Class IterativeRefinementSolver

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.convex.ConvexSolver

org.ojalgo.optimisation.convex.IterativeRefinementSolver

All Implemented Interfaces:

Optimisation, Optimisation.Solver

final class IterativeRefinementSolver
extends ConvexSolver

Algorithm from: Solving quadratic programs to high precision using scaled iterative refinement
Mathematical Programming Computation (2019) 11:421–455 https://doi.org/10.1007/s12532-019-00154-6

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 final ConvexData<Quadruple>	myData

Fields inherited from class ConvexSolver

INTEGRATION

Fields inherited from class GenericSolver

options

Constructor Summary

Constructors

Constructor	Description
IterativeRefinementSolver(Optimisation.Options optimisationOptions, ConvexData<Quadruple> convexData)

Method Summary

Modifier and Type	Method	Description
private static Optimisation.Result	buildResult(MatrixStore<Quadruple> Q, MatrixStore<Quadruple> C, MatrixStore<Quadruple> x, MatrixStore<Quadruple> y, Optimisation.State state)
(package private) static Optimisation.Result	doSolve(MatrixStore<Quadruple> Q, MatrixStore<Quadruple> C, MatrixStore<Quadruple> Ae, MatrixStore<Quadruple> Be, MatrixStore<Quadruple> Ai, MatrixStore<Quadruple> Bi, Optimisation.Options options)
private static ConvexData<Double>	getDoubleConvexData(ConvexData<Double> data, MatrixStore<Quadruple> Q, MatrixStore<Quadruple> C, MatrixStore<Quadruple> Ae, MatrixStore<Quadruple> Be, MatrixStore<Quadruple> Ai, MatrixStore<Quadruple> Bi)
(package private) static ConvexData<Quadruple>	newInstance(int nbVars, int nbEqus, int nbIneq)
Optimisation.Result	solve(Optimisation.Result kickStarter)
private static void	updateConvexDoubleData(ConvexData<Double> data, MatrixStore<Quadruple> C, MatrixStore<Quadruple> Be, MatrixStore<Quadruple> Bi)
private static void	updateConvexDoubleData(ConvexData<Double> data, MatrixStore<Quadruple> Q, MatrixStore<Quadruple> C, MatrixStore<Quadruple> Be, MatrixStore<Quadruple> Bi)

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, toString, wait, wait, wait

Methods inherited from interface Optimisation.Solver

dispose, solve

Field Details

myData

private final ConvexData<Quadruple> myData

Constructor Details

IterativeRefinementSolver

IterativeRefinementSolver(Optimisation.Options optimisationOptions,
 ConvexData<Quadruple> convexData)

Method Details

buildResult

private static Optimisation.Result buildResult(MatrixStore<Quadruple> Q,
 MatrixStore<Quadruple> C,
 MatrixStore<Quadruple> x,
 MatrixStore<Quadruple> y,
 Optimisation.State state)

getDoubleConvexData

private static ConvexData<Double> getDoubleConvexData(ConvexData<Double> data,
 MatrixStore<Quadruple> Q,
 MatrixStore<Quadruple> C,
 MatrixStore<Quadruple> Ae,
 MatrixStore<Quadruple> Be,
 MatrixStore<Quadruple> Ai,
 MatrixStore<Quadruple> Bi)

updateConvexDoubleData

private static void updateConvexDoubleData(ConvexData<Double> data,
 MatrixStore<Quadruple> C,
 MatrixStore<Quadruple> Be,
 MatrixStore<Quadruple> Bi)

updateConvexDoubleData

private static void updateConvexDoubleData(ConvexData<Double> data,
 MatrixStore<Quadruple> Q,
 MatrixStore<Quadruple> C,
 MatrixStore<Quadruple> Be,
 MatrixStore<Quadruple> Bi)

doSolve

static Optimisation.Result doSolve(MatrixStore<Quadruple> Q,
 MatrixStore<Quadruple> C,
 MatrixStore<Quadruple> Ae,
 MatrixStore<Quadruple> Be,
 MatrixStore<Quadruple> Ai,
 MatrixStore<Quadruple> Bi,
 Optimisation.Options options)

newInstance

static ConvexData<Quadruple> newInstance(int nbVars,
 int nbEqus,
 int nbIneq)

solve

public Optimisation.Result solve(Optimisation.Result kickStarter)