dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint

Class SDPT3v4_1a

java.lang.Object

dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint.SDPT3v4_1a

public class SDPT3v4_1a
extends Object

This implements Algorithm_IPC, the SOCP interior point algorithm in SDPT3 version 4.

See Also:

"K. C. Toh, M. J. Todd, R. H. Tütüncü, "On the implementation and usage of SDPT3 - a MATLAB software package for semidefinite-quadratic-linear programming, version 4.0," in Handbook on Semidefinite, Cone and Polynomial Optimization: Theory, Algorithms, Software and Applications, Anjos, M. and Lasserre, J.B., ED. Springer, 2012, pp. 715--754."

Method Summary

Modifier and Type	Method and Description
PrimalDualSolution	iterate(PrimalDualSolution soln0, Vector Ax, Vector Aty, double mu)

Methods inherited from class java.lang.Object

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

Method Detail

iterate

public PrimalDualSolution iterate(PrimalDualSolution soln0,
                                  Vector Ax,
                                  Vector Aty,
                                  double mu)