Module ojalgo

Package org.ojalgo.optimisation.convex

Class IterativeRefinementSolver2

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.convex.ConvexSolver

org.ojalgo.optimisation.convex.IterativeRefinementSolver2

All Implemented Interfaces:

Optimisation, Optimisation.Solver

final class IterativeRefinementSolver2
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

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<Quadruple>	myData

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

INTEGRATION

Fields inherited from class org.ojalgo.optimisation.GenericSolver

options

Constructor Summary

Constructors

Constructor	Description
IterativeRefinementSolver2(Optimisation.Options optimisationOptions, ConvexData<Quadruple> convexData)

Method Summary

Modifier and Type	Method	Description
(package private) static Optimisation.Result	doSolve(MatrixStore<Quadruple> modQ, MatrixStore<Quadruple> modC, MatrixStore<Quadruple> modAE, MatrixStore<Quadruple> modBE, MatrixStore<Quadruple> modAI, MatrixStore<Quadruple> modBI, Optimisation.Options options)
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, 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

myData

private final ConvexData<Quadruple> myData

Constructor Detail

IterativeRefinementSolver2

IterativeRefinementSolver2(Optimisation.Options optimisationOptions,
                           ConvexData<Quadruple> convexData)

Method Detail

doSolve

static Optimisation.Result doSolve(MatrixStore<Quadruple> modQ,
                                   MatrixStore<Quadruple> modC,
                                   MatrixStore<Quadruple> modAE,
                                   MatrixStore<Quadruple> modBE,
                                   MatrixStore<Quadruple> modAI,
                                   MatrixStore<Quadruple> modBI,
                                   Optimisation.Options options)

solve

public Optimisation.Result solve(Optimisation.Result kickStarter)