Package org.ojalgo.optimisation.convex
Class IterativeRefinementSolver
- java.lang.Object
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- org.ojalgo.optimisation.GenericSolver
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- org.ojalgo.optimisation.convex.ConvexSolver
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- org.ojalgo.optimisation.convex.IterativeRefinementSolver
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- All Implemented Interfaces:
Optimisation
,Optimisation.Solver
final class IterativeRefinementSolver extends ConvexSolver
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
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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 ConvexData<Quadruple>
myData
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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 IterativeRefinementSolver(Optimisation.Options optimisationOptions, ConvexData<Quadruple> convexData)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description private 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)
Optimisation.Result
solve(Optimisation.Result kickStarter)
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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, toString, wait, wait, wait
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Methods inherited from interface org.ojalgo.optimisation.Optimisation.Solver
dispose, solve
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Field Detail
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myData
private final ConvexData<Quadruple> myData
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Constructor Detail
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IterativeRefinementSolver
IterativeRefinementSolver(Optimisation.Options optimisationOptions, ConvexData<Quadruple> convexData)
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Method Detail
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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)
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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)
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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)
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newInstance
static ConvexData<Quadruple> newInstance(int nbVars, int nbEqus, int nbIneq)
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solve
public Optimisation.Result solve(Optimisation.Result kickStarter)
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