Interface KarushKuhnTuckerSolver<T>
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- 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:
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description Titerate(RealVector... b)Iterate Karush–Kuhn–Tucker equation from given list of VectorTsolve(RealVector b1, RealVector b2)Solve Karush–Kuhn–Tucker equation from given right hand value.
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Method Detail
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solve
T solve(RealVector b1, RealVector b2)
Solve Karush–Kuhn–Tucker equation from given right hand value.- Parameters:
b1- first right hand vectorb2- second right hand vector- Returns:
- Tuple with the solution x,Lambda,value
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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
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