| Modifier and Type | Interface and Description |
|---|---|
interface |
Maxmizer<P extends OptimProblem,S extends MaximizationSolution<?>>
This interface represents an optimization algorithm that maximizers a real valued objective
function, one or multi dimension.
|
interface |
Minimizer<P extends OptimProblem,S extends MinimizationSolution<?>>
This interface represents an optimization algorithm that minimizes a real valued objective
function, one or multi dimension.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
ConstrainedOptimSubProblem
A constrained optimization sub-problem takes this form. \[ \min_x f(x) \]
s.t.,
{x_i = v_i}, for some i's, i.e., some values of x are fixed
hi(x) = 0
gi(x) ≤ 0
This representations is simply the union of the original optimization problem
and the fixed values.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SDPDualProblem
A dual SDP problem, as in equation 14.4 in the reference, takes the following form.
\[
\begin{aligned}
& \underset{y}{\text{maximize}}
& & \mathbf{b^T y} \\
& \text{subject to}
& & \sum_{i=1}^{p}y_i\mathbf{A_i}+\textbf{S} = \textbf{C} \\
&&& \textbf{S} \succeq \textbf{0}
\end{aligned}
\]
|
| Modifier and Type | Class and Description |
|---|---|
class |
SOCPDualProblem
This is the Dual Second Order Conic Programming problem.
\[
\max_y \mathbf{b'y} \textrm{ s.t.,} \\
\mathbf{\hat{A}_i'y + s_i = \hat{c}_i} \\
s_i \in K_i, i = 1, 2, ..., q
\]
|
class |
SOCPDualProblem1
This is the Dual Second Order Conic Programming problem.
\[
\max_y \mathbf{b'y} \textrm{ s.t.,} \\
\mathbf{{A^q}_i'y + s_i = c^q_i}, s_i \in K_i, i = 1, 2, ..., q \\
\mathbf{{A^{\ell}}^T y + z^{\ell} = c^{\ell}} \\
\mathbf{{A^{u}}^T y = c^{u}} \\
\]
|
class |
SOCPGeneralProblem
Many convex programming problems can be represented in the following form.
|
class |
SOCPGeneralProblem1
Many convex programming problems can be represented in the following form.
\[
\begin{align*}
\min_x \quad & \mathbf{f^T} x \\
\textrm{s.t.}
|
| Modifier and Type | Class and Description |
|---|---|
class |
SOCPPortfolioProblem
Constructs an SOCP problem for portfolio optimization.
|
class |
SOCPPortfolioProblem1
Constructs an SOCP problem for portfolio optimization.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
LPProblem
A linear programming (LP) problem minimizes a linear objective function subject to a collection of linear constraints.
\[
\min c'x
\]
s.t.
\[
\begin{gathered}
A \cdot x \ge b \\
Aeq \cdot x = beq
\end{gathered}
\]
some x ≥ 0, some x are free.
|
| Modifier and Type | Class and Description |
|---|---|
class |
LPCanonicalProblem1
This is a linear programming problem in the 1st canonical form (following the convention in the reference):
\[
\min c'x
\]
s.t.
\[
\begin{gathered}
A \cdot x \ge b, \\
x \ge 0
\end{gathered}
\]
b ≤ 0 if the problem is feasible
|
class |
LPCanonicalProblem2
This is a linear programming problem in the 2nd canonical form (following the convention in the wiki):
\[
\min c'x
\]
s.t.
\[
\begin{gathered}
A \cdot x \le b, \\
x \ge 0
\end{gathered}
\]
b ≥ 0 if the problem is feasible
|
class |
LPProblemImpl1
This is an implementation of a linear programming problem,
LPProblem. |
class |
LPStandardProblem
This is a linear programming problem in the standard form:
\[
\min c'x
\]
s.t.
\[
\begin{gathered}
A \cdot x = b, \\
x \ge 0
\end{gathered}
\]
|
| Modifier and Type | Class and Description |
|---|---|
static class |
LPRevisedSimplexSolver.Problem |
| Modifier and Type | Class and Description |
|---|---|
class |
QPProblem
Quadratic Programming is the problem of optimizing (minimizing) a quadratic function of several variables subject to linear constraints on these variables.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
IPProblem
An Integer Programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers.
\[
\min_x f(x) \textrm{ s.t.,} \\
h_i(x) = 0 \\
g_i(x) \leq 0
\]
Some {xi} are integers.
|
| Modifier and Type | Class and Description |
|---|---|
class |
IPProblemImpl1
This is an implementation of a general Integer Programming problem in which some variables take only integers.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BruteForceIPProblem
This implementation is an integral constrained minimization problem that has enumerable integral domains.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ILPNode
This is the branch-and-bound node used in conjunction with
ILPBranchAndBoundMinimizer to
solve an Integer Linear Programming problem. |
| Modifier and Type | Interface and Description |
|---|---|
interface |
ILPProblem
A linear program in real variables is said to be integral if it has at least one optimal solution which is integral.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ILPProblemImpl1
This implementation is an ILP problem, in which the variables can be real or integral.
|
class |
PureILPProblem
This is a pure integer linear programming problem, in which all variables are integral.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
ConstrainedOptimProblem
A constrained optimization problem takes this form. \[ \min_x f(x) \] s.t.,
\[
\begin{gathered}
h_{i}(x) = 0 \\
g_{i}(x) \le 0
\end{gathered}
\]
|
| Modifier and Type | Class and Description |
|---|---|
class |
BoxOptimProblem
A box constrained optimization problem, for which a solution must be within fixed bounds.
|
class |
ConstrainedOptimProblemImpl1
This implements a constrained optimization problem for a function f
subject to equality and less-than-or-equal-to constraints. \[ \min_x f(x) \]
s.t.,
\[
\begin{gathered}
h_{i}(x) = 0 \\
g_{i}(x) \le 0
\end{gathered}
\]
|
class |
NonNegativityConstraintOptimProblem
This is a constrained optimization problem for a function which has all non-negative variables.
\[
\min_x f(x)
\]
s.t.,
\[
x \ge 0
\]
|
| Modifier and Type | Method and Description |
|---|---|
IterativeSolution<Vector> |
DEOptim.solve(OptimProblem problem) |
| Modifier and Type | Class and Description |
|---|---|
class |
LocalSearchCellFactory<P extends OptimProblem,T extends IterativeMinimizer<OptimProblem>>
|
class |
LocalSearchCellFactory<P extends OptimProblem,T extends IterativeMinimizer<OptimProblem>>
|
static interface |
LocalSearchCellFactory.MinimizerFactory<U extends IterativeMinimizer<OptimProblem>>
This factory constructs a new
Minimizer for each mutation operation. |
| Modifier and Type | Method and Description |
|---|---|
IterativeSolution<Vector> |
SimpleGridMinimizer.solve(OptimProblem problem) |
| Modifier and Type | Interface and Description |
|---|---|
interface |
IterativeMinimizer<P extends OptimProblem>
This is an iterative multivariate minimizer.
|
interface |
MultivariateMinimizer<P extends OptimProblem,S extends MinimizationSolution<Vector>>
This is a minimizer that minimizes a multivariate function or a
Vector function.
|
| Modifier and Type | Method and Description |
|---|---|
BruteForceMinimizer.Solution |
DoubleBruteForceMinimizer.solve(OptimProblem problem) |
| Modifier and Type | Method and Description |
|---|---|
IterativeSolution<Vector> |
SimulatedAnnealingMinimizer.solve(OptimProblem problem) |
| Modifier and Type | Interface and Description |
|---|---|
interface |
C2OptimProblem
This is an optimization problem of a real valued function that is twice differentiable.
|
| Modifier and Type | Class and Description |
|---|---|
class |
C2OptimProblemImpl
This is an optimization problem of a real valued function: \(\min_x f(x)\).
|
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