Module ojalgo

Package org.ojalgo.optimisation.convex

Class QPESolver

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.QPESolver

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

final class QPESolver
extends ConstrainedSolver

Solves optimisation problems of the form:

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

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 boolean	myFeasible
private final R064Store	myIterationX

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

Method Summary

Modifier and Type	Method	Description
(package private) int	countIterationConstraints()	The number of rows in ConstrainedSolver.getIterationA() and ConstrainedSolver.getIterationB() without having to actually create them.
(package private) MatrixStore<Double>	getIterationA()
(package private) MatrixStore<Double>	getIterationB()
(package private) MatrixStore<Double>	getIterationC()
protected boolean	initialise(Optimisation.Result kickStarter)
protected boolean	needsAnotherIteration()
protected void	performIteration()

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, extractSolution, getEntityMap, getMatrixAE, getMatrixAE, getMatrixAE, getMatrixAI, getMatrixAI, getMatrixAI, getMatrixBE, getMatrixBI, getMatrixBI, getMatrixBI, getMatrixC, getMatrixQ, getRankGeneral, getSolutionGeneral, getSolutionGeneral, getSolutionQ, getSolutionQ, getSolutionX, hasEqualityConstraints, hasInequalityConstraints, isIteratingPossible, 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

myFeasible

private boolean myFeasible

myIterationX

private final R064Store myIterationX

Constructor Details

QPESolver

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

Method Details

initialise

protected boolean initialise(Optimisation.Result kickStarter)

Overrides:

initialise in class ConstrainedSolver

Returns:

true/false if the main algorithm may start or not

needsAnotherIteration

protected boolean needsAnotherIteration()

Specified by:

needsAnotherIteration in class BasePrimitiveSolver

performIteration

protected void performIteration()

Specified by:

performIteration in class BasePrimitiveSolver

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

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