org.ojalgo.optimisation.system

Class KKTSolver

java.lang.Object

org.ojalgo.optimisation.system.KKTSystem

org.ojalgo.optimisation.system.KKTSolver

public final class KKTSolver
extends KKTSystem

When the KKT matrix is nonsingular, there is a unique optimal primal-dual pair (x,l). If the KKT matrix is singular, but the KKT system is still solvable, any solution yields an optimal pair (x,l). If the KKT system is not solvable, the quadratic optimization problem is unbounded below or infeasible.

Author:

apete

Nested Class Summary

Nested classes/interfaces inherited from class org.ojalgo.optimisation.system.KKTSystem

KKTSystem.Input, KKTSystem.Output

Field Summary

Fields inherited from class org.ojalgo.optimisation.system.KKTSystem

FAILURE

Constructor Summary

Constructors

Constructor and Description
KKTSolver()
KKTSolver(KKTSystem.Input template)

Method Summary

Modifier and Type	Method and Description
KKTSystem.Output	solve(KKTSystem.Input input, Optimisation.Options options)
boolean	validate(KKTSystem.Input input)

Methods inherited from class org.ojalgo.optimisation.system.KKTSystem

solve

Methods inherited from class java.lang.Object

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

Constructor Detail

KKTSolver

public KKTSolver()

KKTSolver

public KKTSolver(KKTSystem.Input template)

Method Detail

solve

public KKTSystem.Output solve(KKTSystem.Input input,
                              Optimisation.Options options)

Specified by:

solve in class KKTSystem

validate

public boolean validate(KKTSystem.Input input)