org.ojalgo.optimisation.quadratic

Class QuadraticSolver

java.lang.Object

org.ojalgo.optimisation.GenericSolver

org.ojalgo.optimisation.BaseSolver

org.ojalgo.optimisation.quadratic.QuadraticSolver

All Implemented Interfaces:

Serializable, Optimisation, Optimisation.Solver

public abstract class QuadraticSolver
extends BaseSolver

QuadraticSolver solves optimisation problems of the form:

min 1/2 [X]^T[Q][X] - [C]^T[X]
when [AE][X] == [BE]
and [AI][X] <= [BI]

The matrix [Q] is assumed to be symmetric (it must be made that way) and:

• If [Q] is positive semidefinite, then the objective function is convex: In this case the quadratic program has a global minimizer if there exists some feasible vector [X] (satisfying the constraints) and if the objective function is bounded below on the feasible region.
• If [Q] is positive definite and the problem has a feasible solution, then the global minimizer is unique.

You construct instances by using the QuadraticSolver.Builder class. It will return an appropriate subclass for you. It's recommended that you first create a ExpressionsBasedModel and feed that to the QuadraticSolver.Builder. Alternatively you can directly call ExpressionsBasedModel.getDefaultSolver() or even ExpressionsBasedModel.minimise() or ExpressionsBasedModel.maximise() on the model.

Author:

apete

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	QuadraticSolver.Builder

Nested classes/interfaces inherited from interface org.ojalgo.optimisation.Optimisation

Optimisation.Constraint, Optimisation.Model, Optimisation.Objective, Optimisation.Options, Optimisation.Result, Optimisation.Solver, Optimisation.State

Field Summary

Fields inherited from class org.ojalgo.optimisation.GenericSolver

options

Method Summary

Modifier and Type	Method and Description
static QuadraticSolver	make(ExpressionsBasedModel aModel)
Optimisation.Result	solve(Optimisation.Result kickStarter)

Methods inherited from class org.ojalgo.optimisation.BaseSolver

solve, toString

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

make

public static QuadraticSolver make(ExpressionsBasedModel aModel)

solve

public final Optimisation.Result solve(Optimisation.Result kickStarter)