Interface KarushKuhnTuckerSolver<T>
- Type Parameters:
T
- type of the solution
- All Superinterfaces:
OptimizationData
- All Known Implementing Classes:
ADMMQPKKT
Karush–Kuhn–Tucker Solver.
Solve Equation:
\[\begin{align} |H A^{T}| & = B_1\\ |A R| & = B_2 \end{align}\]- Since:
- 3.1
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Method Summary
Modifier and TypeMethodDescriptioniterate
(RealVector... b) Iterate Karush–Kuhn–Tucker equation from given list of Vectorsolve
(RealVector b1, RealVector b2) Solve Karush–Kuhn–Tucker equation from given right hand value.
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Method Details
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solve
Solve Karush–Kuhn–Tucker equation from given right hand value.- Parameters:
b1
- first right hand vectorb2
- second right hand vector- Returns:
- Tuple with the solution x,Lambda,value
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iterate
Iterate Karush–Kuhn–Tucker equation from given list of Vector- Parameters:
b
- list of vectors- Returns:
- Tuple with the solution x,Lambda,value
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