Package org.hipparchus.optim.nonlinear.vector.constrained

Class ADMMQPModifiedRuizEquilibrium

java.lang.Object

org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPModifiedRuizEquilibrium

public class ADMMQPModifiedRuizEquilibrium
extends Object

TBD.

Since:

3.1

Constructor Summary

Constructors

Constructor	Description
ADMMQPModifiedRuizEquilibrium(RealMatrix H, RealMatrix A, RealVector q)	Simple constructor

Method Summary

Modifier and Type	Method	Description
RealMatrix	getScaledA()	Get scaled constraints coefficients matrix.
RealMatrix	getScaledH()	Get scaled square matrix of weights for quadratic terms.
RealVector	getScaledLUb(RealVector lb1)	Get scaled upper bound
RealVector	getScaledQ()	Get scaled vector of weights for linear terms.
void	normalize(double epsilon, int maxIteration)	Normalize matrices.
RealVector	unscaleX(RealVector x)	Unscale solution vector.
RealVector	unscaleY(RealVector y)	Unscale Y vector.
RealVector	unscaleZ(RealVector z)	Unscale Z vector.

Methods inherited from class java.lang.Object

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

Constructor Details

ADMMQPModifiedRuizEquilibrium

public ADMMQPModifiedRuizEquilibrium(RealMatrix H,
 RealMatrix A,
 RealVector q)

Simple constructor

Parameters:

H - square matrix of weights for quadratic terms

A - constraints coefficients matrix

q - vector of weights for linear terms

Method Details

normalize

public void normalize(double epsilon,
 int maxIteration)

Normalize matrices.

Parameters:

epsilon - TBD

maxIteration - TBD

getScaledH

public RealMatrix getScaledH()

Get scaled square matrix of weights for quadratic terms.

Returns:

scaled square matrix of weights for quadratic terms

getScaledA

public RealMatrix getScaledA()

Get scaled constraints coefficients matrix.

Returns:

scaled constraints coefficients matrix

getScaledQ

public RealVector getScaledQ()

Get scaled vector of weights for linear terms.

Returns:

scaled vector of weights for linear terms

getScaledLUb

public RealVector getScaledLUb(RealVector lb1)

Get scaled upper bound

Parameters:

lb1 - unscaled lower bound

Returns:

scaled lower bound

unscaleX

public RealVector unscaleX(RealVector x)

Unscale solution vector.

Parameters:

x - scaled solution vector

Returns:

unscaled solution vector

unscaleY

public RealVector unscaleY(RealVector y)

Unscale Y vector.

Parameters:

y - scaled Y vector

Returns:

unscaled Y vector

unscaleZ

public RealVector unscaleZ(RealVector z)

Unscale Z vector.

Parameters:

z - scaled Z vector

Returns:

unscaled Z vector