Module ojalgo

Package org.ojalgo.optimisation.convex

Class DirectASS

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.convex.ConvexSolver

org.ojalgo.optimisation.convex.BasePrimitiveSolver

org.ojalgo.optimisation.convex.ConstrainedSolver

org.ojalgo.optimisation.convex.ActiveSetSolver

org.ojalgo.optimisation.convex.DirectASS

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

final class DirectASS
extends ActiveSetSolver

Solves optimisation problems of the form:

min 1/2 [X]^T[Q][X] - [C]^T[X]
when [AE][X] == [BE]
and [AI][X] <= [BI]

Where [AE] and [BE] are optional.

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 inherited from class org.ojalgo.optimisation.convex.BasePrimitiveSolver

MATRIX_FACTORY

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

INTEGRATION

Fields inherited from class org.ojalgo.optimisation.GenericSolver

options

Constructor Summary

Constructors

Constructor	Description
DirectASS(ConvexData<java.lang.Double> convexData, Optimisation.Options optimisationOptions)

Method Summary

Modifier and Type	Method	Description
protected void	performIteration()

Methods inherited from class org.ojalgo.optimisation.convex.ActiveSetSolver

checkFeasibility, countExcluded, countIncluded, countIterationConstraints, exclude, extractSolution, getConstraintToInclude, getExcluded, getIncluded, getInvQC, getIterationA, getIterationB, getIterationC, getIterationX, getLastExcluded, getLastIncluded, getSlackI, getSlackI, handleIterationResults, include, initialise, isIteratingPossible, needsAnotherIteration, resetActivator, setConstraintToInclude, suggestConstraintToExclude, suggestConstraintToInclude, toActivatorString

Methods inherited from class org.ojalgo.optimisation.convex.ConstrainedSolver

buildResult, getIterationKKT, getIterationL, getIterationQ, getIterationRHS, getSlackE, getSolutionL

Methods inherited from class org.ojalgo.optimisation.convex.BasePrimitiveSolver

builder, computeGeneral, countEqualityConstraints, countInequalityConstraints, countVariables, dispose, evaluateFunction, getEntityMap, getMatrixAE, getMatrixAE, getMatrixAE, getMatrixAI, getMatrixAI, getMatrixAI, getMatrixBE, getMatrixBI, getMatrixBI, getMatrixBI, getMatrixC, getMatrixQ, getRankGeneral, getSolutionGeneral, getSolutionGeneral, getSolutionQ, getSolutionQ, getSolutionX, hasEqualityConstraints, hasInequalityConstraints, isPatchedQ, isSolvableGeneral, isSolvableQ, isZeroQ, newSolver, of, solve, solveFullKKT, solveLP, toObjectiveFunction, toString, update

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, wait, wait, wait

Methods inherited from interface org.ojalgo.optimisation.Optimisation.Solver

solve

Methods inherited from interface org.ojalgo.optimisation.UpdatableSolver

fixVariable, generateCutCandidates, integers, isMapped, updateRange

Constructor Detail

DirectASS

DirectASS(ConvexData<java.lang.Double> convexData,
          Optimisation.Options optimisationOptions)

Method Detail

performIteration

protected void performIteration()

Specified by:

performIteration in class BasePrimitiveSolver