore<Quadruple> Q0, MatrixStore<Quadruple> C0, MatrixStore<Quadruple> x0, MatrixStore<Quadruple> y0, Optimisation.State state) private static Optimisation.Result
doIteration
(MatrixStore<Quadruple> H, MatrixStore<Quadruple> g, MatrixStore<Quadruple> AE, MatrixStore<Quadruple> BE, MatrixStore<Quadruple> AI, MatrixStore<Quadruple> BI, Optimisation.Options options, Optimisation.Result startValue) (package private) static Optimisation.Result
doSolve
(MatrixStore<Quadruple> Q_in, MatrixStore<Quadruple> C_in, MatrixStore<Quadruple> ae_in, MatrixStore<Quadruple> be_in, MatrixStore<Quadruple> ai_in, MatrixStore<Quadruple> bi_in, Optimisation.Options options) (package private) static ConvexData
<Quadruple> newInstance
(int nbVars, int nbEqus, int nbIneq) solve
(Optimisation.Result kickStarter) 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, toString, wait, wait, wait
Methods inherited from interface org.ojalgo.optimisation.Optimisation.Solver
dispose, solve
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Field Details
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myData
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Constructor Details
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IterativeRefinementSolver
IterativeRefinementSolver(Optimisation.Options optimisationOptions, ConvexData<Quadruple> convexData)
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Method Details
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buildResult
private static Optimisation.Result buildResult(MatrixStore<Quadruple> Q0, MatrixStore<Quadruple> C0, MatrixStore<Quadruple> x0, MatrixStore<Quadruple> y0, Optimisation.State state) -
doIteration
private static Optimisation.Result doIteration(MatrixStore<Quadruple> H, MatrixStore<Quadruple> g, MatrixStore<Quadruple> AE, MatrixStore<Quadruple> BE, MatrixStore<Quadruple> AI, MatrixStore<Quadruple> BI, Optimisation.Options options, Optimisation.Result startValue) -
doSolve
static Optimisation.Result doSolve(MatrixStore<Quadruple> Q_in, MatrixStore<Quadruple> C_in, MatrixStore<Quadruple> ae_in, MatrixStore<Quadruple> be_in, MatrixStore<Quadruple> ai_in, MatrixStore<Quadruple> bi_in, Optimisation.Options options) -
newInstance
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solve
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