QuadraticProblem.java

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package com.rapidminer.operator.learner.functions.kernel.jmysvm.optimizer;

/**
 * A quadratic optimization problem.
 * 
 * @author Stefan Rueping
 */
public abstract class QuadraticProblem {

	// Public variables that describe the quadratic problem
	protected int n; // number of variables

	static int m = 1; // number of linear constraints, 1 for now

	public double[] c;

	public double[] H; // c' * x + 1/2 x' * H * x -> min

	public double[] A;

	public double[] b; // A * x = b

	public double[] l;

	public double[] u; // l <= x <= u

	public double[] x;

	public double max_allowed_error;

	public QuadraticProblem() {
		n = 0;
		lambda_eq = 0.0d;
	};

	public void set_n(int new_n) {
		n = new_n;
		c = new double[n];
		H = new double[n * n];
		A = new double[n];
		b = new double[n];
		l = new double[n];
		u = new double[n];
		x = new double[n];
	};

	public int get_n() {
		return (n);
	};

	public double lambda_eq;

	protected abstract void calc_lambda_eq();

	public abstract int solve();
};