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

Class AugmentedKKTSolver

java.lang.Object

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

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

public class AugmentedKKTSolver
extends AbstractKKTSolver

Solves the KKT system H.v + [A]T.w = -g,
A.v = -h with singular H. The KKT matrix is nonsingular if and only if H + ATQA > 0 for some Q > 0, 0, in which case, H + ATQA > 0 for all Q > 0. This class uses the diagonal matrix Q = s.Id with scalar s > 0 to try finding the solution. NOTE: matrix A can not be null for this solver

Since:

4.6

Author:

alberto trivellato (alberto.trivellato@gmail.com)

See Also:

"S.Boyd and L.Vandenberghe, Convex Optimization, p. 547"

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
AugmentedKKTSolver()

Method Summary

Modifier and Type	Method and Description
void	setS(double constant) Set a value to s
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

AugmentedKKTSolver

public AugmentedKKTSolver()

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

setS

public void setS(double constant)

Set a value to s

Parameters:

constant - value to assign to the variable s