Class ADMMQPOption
- java.lang.Object
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- org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPOption
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- All Implemented Interfaces:
OptimizationData
public class ADMMQPOption extends Object implements OptimizationData
Container forADMMQPOptimizersettings.- Since:
- 3.1
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Field Summary
Fields Modifier and Type Field Description static doubleDEFAULT_ALPHADefault Value of Alpha filter for ADMM iteration.static doubleDEFAULT_EPSDefault Absolute and Relative Tolerance for convergence.static doubleDEFAULT_EPS_INFEASIBLEDefault Absolute and Relative Tolerance for Infeasible Criteria.static intDEFAULT_MAX_RHO_ITERATIONDefault Max number of weight changes.static booleanDEFAULT_POLISHINGDefault Value for enabling polishing the solution.static intDEFAULT_POLISHING_ITERATIONDefault Value for Iteration of polishing Algorithm.static doubleDEFAULT_RHO_MAXDefault Max Value for the Weight for ADMM iteration.static doubleDEFAULT_RHO_MINDefault Min Value for the Weight for ADMM iteration.static booleanDEFAULT_RHO_UPDATEDefault Value for adapting the weight during iterations.static booleanDEFAULT_SCALINGDefault Value for Enabling Problem Scaling.static intDEFAULT_SCALING_MAX_ITERATIONDefault Value for the Max Iteration for the scaling.static doubleDEFAULT_SIGMADefault Value of regularization term sigma for Karush–Kuhn–Tucker solver.
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Constructor Summary
Constructors Constructor Description ADMMQPOption()Simple constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description doublegetAlpha()Get value of alpha filter for ADMM iteration.doublegetEps()Get absolute and Relative Tolerance for convergence.doublegetEpsInfeasible()Get absolute and Relative Tolerance for infeasible criteria.intgetMaxRhoIteration()Get max number of weight changes.intgetPolishIteration()Get number of iterations of polishing algorithm.doublegetRhoMax()Get max Value for the Weight for ADMM iteration.doublegetRhoMin()Get min Value for the Weight for ADMM iteration.intgetScaleMaxIteration()Get max iteration for the scaling.doublegetSigma()Get value of regularization term sigma for Karush–Kuhn–Tucker solver.booleanisPolishing()Check if polishing is enabled.booleanisScaling()Check if scaling is enabled.voidsetAlpha(double alpha)Set value of alpha filter for ADMM iteration.voidsetEps(double eps)Set absolute and Relative Tolerance for convergence.voidsetEpsInfeasible(double epsInfeasible)Set absolute and Relative Tolerance for infeasible criteria.voidsetMaxRhoIteration(int maxRhoIteration)Set max number of weight changes.voidsetPolishing(boolean polishing)Set polishing enabling flag.voidsetPolishingIteration(int polishingIteration)Set number of iterations of polishing algorithm.voidsetRhoMax(double rhoMax)Set max Value for the Weight for ADMM iteration.voidsetRhoMin(double rhoMin)Set min Value for the Weight for ADMM iteration.voidsetScaleMaxIteration(int scaleMaxIteration)Set max iteration for the scaling.voidsetScaling(boolean scaling)Set scaling enabling flag.voidsetSigma(double sigma)Set value of regularization term sigma for Karush–Kuhn–Tucker solver.voidsetUpdateRho(boolean updateRho)Set weight updating flag.booleanupdateRho()Check if weight updating is enabled.
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Field Detail
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DEFAULT_EPS
public static final double DEFAULT_EPS
Default Absolute and Relative Tolerance for convergence.- See Also:
- Constant Field Values
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DEFAULT_EPS_INFEASIBLE
public static final double DEFAULT_EPS_INFEASIBLE
Default Absolute and Relative Tolerance for Infeasible Criteria.- See Also:
- Constant Field Values
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DEFAULT_SIGMA
public static final double DEFAULT_SIGMA
Default Value of regularization term sigma for Karush–Kuhn–Tucker solver.- See Also:
- Constant Field Values
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DEFAULT_ALPHA
public static final double DEFAULT_ALPHA
Default Value of Alpha filter for ADMM iteration.- See Also:
- Constant Field Values
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DEFAULT_SCALING
public static final boolean DEFAULT_SCALING
Default Value for Enabling Problem Scaling.- See Also:
- Constant Field Values
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DEFAULT_SCALING_MAX_ITERATION
public static final int DEFAULT_SCALING_MAX_ITERATION
Default Value for the Max Iteration for the scaling.- See Also:
- Constant Field Values
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DEFAULT_RHO_UPDATE
public static final boolean DEFAULT_RHO_UPDATE
Default Value for adapting the weight during iterations.- See Also:
- Constant Field Values
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DEFAULT_RHO_MAX
public static final double DEFAULT_RHO_MAX
Default Max Value for the Weight for ADMM iteration.- See Also:
- Constant Field Values
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DEFAULT_RHO_MIN
public static final double DEFAULT_RHO_MIN
Default Min Value for the Weight for ADMM iteration.- See Also:
- Constant Field Values
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DEFAULT_MAX_RHO_ITERATION
public static final int DEFAULT_MAX_RHO_ITERATION
Default Max number of weight changes.- See Also:
- Constant Field Values
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DEFAULT_POLISHING
public static final boolean DEFAULT_POLISHING
Default Value for enabling polishing the solution.- See Also:
- Constant Field Values
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DEFAULT_POLISHING_ITERATION
public static final int DEFAULT_POLISHING_ITERATION
Default Value for Iteration of polishing Algorithm.- See Also:
- Constant Field Values
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Method Detail
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setEps
public void setEps(double eps)
Set absolute and Relative Tolerance for convergence.- Parameters:
eps- absolute and Relative Tolerance for convergence
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getEps
public double getEps()
Get absolute and Relative Tolerance for convergence.- Returns:
- absolute and Relative Tolerance for convergence
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setEpsInfeasible
public void setEpsInfeasible(double epsInfeasible)
Set absolute and Relative Tolerance for infeasible criteria.- Parameters:
epsInfeasible- absolute and Relative Tolerance for infeasible criteria
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getEpsInfeasible
public double getEpsInfeasible()
Get absolute and Relative Tolerance for infeasible criteria.- Returns:
- absolute and Relative Tolerance for infeasible criteria
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setSigma
public void setSigma(double sigma)
Set value of regularization term sigma for Karush–Kuhn–Tucker solver.- Parameters:
sigma- value of regularization term sigma for Karush–Kuhn–Tucker solver
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getSigma
public double getSigma()
Get value of regularization term sigma for Karush–Kuhn–Tucker solver.- Returns:
- value of regularization term sigma for Karush–Kuhn–Tucker solver
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setAlpha
public void setAlpha(double alpha)
Set value of alpha filter for ADMM iteration.- Parameters:
alpha- value of alpha filter for ADMM iteration
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getAlpha
public double getAlpha()
Get value of alpha filter for ADMM iteration.- Returns:
- value of alpha filter for ADMM iteration
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setScaling
public void setScaling(boolean scaling)
Set scaling enabling flag.- Parameters:
scaling- if true, scaling is enabled
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isScaling
public boolean isScaling()
Check if scaling is enabled.- Returns:
- true if scaling is enabled
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setScaleMaxIteration
public void setScaleMaxIteration(int scaleMaxIteration)
Set max iteration for the scaling.- Parameters:
scaleMaxIteration- max iteration for the scaling
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getScaleMaxIteration
public int getScaleMaxIteration()
Get max iteration for the scaling.- Returns:
- max iteration for the scaling
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setUpdateRho
public void setUpdateRho(boolean updateRho)
Set weight updating flag.- Parameters:
updateRho- if true, weight is updated during iterations
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updateRho
public boolean updateRho()
Check if weight updating is enabled.- Returns:
- true if weight is updated during iterations
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setRhoMin
public void setRhoMin(double rhoMin)
Set min Value for the Weight for ADMM iteration.- Parameters:
rhoMin- min Value for the Weight for ADMM iteration
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getRhoMin
public double getRhoMin()
Get min Value for the Weight for ADMM iteration.- Returns:
- min Value for the Weight for ADMM iteration
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setRhoMax
public void setRhoMax(double rhoMax)
Set max Value for the Weight for ADMM iteration.- Parameters:
rhoMax- max Value for the Weight for ADMM iteration
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getRhoMax
public double getRhoMax()
Get max Value for the Weight for ADMM iteration.- Returns:
- max Value for the Weight for ADMM iteration
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setMaxRhoIteration
public void setMaxRhoIteration(int maxRhoIteration)
Set max number of weight changes.- Parameters:
maxRhoIteration- max number of weight changes
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getMaxRhoIteration
public int getMaxRhoIteration()
Get max number of weight changes.- Returns:
- max number of weight changes
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setPolishing
public void setPolishing(boolean polishing)
Set polishing enabling flag.- Parameters:
polishing- if true, polishing is enabled
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isPolishing
public boolean isPolishing()
Check if polishing is enabled.- Returns:
- true if polishing is enabled
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setPolishingIteration
public void setPolishingIteration(int polishingIteration)
Set number of iterations of polishing algorithm.- Parameters:
polishingIteration- number of iterations of polishing algorithm
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getPolishIteration
public int getPolishIteration()
Get number of iterations of polishing algorithm.- Returns:
- number of iterations of polishing algorithm
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