Module ojalgo
Package org.ojalgo.optimisation.convex

Class ActiveSetSolver

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
All Implemented Interfaces:
Optimisation, Optimisation.Solver, UpdatableSolver
Direct Known Subclasses:
DirectASS, IterativeASS
abstract class ActiveSetSolver extends ConstrainedSolver

  • Field Details

    • ACC

      private static final NumberContext ACC

    • FEASIBILITY

      private static final NumberContext FEASIBILITY

    • LAGRANGE

      private static final NumberContext LAGRANGE

    • SLACK

      private static final NumberContext SLACK

    • SOLUTION

      private static final NumberContext SOLUTION

    • myActivator

      private final IndexSelector myActivator

    • myConstraintToInclude

      private int myConstraintToInclude

    • myExcluded

      private transient int[] myExcluded

    • myIncluded

      private transient int[] myIncluded

    • myInvQC

      private MatrixStore<Double> myInvQC

    • myIterationX

      private final R064Store myIterationX

    • myShrinkSwitch

      private boolean myShrinkSwitch

    • mySlackI

      private final R064Store mySlackI

  • Constructor Details

  • Method Details

    • handleIterationSolution

      private void handleIterationSolution(R064Store iterX, int[] excluded)

    • shrink

      private void shrink()

    • suggestUsingLagrangeMagnitude

      private int suggestUsingLagrangeMagnitude()

    • suggestUsingVectorProjection

      private int suggestUsingVectorProjection()

    • countExcluded

      protected final int countExcluded()

    • countIncluded

      protected final int countIncluded()

    • exclude

      protected void exclude(int indexToExclude)

    • extractSolution

      protected MatrixStore<Double> extractSolution()
      Overrides:
      extractSolution in class BasePrimitiveSolver

    • getExcluded

      protected final int[] getExcluded()

    • getIncluded

      protected final int[] getIncluded()

    • getLastExcluded

      protected final int getLastExcluded()

    • getLastIncluded

      protected final int getLastIncluded()

    • include

      protected void include(int indexToInclude)

    • initialise

      protected boolean initialise(Optimisation.Result kickStarter)
      Overrides:
      initialise in class ConstrainedSolver
      Returns:
      true/false if the main algorithm may start or not

    • isIteratingPossible

      protected boolean isIteratingPossible()
      Overrides:
      isIteratingPossible in class BasePrimitiveSolver

    • needsAnotherIteration

      protected boolean needsAnotherIteration()
      Specified by:
      needsAnotherIteration in class BasePrimitiveSolver

    • suggestConstraintToExclude

      protected int suggestConstraintToExclude()
      Find the minimum (largest negative) lagrange multiplier - for the active inequalities - to potentially deactivate.

    • suggestConstraintToInclude

      protected int suggestConstraintToInclude()
      Find minimum (largest negative) slack - for the inactive inequalities - to potentially activate. Negative slack means the constraint is violated. Need to make sure it is enforced by activating it.

    • toActivatorString

      protected final String toActivatorString()

    • checkFeasibility

      boolean checkFeasibility()

    • countIterationConstraints

      int countIterationConstraints()
      Description copied from class: ConstrainedSolver
      The number of rows in ConstrainedSolver.getIterationA() and ConstrainedSolver.getIterationB() without having to actually create them.
      Specified by:
      countIterationConstraints in class ConstrainedSolver

    • getConstraintToInclude

      int getConstraintToInclude()

    • getInvQC

      MatrixStore<Double> getInvQC()

    • getIterationA

      MatrixStore<Double> getIterationA()
      Specified by:
      getIterationA in class ConstrainedSolver

    • getIterationB

      MatrixStore<Double> getIterationB()
      Specified by:
      getIterationB in class ConstrainedSolver

    • getIterationC

      MatrixStore<Double> getIterationC()
      Specified by:
      getIterationC in class ConstrainedSolver

    • getIterationX

      R064Store getIterationX()

    • getSlackI

      PhysicalStore<Double> getSlackI()

    • getSlackI

      MatrixStore<Double> getSlackI(int[] rows)

    • handleIterationResults

      void handleIterationResults(boolean solved, R064Store iterX, int[] included, int[] excluded)

    • resetActivator

      void resetActivator()

    • setConstraintToInclude

      void setConstraintToInclude(int constraintToInclude)