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

Class ADMMQPSolution

java.lang.Object

org.hipparchus.optim.nonlinear.vector.constrained.LagrangeSolution

org.hipparchus.optim.nonlinear.vector.constrained.ADMMQPSolution

public class ADMMQPSolution
extends LagrangeSolution

Internal Solution for ADMM QP Optimizer.

Since:

3.1

Constructor Summary

Constructors

Constructor	Description
ADMMQPSolution(RealVector x, RealVector v)	Simple constructor.
ADMMQPSolution(RealVector x, RealVector lambda, Double value)	Simple constructor.
ADMMQPSolution(RealVector x, RealVector v, RealVector y, RealVector z)	Simple constructor.
ADMMQPSolution(RealVector x, RealVector v, RealVector y, RealVector z, double value)	Simple constructor.

Method Summary

Modifier and Type	Method	Description
RealVector	getV()	Returns V tilde auxiliary Variable
RealVector	getZ()	Returns Z auxiliary Variable

Methods inherited from class org.hipparchus.optim.nonlinear.vector.constrained.LagrangeSolution

getLambda, getValue, getX

Methods inherited from class java.lang.Object

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

Constructor Detail

ADMMQPSolution

public ADMMQPSolution(RealVector x,
                      RealVector lambda,
                      Double value)

Simple constructor.

Parameters:

x - solution

lambda - Lagrange multipliers

value - objective function value

ADMMQPSolution

public ADMMQPSolution(RealVector x,
                      RealVector v)

Simple constructor.

Parameters:

x - solution

v - V-tilde auxiliary variable

ADMMQPSolution

public ADMMQPSolution(RealVector x,
                      RealVector v,
                      RealVector y,
                      RealVector z)

Simple constructor.

Parameters:

x - solution

v - V-tilde auxiliary variable

y - Lagrange multipliers

z - Z auxiliary variable

ADMMQPSolution

public ADMMQPSolution(RealVector x,
                      RealVector v,
                      RealVector y,
                      RealVector z,
                      double value)

Simple constructor.

Parameters:

x - solution

v - V-tilde auxiliary variable

y - Lagrange multipliers

z - Z auxiliary variable

value - objective function value

Method Detail

getV

public RealVector getV()

Returns V tilde auxiliary Variable

Returns:

V tilde auxiliary Variable

getZ

public RealVector getZ()

Returns Z auxiliary Variable

Returns:

Z auxiliary Variable