Module ojalgo

Package org.ojalgo.optimisation.convex

Class BasePrimitiveSolver

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.convex.ConvexSolver

org.ojalgo.optimisation.convex.BasePrimitiveSolver

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

Direct Known Subclasses:

ConstrainedSolver, UnconstrainedSolver

abstract class BasePrimitiveSolver
extends ConvexSolver
implements UpdatableSolver

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
(package private) static PhysicalStore.Factory<java.lang.Double,R064Store>	MATRIX_FACTORY
private ConvexData<java.lang.Double>	myMatrices
private boolean	myPatchedQ
private R064Store	mySolutionX
private MatrixDecomposition.Solver<java.lang.Double>	mySolverGeneral
private MatrixDecomposition.Solver<java.lang.Double>	mySolverQ
private boolean	myZeroQ
private static java.lang.String	Q_NOT_POSITIVE_SEMIDEFINITE
private static java.lang.String	Q_NOT_SYMMETRIC

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

INTEGRATION

Fields inherited from class org.ojalgo.optimisation.GenericSolver

options

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
(package private) static ConvexSolver.Builder	builder(MatrixStore<java.lang.Double>[] matrices)
protected Optimisation.Result	buildResult()
protected boolean	computeGeneral(Access2D.Collectable<java.lang.Double,? super TransformableRegion<java.lang.Double>> matrix)
protected int	countEqualityConstraints()
protected int	countInequalityConstraints()
protected int	countVariables()
void	dispose()	Cleanup when a solver instance is no longer needed.
protected double	evaluateFunction(Access1D<?> solution)
protected MatrixStore<java.lang.Double>	extractSolution()
ConvexData<java.lang.Double>	getEntityMap()
protected abstract Access2D.Collectable<java.lang.Double,? super TransformableRegion<java.lang.Double>>	getIterationKKT()
protected abstract Access2D.Collectable<java.lang.Double,? super TransformableRegion<java.lang.Double>>	getIterationRHS()
protected MatrixStore<java.lang.Double>	getMatrixAE()
protected SparseArray<java.lang.Double>	getMatrixAE(int row)
protected RowsSupplier<java.lang.Double>	getMatrixAE(int[] rows)
protected MatrixStore<java.lang.Double>	getMatrixAI()
protected SparseArray<java.lang.Double>	getMatrixAI(int row)
protected RowsSupplier<java.lang.Double>	getMatrixAI(int[] rows)
protected MatrixStore<java.lang.Double>	getMatrixBE()
protected MatrixStore<java.lang.Double>	getMatrixBI()
protected double	getMatrixBI(int row)
protected MatrixStore<java.lang.Double>	getMatrixBI(int[] selector)
protected MatrixStore<java.lang.Double>	getMatrixC()
protected PhysicalStore<java.lang.Double>	getMatrixQ()
protected int	getRankGeneral()
protected MatrixStore<java.lang.Double>	getSolutionGeneral(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs)
protected MatrixStore<java.lang.Double>	getSolutionGeneral(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs, PhysicalStore<java.lang.Double> preallocated)
protected MatrixStore<java.lang.Double>	getSolutionQ(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs)
protected MatrixStore<java.lang.Double>	getSolutionQ(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs, PhysicalStore<java.lang.Double> preallocated)
protected PhysicalStore<java.lang.Double>	getSolutionX()	Solution / Variables: [X]
protected boolean	hasEqualityConstraints()
protected boolean	hasInequalityConstraints()
protected boolean	initialise(Optimisation.Result kickStarter)
protected boolean	isIteratingPossible()
(package private) boolean	isPatchedQ()
protected boolean	isSolvableGeneral()
protected boolean	isSolvableQ()
(package private) boolean	isZeroQ()
protected abstract boolean	needsAnotherIteration()
(package private) static BasePrimitiveSolver	newSolver(ConvexData<java.lang.Double> data, Optimisation.Options options)
(package private) static ConvexSolver	of(MatrixStore<java.lang.Double>[] matrices)
protected abstract void	performIteration()
Optimisation.Result	solve(Optimisation.Result kickStarter)
protected boolean	solveFullKKT(PhysicalStore<java.lang.Double> preallocated)
protected Optimisation.Result	solveLP()	The LP result with a Optimisation.State suitable for this solver – most likely Optimisation.State.FEASIBLE.
(package private) static ConvexObjectiveFunction<java.lang.Double>	toObjectiveFunction(MatrixStore<?> mtrxQ, MatrixStore<?> mtrxC)
java.lang.String	toString()
(package private) void	update(Access1D<?> mtrxC, Access1D<?> mtrxBE, Access1D<?> mtrxBI)	Specifically for use by IterativeRefinementSolver2

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

Field Detail

Q_NOT_POSITIVE_SEMIDEFINITE

private static final java.lang.String Q_NOT_POSITIVE_SEMIDEFINITE

See Also:

Constant Field Values

Q_NOT_SYMMETRIC

private static final java.lang.String Q_NOT_SYMMETRIC

See Also:

Constant Field Values

MATRIX_FACTORY

static final PhysicalStore.Factory<java.lang.Double,R064Store> MATRIX_FACTORY

myMatrices

private final ConvexData<java.lang.Double> myMatrices

myPatchedQ

private boolean myPatchedQ

mySolutionX

private final R064Store mySolutionX

mySolverGeneral

private final MatrixDecomposition.Solver<java.lang.Double> mySolverGeneral

mySolverQ

private final MatrixDecomposition.Solver<java.lang.Double> mySolverQ

myZeroQ

private boolean myZeroQ

Constructor Detail

BasePrimitiveSolver

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

Method Detail

builder

static ConvexSolver.Builder builder(MatrixStore<java.lang.Double>[] matrices)

newSolver

static BasePrimitiveSolver newSolver(ConvexData<java.lang.Double> data,
                                     Optimisation.Options options)

of

static ConvexSolver of(MatrixStore<java.lang.Double>[] matrices)

toObjectiveFunction

static ConvexObjectiveFunction<java.lang.Double> toObjectiveFunction(MatrixStore<?> mtrxQ,
                                                                     MatrixStore<?> mtrxC)

dispose

public void dispose()

Description copied from interface: Optimisation.Solver

Cleanup when a solver instance is no longer needed.

Specified by:

dispose in interface Optimisation.Solver

getEntityMap

public ConvexData<java.lang.Double> getEntityMap()

Specified by:

getEntityMap in interface UpdatableSolver

solve

public Optimisation.Result solve(Optimisation.Result kickStarter)

Specified by:

solve in interface Optimisation.Solver

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

buildResult

protected Optimisation.Result buildResult()

computeGeneral

protected boolean computeGeneral(Access2D.Collectable<java.lang.Double,? super TransformableRegion<java.lang.Double>> matrix)

countEqualityConstraints

protected int countEqualityConstraints()

countInequalityConstraints

protected int countInequalityConstraints()

countVariables

protected int countVariables()

evaluateFunction

protected double evaluateFunction(Access1D<?> solution)

extractSolution

protected MatrixStore<java.lang.Double> extractSolution()

getIterationKKT

protected abstract Access2D.Collectable<java.lang.Double,? super TransformableRegion<java.lang.Double>> getIterationKKT()

getIterationRHS

protected abstract Access2D.Collectable<java.lang.Double,? super TransformableRegion<java.lang.Double>> getIterationRHS()

getMatrixAE

protected MatrixStore<java.lang.Double> getMatrixAE()

getMatrixAE

protected SparseArray<java.lang.Double> getMatrixAE(int row)

getMatrixAE

protected RowsSupplier<java.lang.Double> getMatrixAE(int[] rows)

getMatrixAI

protected MatrixStore<java.lang.Double> getMatrixAI()

getMatrixAI

protected SparseArray<java.lang.Double> getMatrixAI(int row)

getMatrixAI

protected RowsSupplier<java.lang.Double> getMatrixAI(int[] rows)

getMatrixBE

protected MatrixStore<java.lang.Double> getMatrixBE()

getMatrixBI

protected MatrixStore<java.lang.Double> getMatrixBI()

getMatrixBI

protected double getMatrixBI(int row)

getMatrixBI

protected MatrixStore<java.lang.Double> getMatrixBI(int[] selector)

getMatrixC

protected MatrixStore<java.lang.Double> getMatrixC()

getMatrixQ

protected PhysicalStore<java.lang.Double> getMatrixQ()

getRankGeneral

protected int getRankGeneral()

getSolutionGeneral

protected MatrixStore<java.lang.Double> getSolutionGeneral(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs)

getSolutionGeneral

protected MatrixStore<java.lang.Double> getSolutionGeneral(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs,
                                                           PhysicalStore<java.lang.Double> preallocated)

getSolutionQ

protected MatrixStore<java.lang.Double> getSolutionQ(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs)

getSolutionQ

protected MatrixStore<java.lang.Double> getSolutionQ(Access2D.Collectable<java.lang.Double,? super PhysicalStore<java.lang.Double>> rhs,
                                                     PhysicalStore<java.lang.Double> preallocated)

getSolutionX

protected PhysicalStore<java.lang.Double> getSolutionX()

Solution / Variables: [X]

hasEqualityConstraints

protected boolean hasEqualityConstraints()

hasInequalityConstraints

protected boolean hasInequalityConstraints()

initialise

protected boolean initialise(Optimisation.Result kickStarter)

Returns:

true/false if the main algorithm may start or not

isIteratingPossible

protected boolean isIteratingPossible()

isSolvableGeneral

protected boolean isSolvableGeneral()

isSolvableQ

protected boolean isSolvableQ()

needsAnotherIteration

protected abstract boolean needsAnotherIteration()

performIteration

protected abstract void performIteration()

solveFullKKT

protected boolean solveFullKKT(PhysicalStore<java.lang.Double> preallocated)

solveLP

protected Optimisation.Result solveLP()

The LP result with a Optimisation.State suitable for this solver – most likely Optimisation.State.FEASIBLE. IF the LP was solved to optimality but the Q matrix (or the entire objective function) was disregarded then the returned state will just be Optimisation.State.FEASIBLE.

isPatchedQ

boolean isPatchedQ()

isZeroQ

boolean isZeroQ()

update

void update(Access1D<?> mtrxC,
            Access1D<?> mtrxBE,
            Access1D<?> mtrxBI)

Specifically for use by IterativeRefinementSolver2