Class KGOIterationalSimpleOptimizationU

java.lang.Object
com.polytechnik.kgo.KGOIterationalSimpleOptimizationU

public class KGOIterationalSimpleOptimizationU extends Object
A Knowledge Generalized Operator iteration optimization, directly in u_orig basis. The algorithm uses an adjustment from simplified to full version of constraints: \( \sum\limits_{k=0}^{nX-1}u_{ik}u_{jk}=\delta_{ij} \), for \(i,j=0\dots nC-1\). The Lagrange multipliers are calculated with LagrangeMultipliersPartialSubspace.calculateRegularLambda(int, int, double[], double[]). With this \( \lambda_{ij} \) the algorithm does not converge well, but a good enough solution can be found. A try without SVD.
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