SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing

Class HomogeneousPathFollowingMinimizer

• java.lang.Object
• com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.HomogeneousPathFollowingMinimizer
• Constructor Detail

• HomogeneousPathFollowingMinimizer

public HomogeneousPathFollowingMinimizer(double gamma0,
double sigma0,
double epsilon)
Constructs a Homogeneous Self-Dual Path-Following minimizer to solve semi-definite programming problems.
Parameters:
gamma0 - $$0 < \gamma < 1$$; it ensures the next iterates are inside the feasible set; suggested values are between 0.9 and 0.99.
sigma0 - $$0 \leq \sigma < 1$$, the centering parameter
epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
• HomogeneousPathFollowingMinimizer

public HomogeneousPathFollowingMinimizer(double epsilon)
Constructs a Homogeneous Self-Dual Path-Following minimizer to solve semi-definite programming problems.
Parameters:
epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0