1 /*
2 * Licensed to the Hipparchus project under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.hipparchus.optim.nonlinear.vector.constrained;
18
19 import org.hipparchus.linear.RealVector;
20 import org.hipparchus.optim.OptimizationData;
21 /** Karush–Kuhn–Tucker Solver.
22 *<p>
23 * Solve Equation:
24 * </p>
25 * \[\begin{align}
26 * |H A^{T}| & = B_1\\
27 * |A R| & = B_2
28 * \end{align}\]
29 * @param <T> type of the solution
30 * @since 3.1
31 */
32 public interface KarushKuhnTuckerSolver<T> extends OptimizationData {
33
34 /** Solve Karush–Kuhn–Tucker equation from given right hand value.
35 * @param b1 first right hand vector
36 * @param b2 second right hand vector
37 * @return Tuple with the solution x,Lambda,value
38 */
39 T solve(RealVector b1, RealVector b2);
40
41 /** Iterate Karush–Kuhn–Tucker equation from given list of Vector
42 * @param b list of vectors
43 * @return Tuple with the solution x,Lambda,value
44 */
45 T iterate(RealVector... b);
46
47 }