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

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 Summary

    Modifier and Type
    Method
    Description
    T
    iterate(RealVector... b)
    Iterate Karush–Kuhn–Tucker equation from given list of Vector
    T
    solve(RealVector b1, RealVector b2)
    Solve Karush–Kuhn–Tucker equation from given right hand value.

  • Method Details

    • 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