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

Class ADMMQPConvergenceChecker

java.lang.Object

org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPConvergenceChecker

All Implemented Interfaces:

ConvergenceChecker<LagrangeSolution>, OptimizationData

public class ADMMQPConvergenceChecker
extends Object
implements ConvergenceChecker<LagrangeSolution>, OptimizationData

Convergence Checker for ADMM QP Optimizer.

Since:

3.1

Method Summary

Modifier and Type	Method	Description
boolean	converged(double rp, double rd, double maxPrimal, double maxDual)	Evaluate convergence.
boolean	converged(int i, LagrangeSolution previous, LagrangeSolution current)	Check if the optimization algorithm has converged.
double	maxDual(RealVector x, RealVector y)	Compute dual vectors max.
double	maxPrimal(RealVector x, RealVector z)	Compute primal vectors max.
double	residualDual(RealVector x, RealVector y)	Compute dual residual.
double	residualPrime(RealVector x, RealVector z)	Compute primal residual.

Methods inherited from class java.lang.Object

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

Method Detail

converged

public boolean converged(int i,
                         LagrangeSolution previous,
                         LagrangeSolution current)

Check if the optimization algorithm has converged.

Specified by:

converged in interface ConvergenceChecker<LagrangeSolution>

Parameters:

i - Current iteration.

previous - Best point in the previous iteration.

current - Best point in the current iteration.

Returns:

true if the algorithm is considered to have converged.

converged

public boolean converged(double rp,
                         double rd,
                         double maxPrimal,
                         double maxDual)

Evaluate convergence.

Parameters:

rp - primal residual

rd - dual residual

maxPrimal - primal vectors max

maxDual - dual vectors max

Returns:

true of convergence has been reached

residualPrime

public double residualPrime(RealVector x,
                            RealVector z)

Compute primal residual.

Parameters:

x - primal problem solution

z - auxiliary variable

Returns:

primal residual

residualDual

public double residualDual(RealVector x,
                           RealVector y)

Compute dual residual.

Parameters:

x - primal problem solution

y - dual problem solution

Returns:

dual residual

maxPrimal

public double maxPrimal(RealVector x,
                        RealVector z)

Compute primal vectors max.

Parameters:

x - primal problem solution

z - auxiliary variable

Returns:

primal vectors max

maxDual

public double maxDual(RealVector x,
                      RealVector y)

Compute dual vectors max.

Parameters:

x - primal problem solution

y - dual problem solution

Returns:

dual vectors max