User Manual 4.6 Optimization
De Wiki
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 most relevant classes from the library are listed here:
| 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. | ... |
