Interface KarushKuhnTuckerSolver<T>
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- Type Parameters:
T
- type of the solution
- All Superinterfaces:
OptimizationData
- All Known Implementing Classes:
ADMMQPKKT
public interface KarushKuhnTuckerSolver<T> extends OptimizationData
Karush–Kuhn–Tucker Solver.Solve Equation:
\[\begin{align} |H A^{T}| & = B_1\\ |A R| & = B_2 \end{align}\]- Since:
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description T
iterate(RealVector... b)
Iterate Karush–Kuhn–Tucker equation from given list of VectorT
solve(RealVector b1, RealVector b2)
Solve Karush–Kuhn–Tucker equation from given right hand value.
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Method Detail
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solve
T solve(RealVector b1, RealVector b2)
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
T iterate(RealVector... b)
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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