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

Class BasicKKTSolver

java.lang.Object

fr.cnes.sirius.patrius.math.optim.joptimizer.solvers.AbstractKKTSolver

fr.cnes.sirius.patrius.math.optim.joptimizer.solvers.BasicKKTSolver

public final class BasicKKTSolver
extends AbstractKKTSolver

H.v + [A]T.w = -g,
A.v = -h

Since:

4.6

Author:

alberto trivellato (alberto.trivellato@gmail.com)

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, p. 542"

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.solvers.AbstractKKTSolver

checkKKTSolutionAcc, DEFAULT_SCALAR, defaultScalar, g, h, matA, matAT, matH, toleranceKKT

Constructor Summary

Constructors

Constructor and Description
BasicKKTSolver()

Method Summary

Modifier and Type	Method and Description
RealVector[]	solve() Returns the two vectors v and w.

Methods inherited from class fr.cnes.sirius.patrius.math.optim.joptimizer.solvers.AbstractKKTSolver

checkKKTSolutionAccuracy, setAMatrix, setCheckKKTSolutionAccuracy, setGVector, setHMatrix, setHVector, setToleranceKKT, solveAugmentedKKT

Methods inherited from class java.lang.Object

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

Constructor Detail

BasicKKTSolver

public BasicKKTSolver()

Method Detail

solve

public RealVector[] solve()
                   throws PatriusException

Returns the two vectors v and w.

Specified by:

solve in class AbstractKKTSolver

Returns:

v and w

Throws:

PatriusException - if an error occurs