
org.ojalgo.optimisation.convex.UnconstrainedSolver Maven / Gradle / Ivy
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* Copyright 1997-2015 Optimatika (www.optimatika.se)
*
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*
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* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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package org.ojalgo.optimisation.convex;
import org.ojalgo.optimisation.Optimisation;
import org.ojalgo.optimisation.system.KKTSolver;
import org.ojalgo.optimisation.system.KKTSolver.Input;
/**
* Solves optimisation problems of the form:
*
* min 1/2 [X]T[Q][X] - [C]T[X]
*
*
* @author apete
*/
final class UnconstrainedSolver extends ConvexSolver {
UnconstrainedSolver(final ConvexSolver.Builder matrices, final Optimisation.Options solverOptions) {
super(matrices, solverOptions);
}
@Override
protected boolean initialise(final Result kickStart) {
this.resetX();
return true;
}
@Override
protected boolean needsAnotherIteration() {
return this.countIterations() < 1;
}
@Override
protected void performIteration() {
final KKTSolver.Input tmpInput = this.buildDelegateSolverInput();
final KKTSolver tmpSolver = this.getDelegateSolver(tmpInput);
final KKTSolver.Output tmpOutput = tmpSolver.solve(tmpInput, options);
if (tmpOutput.isSolvable()) {
this.setState(State.DISTINCT);
this.fillX(tmpOutput.getX());
} else {
this.setState(State.UNBOUNDED);
this.resetX();
}
}
@Override
Input buildDelegateSolverInput() {
return new KKTSolver.Input(this.getQ(), this.getC());
}
}
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