Interface KarushKuhnTuckerSolver<T>

  • 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:
    3.1
    • Method Detail

      • solve

        T solve​(RealVector b1,
                RealVector b2)
        Solve Karush–Kuhn–Tucker equation from given right hand value.
        Parameters:
        b1 - first right hand vector
        b2 - second right hand vector
        Returns:
        Tuple with the solution x,Lambda,value
      • 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