Module ojalgo

Package org.ojalgo.optimisation.convex

Class NullSpaceASS

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.convex.ConvexSolver

org.ojalgo.optimisation.convex.NullSpaceASS

All Implemented Interfaces:

Optimisation, Optimisation.Solver

class NullSpaceASS
extends ConvexSolver

Proof-of-concept solver that eliminates equality constraints, and reduces the number of variables, via a null-space projection and delegates the reduced inequality-only QP to an existing active-set solver.

It constructs x = x0 + Z y, where x0 is a particular solution of AE x = BE and Z spans the null space of AE. Then it solves the reduced problem in y with only inequalities and reconstructs x and multipliers (recovering equality multipliers from the first-order optimality conditions).

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

Fields

Modifier and Type	Field	Description
private ConvexData<java.lang.Double>	myOriginal

Fields inherited from class org.ojalgo.optimisation.convex.ConvexSolver

INTEGRATION

Fields inherited from class org.ojalgo.optimisation.GenericSolver

options

Constructor Summary

Constructors

Constructor	Description
NullSpaceASS(Optimisation.Options options, ConvexData<java.lang.Double> data)

Method Summary

Modifier and Type	Method	Description
Optimisation.Result	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, printf, 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

Field Detail

myOriginal

private final ConvexData<java.lang.Double> myOriginal

Constructor Detail

NullSpaceASS

NullSpaceASS(Optimisation.Options options,
             ConvexData<java.lang.Double> data)

Method Detail

solve

public Optimisation.Result solve(Optimisation.Result kickStarter)