Module ojalgo
Package org.ojalgo.optimisation.convex
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Interface Summary Interface Description ConvexData.ConvexDataFactory<N extends java.lang.Comparable<N>> -
Class Summary Class Description ActiveSetSolver BasePrimitiveSolver ConstrainedSolver ConvexData<N extends java.lang.Comparable<N>> ConvexObjectiveFunction<N extends java.lang.Comparable<N>> 1/2 [x]T[Q][x] - [l]T[x]ConvexSolver ConvexSolver solves optimisation problems of the form:ConvexSolver.Builder ConvexSolver.Configuration ConvexSolver.ModelIntegration DirectASS Solves optimisation problems of the form:IterativeASS Solves optimisation problems of the form:IterativeASS.SparseArrayPool IterativeRefinementSolver Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6IterativeRefinementSolver2 Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6IterativeRefinementSolverDouble Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6NullSpaceASS 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.NullSpaceProjection Null-Space Projection for Convex Optimisation Problems with Equality Constraints.QPESolver Solves optimisation problems of the form:UnconstrainedSolver Solves optimisation problems of the form: