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

Nested Class Summary

Nested classes/interfaces inherited from class ConvexSolver

ConvexSolver.Builder, ConvexSolver.Configuration, ConvexSolver.ModelIntegration

Nested classes/interfaces inherited from interface Optimisation

Optimisation.Constraint, Optimisation.ConstraintType, Optimisation.Integration<M,S>, 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 static final NumberContext	ACC
private static final NumberContext	FEASIBILITY
private static final NumberContext	LAGRANGE
private final IndexSelector	myActivator
private int	myConstraintToInclude
private int[]	myExcluded
private int[]	myIncluded
private MatrixStore<Double>	myInvQC
private final R064Store	myIterationX
private boolean	myShrinkSwitch
private final R064Store	mySlackI
private static final NumberContext	SLACK
private static final NumberContext	SOLUTION

Fields inherited from class BasePrimitiveSolver

MATRIX_FACTORY

Fields inherited from class ConvexSolver

INTEGRATION

Fields inherited from class GenericSolver

options

Constructor Summary

Constructors

Constructor	Description
ActiveSetSolver(ConvexData<Double> convexData, Optimisation.Options optimisationOptions)

Method Summary

Modifier and Type	Method	Description
(package private) boolean	checkFeasibility()
protected final int	countExcluded()
protected final int	countIncluded()
(package private) int	countIterationConstraints()	The number of rows in ConstrainedSolver.getIterationA() and ConstrainedSolver.getIterationB() without having to actually create them.
protected void	exclude(int indexToExclude)
protected MatrixStore<Double>	extractSolution()
(package private) int	getConstraintToInclude()
protected final int[]	getExcluded()
protected final int[]	getIncluded()
(package private) MatrixStore<Double>	getInvQC()
(package private) MatrixStore<Double>	getIterationA()
(package private) MatrixStore<Double>	getIterationB()
(package private) MatrixStore<Double>	getIterationC()
(package private) R064Store	getIterationX()
protected final int	getLastExcluded()
protected final int	getLastIncluded()
(package private) PhysicalStore<Double>	getSlackI()
(package private) MatrixStore<Double>	getSlackI(int[] rows)
(package private) void	handleIterationResults(boolean solved, R064Store iterX, int[] included, int[] excluded)
private void	handleIterationSolution(R064Store iterX, int[] excluded)
protected void	include(int indexToInclude)
protected boolean	initialise(Optimisation.Result kickStarter)
protected boolean	isIteratingPossible()
protected boolean	needsAnotherIteration()
(package private) void	resetActivator()
(package private) void	setConstraintToInclude(int constraintToInclude)
private void	shrink()
protected int	suggestConstraintToExclude()	Find the minimum (largest negative) lagrange multiplier - for the active inequalities - to potentially deactivate.
protected int	suggestConstraintToInclude()	Find minimum (largest negative) slack - for the inactive inequalities - to potentially activate.
private int	suggestUsingLagrangeMagnitude()
private int	suggestUsingVectorProjection()
protected final String	toActivatorString()

Methods inherited from class ConstrainedSolver

buildResult, getIterationKKT, getIterationL, getIterationQ, getIterationRHS, getSlackE, getSolutionL

Methods inherited from class 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, performIteration, solve, solveFullKKT, solveLP, toObjectiveFunction, toString, update

Methods inherited from class ConvexSolver

copy, newBuilder, newBuilder, newBuilder, newSolver

Methods inherited from class 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 Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface Optimisation.Solver

solve

Methods inherited from interface UpdatableSolver

fixVariable, generateCutCandidates, integers, isMapped, updateRange

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

ActiveSetSolver

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

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)