User Manual 4.6 Optimization : Différence entre versions

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=== Classes ===
 
=== Classes ===
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The library defines the following classes
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TODO. Tableau à compléter
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{| class="wikitable"
 
{| class="wikitable"
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! scope="col"| Javadoc
 
! scope="col"| Javadoc
 
|-
 
|-
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|'''MathLib'''
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|'''AbstractKKTSolver'''
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|Static class for generic low-level math functions use
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|Abstract class for solving KKT systems.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/MathLib.html ...]
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/AbstractKKTSolver.html ...]
 +
|-
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|'''AbstractLPOptimizationRequestHandler'''
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|Abstract class for Linear Problem Optimization Request Handler.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/AbstractLPOptimizationRequestHandler.html ...]
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|-
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|'''BarrierMethod'''
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|Implements the Barrier Method.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/BarrierMethod.html ...]
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|-
 +
|'''BasicPhaseIBM'''
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|Implements the Basic Phase I Method as a Barried Method.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/BasicPhaseIBM.html ...]
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|-
 +
|'''BasicPhaseILPPDM'''
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|Implements the Basic Phase I Method form LP problems as a Primal-Dual Method.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/BasicPhaseILPPDM.html ...]
 +
|-
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|'''BasicPhaseIPDM'''
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|Implements the Basic Phase I Method as a Primal-Dual Method.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/BasicPhaseIPDM.html ...]
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|-
 +
|'''CholeskyFactorization'''
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|Implements the Cholesky L.L[T] factorization and inverse for symmetric and positive matrix.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/CholeskyFactorization.html ...]
 +
|-
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|'''JOptimizer'''
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|Implements the convex optimizer.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/JOptimizer.html ...]
 +
|-
 +
|'''LinearMultivariateRealFunction'''
 +
|Defines a linear multivariate function in the form f(x) = q.x + r.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/LinearMultivariateRealFunction.html ...]
 +
|-
 +
|'''LogarithmicBarrier'''
 +
|Default barrier function for the barrier method algorithm.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/LogarithmicBarrier.html ...]
 +
|-
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|'''LPOptimizationRequest'''
 +
|Implements a linear optimization problem.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/LPOptimizationRequest.html ...]
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|-
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|'''LPOptimizationResponse'''
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|Response of the linear optimization problem.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/LPOptimizationResponse.html ...]
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|-
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|'''LPPresolver'''
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|Presolver for a linear problem.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/LPPresolver.html ...]
 +
|-
 +
|'''LPPrimalDualMethod'''
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|Implements the Primal-dual interior-point method for linear problems.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/LPPrimalDualMethod.html ...]
 +
|-
 +
|'''LPStandardConverter'''
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|Converts a general LP problem into a strictly standard or quasi standard form.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/LPStandardConverter.html ...]
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|-
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|'''NewtonLEConstrainedFSP'''
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|Linear equality constrained newton optimizer, with feasible starting point.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/NewtonLEConstrainedFSP.html ...]
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|-
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|'''NewtonLEConstrainedISP'''
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|Linear equality constrained newton optimizer, with infeasible starting point.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/NewtonLEConstrainedISP.html ...]
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|-
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|'''NewtonUnconstrained'''
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|Unconstrained newton optimizer.
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|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/NewtonUnconstrained.html ...]
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|-
 +
|'''OptimizationRequest'''
 +
|Implements an optimization problem.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/OptimizationRequest.html ...]
 +
|-
 +
|'''PrimalDualMethod'''
 +
|Implements a primal-dual interior-point method.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/PrimalDualMethod.html ...]
 +
|-
 +
|'''QuadraticMultivariateRealFunction'''
 +
|Implements a quadratic multivariate function in the form of f(x):= 1/2 x.P.x + q.x + r.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/QuadraticMultivariateRealFunction.html ...]
 +
|-
 +
|'''UpperDiagonalHKKTSolver'''
 +
|Extends the class AbstractKKTSolver for upper diagonal matrix.
 +
|[{{JavaDoc4.6}}/fr/cnes/sirius/patrius/math/optim/joptimizer/UpperDiagonalHKKTSolver.html ...]
 
|}
 
|}
  
 
[[Category:User_Manual_4.6_Mathematics]]
 
[[Category:User_Manual_4.6_Mathematics]]

Version du 11 janvier 2021 à 12:15

Introduction

Scope

This section describes PATRIUS optimization features. It provides solvers for general convex optimization problems, such as LP, QP, QCQP, etc.

Javadoc

The math framework classes are available in the package fr.cnes.sirius.patrius.math.optim.

Library Javadoc
Patrius Package fr.cnes.sirius.patrius.math.optim

Links

None as of now.

Useful Documents

None as of now.

Package Overview

TODO

Features Description

Features

TODO

Getting Started

TODO

Contents

Interfaces

TODO. Tableau à compléter

Interface Summary Javadoc
MathLibrary Interface for low-level Math framework ...

Classes

The library defines the following classes

Class Summary Javadoc
AbstractKKTSolver Abstract class for solving KKT systems. ...
AbstractLPOptimizationRequestHandler Abstract class for Linear Problem Optimization Request Handler. ...
BarrierMethod Implements the Barrier Method. ...
BasicPhaseIBM Implements the Basic Phase I Method as a Barried Method. ...
BasicPhaseILPPDM Implements the Basic Phase I Method form LP problems as a Primal-Dual Method. ...
BasicPhaseIPDM Implements the Basic Phase I Method as a Primal-Dual Method. ...
CholeskyFactorization Implements the Cholesky L.L[T] factorization and inverse for symmetric and positive matrix. ...
JOptimizer Implements the convex optimizer. ...
LinearMultivariateRealFunction Defines a linear multivariate function in the form f(x) = q.x + r. ...
LogarithmicBarrier Default barrier function for the barrier method algorithm. ...
LPOptimizationRequest Implements a linear optimization problem. ...
LPOptimizationResponse Response of the linear optimization problem. ...
LPPresolver Presolver for a linear problem. ...
LPPrimalDualMethod Implements the Primal-dual interior-point method for linear problems. ...
LPStandardConverter Converts a general LP problem into a strictly standard or quasi standard form. ...
NewtonLEConstrainedFSP Linear equality constrained newton optimizer, with feasible starting point. ...
NewtonLEConstrainedISP Linear equality constrained newton optimizer, with infeasible starting point. ...
NewtonUnconstrained Unconstrained newton optimizer. ...
OptimizationRequest Implements an optimization problem. ...
PrimalDualMethod Implements a primal-dual interior-point method. ...
QuadraticMultivariateRealFunction Implements a quadratic multivariate function in the form of f(x):= 1/2 x.P.x + q.x + r. ...
UpperDiagonalHKKTSolver Extends the class AbstractKKTSolver for upper diagonal matrix. ...
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