com.joptimizer.solvers.DiagonalKKTSolver.java Source code

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Here is the source code for com.joptimizer.solvers.DiagonalKKTSolver.java

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/*
 * Copyright 2011-2013 JOptimizer
 *
 *   Licensed under the Apache License, Version 2.0 (the "License");
 *   you may not use this file except in compliance with the License.
 *   You may obtain a copy of the License at
 *
 *       http://www.apache.org/licenses/LICENSE-2.0
 *
 *   Unless required by applicable law or agreed to in writing, software
 *   distributed under the License is distributed on an "AS IS" BASIS,
 *   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *   See the License for the specific language governing permissions and
 *   limitations under the License.
 */
package com.joptimizer.solvers;

import org.apache.commons.lang3.ArrayUtils;
import com.joptimizer.MainActivity;
import android.util.Log;
import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.RealVector;

/**
 * H.v = -g, <br>
 * s.t H diagonal
 * 
 * @see "S.Boyd and L.Vandenberghe, Convex Optimization, p. 542"
 * @author alberto trivellato (alberto.trivellato@gmail.com)
 */
public class DiagonalKKTSolver extends KKTSolver {

    /**
     * Returns two vectors v and w.
     */
    @Override
    public double[][] solve() throws Exception {

        RealVector v = null;
        RealVector w = null;

        if (Log.isLoggable(MainActivity.JOPTIMIZER_LOGTAG, Log.DEBUG)) {
            Log.d(MainActivity.JOPTIMIZER_LOGTAG, "H: " + ArrayUtils.toString(H.getData()));
            Log.d(MainActivity.JOPTIMIZER_LOGTAG, "g: " + ArrayUtils.toString(g.toArray()));
        }

        v = new ArrayRealVector(g.getDimension());
        for (int i = 0; i < v.getDimension(); i++) {
            v.setEntry(i, -g.getEntry(i) / H.getEntry(i, i));
        }

        // solution checking
        if (this.checkKKTSolutionAccuracy && !this.checkKKTSolutionAccuracy(v, w)) {
            Log.e(MainActivity.JOPTIMIZER_LOGTAG, "KKT solution failed");
            throw new Exception("KKT solution failed");
        }

        double[][] ret = new double[2][];
        ret[0] = v.toArray();
        ret[1] = (w != null) ? w.toArray() : null;
        return ret;
    }
}