public class ADMMQPKKT1 extends KKTSolver<ADMMQPSolution,org.hipparchus.linear.RealMatrix,org.hipparchus.linear.RealVector>
Constructor and Description |
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ADMMQPKKT1(org.hipparchus.linear.RealMatrix H,
org.hipparchus.linear.RealMatrix A,
org.hipparchus.linear.RealMatrix R,
double sigma) |
Modifier and Type | Method and Description |
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org.hipparchus.linear.RealMatrix |
getKKTMatrix(org.hipparchus.linear.RealMatrix H,
org.hipparchus.linear.RealMatrix A,
org.hipparchus.linear.RealMatrix R)
Return KKT Matrix.
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void |
initialize(org.hipparchus.linear.RealMatrix H,
org.hipparchus.linear.RealMatrix A,
org.hipparchus.linear.RealVector q,
int me,
org.hipparchus.linear.RealVector lb,
org.hipparchus.linear.RealVector ub,
double rho,
double sigma,
double alfa) |
ADMMQPSolution |
iterate(org.hipparchus.linear.RealVector... previousSol)
Iterate KKT equation from given list of Vector
|
ADMMQPSolution |
solve(org.hipparchus.linear.RealVector b1,
org.hipparchus.linear.RealVector b2)
Solve KKT equation from given right hand value.
|
void |
updateSigmaRho(double sigma,
int me,
double rho) |
public ADMMQPKKT1(org.hipparchus.linear.RealMatrix H, org.hipparchus.linear.RealMatrix A, org.hipparchus.linear.RealMatrix R, double sigma)
public ADMMQPSolution solve(org.hipparchus.linear.RealVector b1, org.hipparchus.linear.RealVector b2)
KKTSolver
solve
in class KKTSolver<ADMMQPSolution,org.hipparchus.linear.RealMatrix,org.hipparchus.linear.RealVector>
b1
- first right hand vectorb2
- second right hand vectorpublic org.hipparchus.linear.RealMatrix getKKTMatrix(org.hipparchus.linear.RealMatrix H, org.hipparchus.linear.RealMatrix A, org.hipparchus.linear.RealMatrix R)
KKTSolver
getKKTMatrix
in class KKTSolver<ADMMQPSolution,org.hipparchus.linear.RealMatrix,org.hipparchus.linear.RealVector>
H
- Hessian MAtrixA
- Costraint MatrixR
- Wheight Matrixpublic void updateSigmaRho(double sigma, int me, double rho)
public void initialize(org.hipparchus.linear.RealMatrix H, org.hipparchus.linear.RealMatrix A, org.hipparchus.linear.RealVector q, int me, org.hipparchus.linear.RealVector lb, org.hipparchus.linear.RealVector ub, double rho, double sigma, double alfa)
public ADMMQPSolution iterate(org.hipparchus.linear.RealVector... previousSol)
KKTSolver
iterate
in class KKTSolver<ADMMQPSolution,org.hipparchus.linear.RealMatrix,org.hipparchus.linear.RealVector>