hex.psvm.psvm

Class PrimalDualIPM

java.lang.Object

hex.psvm.psvm.PrimalDualIPM

public class PrimalDualIPM
extends java.lang.Object

Implementation of Primal-Dual Interior Point Method based on https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/34638.pdf This implementation is based on and takes clues from the reference PSVM implementation in C++: https://code.google.com/archive/p/psvm/source/default/source original code: Copyright 2007 Google Inc., Apache License, Version 2.0

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	PrimalDualIPM.Parms
static interface	PrimalDualIPM.ProgressObserver

Constructor Summary

Constructors

Constructor and Description
PrimalDualIPM()

Method Summary

Modifier and Type	Method and Description
static water.fvec.Vec	solve(water.fvec.Frame rbicf, water.fvec.Vec label, PrimalDualIPM.Parms params, PrimalDualIPM.ProgressObserver observer)

Methods inherited from class java.lang.Object

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

Constructor Detail

PrimalDualIPM

public PrimalDualIPM()

Method Detail

solve

public static water.fvec.Vec solve(water.fvec.Frame rbicf,
                                   water.fvec.Vec label,
                                   PrimalDualIPM.Parms params,
                                   PrimalDualIPM.ProgressObserver observer)