Example usage for org.apache.commons.math3.linear RealVector setSubVector

Introduction

In this page you can find the example usage for org.apache.commons.math3.linear RealVector setSubVector.

Prototype

public abstract void setSubVector(int index, RealVector v) throws OutOfRangeException;

Source Link

Document

Set a sequence of consecutive elements.

Usage

From source file:com.joptimizer.functions.SOCPLogarithmicBarrier.java

public double[] gradient(double[] X) {
    RealVector x = new ArrayRealVector(X);

    RealVector ret = new ArrayRealVector(dim);
    for (int i = 0; i < socpConstraintParametersList.size(); i++) {
        SOCPConstraintParameters param = socpConstraintParametersList.get(i);
        double t = this.buildT(param, x);
        RealVector u = this.buildU(param, x);
        double t2uu = t * t - u.dotProduct(u);
        RealMatrix Jacob = this.buildJ(param, x);
        int k = u.getDimension();
        RealVector G = new ArrayRealVector(k + 1);
        G.setSubVector(0, u);
        G.setEntry(k, -t);/*from  ww  w  .jav  a2s .  c o  m*/
        RealVector ret_i = Jacob.operate(G).mapMultiply((2. / t2uu));
        ret = ret.add(ret_i);
    }

    return ret.toArray();
}

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From source file:com.joptimizer.functions.SOCPLogarithmicBarrier.java

/**
 * Create the barrier function for the Phase I.
 * It is an instance of this class for the constraints: 
 * <br>||Ai.x+bi|| < ci.x+di+t, i=1,...,m
 * @see "S.Boyd and L.Vandenberghe, Convex Optimization, 11.6.2"
 */// www . j a v  a2 s.com
public BarrierFunction createPhase1BarrierFunction() {

    final int dimPh1 = dim + 1;
    List<SOCPConstraintParameters> socpConstraintParametersPh1List = new ArrayList<SOCPConstraintParameters>();
    SOCPLogarithmicBarrier bfPh1 = new SOCPLogarithmicBarrier(socpConstraintParametersPh1List, dimPh1);

    for (int i = 0; i < socpConstraintParametersList.size(); i++) {
        SOCPConstraintParameters param = socpConstraintParametersList.get(i);
        RealMatrix A = param.getA();
        RealVector b = param.getB();
        RealVector c = param.getC();
        double d = param.getD();

        RealMatrix APh1 = MatrixUtils.createRealMatrix(A.getRowDimension(), dimPh1);
        APh1.setSubMatrix(A.getData(), 0, 0);
        RealVector bPh1 = b;
        RealVector cPh1 = new ArrayRealVector(c.getDimension() + 1);
        cPh1.setSubVector(0, c);
        cPh1.setEntry(c.getDimension(), 1);
        double dPh1 = d;

        SOCPConstraintParameters paramsPh1 = new SOCPConstraintParameters(APh1.getData(), bPh1.toArray(),
                cPh1.toArray(), dPh1);
        socpConstraintParametersPh1List.add(socpConstraintParametersPh1List.size(), paramsPh1);
    }

    return bfPh1;
}

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