Package org.ojalgo.optimisation.convex
Class QPESolver
- java.lang.Object
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- All Implemented Interfaces:
Optimisation
,Optimisation.Solver
,UpdatableSolver
final class QPESolver extends ConstrainedSolver
Solves optimisation problems of the form:min 1/2 [X]T[Q][X] - [C]T[X]
when [AE][X] == [BE]
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Nested Class Summary
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Nested classes/interfaces inherited from class org.ojalgo.optimisation.convex.ConvexSolver
ConvexSolver.Builder, ConvexSolver.Configuration, ConvexSolver.ModelIntegration
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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
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Field Summary
Fields Modifier and Type Field Description private boolean
myFeasible
private R064Store
myIterationX
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Fields inherited from class org.ojalgo.optimisation.convex.BasePrimitiveSolver
MATRIX_FACTORY
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Fields inherited from class org.ojalgo.optimisation.convex.ConvexSolver
INTEGRATION
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Fields inherited from class org.ojalgo.optimisation.GenericSolver
options
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Constructor Summary
Constructors Constructor Description QPESolver(ConvexData<java.lang.Double> convexData, Optimisation.Options optimisationOptions)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description (package private) int
countIterationConstraints()
The number of rows inConstrainedSolver.getIterationA()
andConstrainedSolver.getIterationB()
without having to actually create them.(package private) MatrixStore<java.lang.Double>
getIterationA()
(package private) MatrixStore<java.lang.Double>
getIterationB()
(package private) MatrixStore<java.lang.Double>
getIterationC()
protected boolean
initialise(Optimisation.Result kickStarter)
protected boolean
needsAnotherIteration()
protected void
performIteration()
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Methods inherited from class org.ojalgo.optimisation.convex.ConstrainedSolver
buildResult, getIterationKKT, getIterationL, getIterationQ, getIterationRHS, getSlackE, getSolutionL
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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
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Methods inherited from class org.ojalgo.optimisation.convex.ConvexSolver
copy, newBuilder, newBuilder, newBuilder, newSolver
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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
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Methods inherited from interface org.ojalgo.optimisation.Optimisation.Solver
solve
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Methods inherited from interface org.ojalgo.optimisation.UpdatableSolver
fixVariable, generateCutCandidates, integers, isMapped, updateRange
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Field Detail
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myFeasible
private boolean myFeasible
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myIterationX
private final R064Store myIterationX
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Constructor Detail
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QPESolver
QPESolver(ConvexData<java.lang.Double> convexData, Optimisation.Options optimisationOptions)
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Method Detail
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initialise
protected boolean initialise(Optimisation.Result kickStarter)
- Overrides:
initialise
in classConstrainedSolver
- Returns:
- true/false if the main algorithm may start or not
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needsAnotherIteration
protected boolean needsAnotherIteration()
- Specified by:
needsAnotherIteration
in classBasePrimitiveSolver
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performIteration
protected void performIteration()
- Specified by:
performIteration
in classBasePrimitiveSolver
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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
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getIterationA
MatrixStore<java.lang.Double> getIterationA()
- Specified by:
getIterationA
in classConstrainedSolver
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getIterationB
MatrixStore<java.lang.Double> getIterationB()
- Specified by:
getIterationB
in classConstrainedSolver
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getIterationC
MatrixStore<java.lang.Double> getIterationC()
- Specified by:
getIterationC
in classConstrainedSolver
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