Package org.ojalgo.optimisation.convex
package org.ojalgo.optimisation.convex
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ClassDescriptionConvexData<N extends Comparable<N>>ConvexData.ConvexDataFactory<N extends Comparable<N>>ConvexObjectiveFunction<N extends Comparable<N>>1/2 [x]T[Q][x] - [l]T[x]ConvexSolver solves optimisation problems of the form:Solves optimisation problems of the form:Solves optimisation problems of the form:Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6Proof-of-concept solver that eliminates equality constraints, and reduces the number of variables, via a null-space projection and delegates the reduced inequality-only QP to an existing active-set solver.Null-Space Projection for Convex Optimisation Problems with Equality Constraints.Solves optimisation problems of the form:Solves optimisation problems of the form: