fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers

Class PrimalDualMethod

java.lang.Object

fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequestHandler

fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.PrimalDualMethod

public class PrimalDualMethod
extends OptimizationRequestHandler

Primal-dual interior-point method.

Since:

4.6

Author:

alberto trivellato (alberto.trivellato@gmail.com)

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, p. 609"

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequestHandler

dim, MAX_ITERATIONS, meq, mieq, request, response, SCALAR, successor

Constructor Summary

Constructors

Constructor and Description
PrimalDualMethod()

Method Summary

Modifier and Type	Method and Description
int	optimize() Optimizer

Methods inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.optimizers.OptimizationRequestHandler

checkCustomExitConditions, findEqFeasiblePoint, findEqFeasiblePoint2, forwardOptimizationRequest, getA, getAlpha, getAT, getB, getBeta, getDim, getF0, getF0, getFi, getFi, getGradF0, getGradFi, getHessF0, getHessFi, getInitialLagrangian, getInitialPoint, getInteriorPointMethod, getMaxIteration, getMeq, getMieq, getMu, getNotFeasibleInitialPoint, getOptimizationRequest, getOptimizationResponse, getTolerance, getToleranceFeas, getToleranceInnerStep, getToleranceKKT, isCheckKKTSolutionAccuracy, isCheckProgressConditions, isInDomainF0, rPri, setOptimizationRequest, setOptimizationResponse

Methods inherited from class java.lang.Object

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

Constructor Detail

PrimalDualMethod

public PrimalDualMethod()

Method Detail

optimize

public int optimize()
             throws PatriusException

Optimizer

Overrides:

optimize in class OptimizationRequestHandler

Returns:

retCode

Throws:

PatriusException - if an error occurs