Class DirectASS

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.DirectASS

All Implemented Interfaces:

Optimisation, Optimisation.Solver, UpdatableSolver

final class DirectASS
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 optional.

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 inherited from class BasePrimitiveSolver

MATRIX_FACTORY

Fields inherited from class ConvexSolver

INTEGRATION

Fields inherited from class GenericSolver

options

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
protected void	performIteration()

Methods inherited from class ActiveSetSolver

checkFeasibility, countExcluded, countIncluded, countIterationConstraints, exclude, extractSolution, getConstraintToInclude, getExcluded, getIncluded, getInvQC, getIterationA, getIterationB, getIterationC, getIterationX, getLastExcluded, getLastIncluded, getSlackI, getSlackI, handleIterationResults, include, initialise, isIteratingPossible, needsAnotherIteration, resetActivator, setConstraintToInclude, suggestConstraintToExclude, suggestConstraintToInclude, 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, 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

Constructor Details

DirectASS

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

Method Details

performIteration

protected void performIteration()

Specified by:

performIteration in class BasePrimitiveSolver