Module ojalgo

Package org.ojalgo.optimisation.convex

Class IterativeASS

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.IterativeASS

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

final class IterativeASS
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] invalid input: '<'= [BI]

Where [AE] and [BE] are optinal.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
(package private) final class	IterativeASS.SchurComplementSolver	The equation system body is the (negated) Schur complement (of the Q-matrix in the full KKT-system).
(package private) static final class	IterativeASS.SparseArrayPool

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 final PhysicalStore<Double>	myColumnInvQAt
private final IterativeASS.SchurComplementSolver	myS	Equation system solver corresponding to the (negated) Schur complement.

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
IterativeASS(ConvexData<Double> convexData, Optimisation.Options optimisationOptions)

Method Summary

Modifier and Type	Method	Description
(package private) void	addConstraint(int constrIndex, SparseArray<Double> constrBody, double constrRHS)
protected void	exclude(int toExclude)
protected void	performIteration()
(package private) void	resetActivator()

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

checkFeasibility, countExcluded, countIncluded, countIterationConstraints, extractSolution, getConstraintToInclude, getExcluded, getIncluded, getInvQC, getIterationA, getIterationB, getIterationC, getIterationX, getLastExcluded, getLastIncluded, getSlackI, getSlackI, handleIterationResults, include, initialise, isIteratingPossible, needsAnotherIteration, 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, printf, 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 Details

myColumnInvQAt

private final PhysicalStore<Double> myColumnInvQAt

myS

private final IterativeASS.SchurComplementSolver myS

Equation system solver corresponding to the (negated) Schur complement. Used to solve for the Lagrange multipliers.

Constructor Details

IterativeASS

IterativeASS(ConvexData<Double> convexData,
 Optimisation.Options optimisationOptions)

Method Details

exclude

protected void exclude(int toExclude)

Overrides:

exclude in class ActiveSetSolver

performIteration

protected void performIteration()

Specified by:

performIteration in class BasePrimitiveSolver

addConstraint

void addConstraint(int constrIndex,
 SparseArray<Double> constrBody,
 double constrRHS)

resetActivator

void resetActivator()

Overrides:

resetActivator in class ActiveSetSolver