minimizex f0(x) s.t.
fi(x) ≤ 0, i=1,...,m
Ax = b,
where f0,...,fm: Rn→R are convex
and twice continuously differentiable multivariate real functions, and A ∈
RpXn with rankA = p < n.
This is given the name of convex optimization and, for example, LP, QP, QCQP, SOCP, SDP are special cases of it.
JOptimizer is thread-safe and can be used in a standalone application as well as in a J2EE environment:
in fact, one of its first goals is to fill the lack of a pure-java optimizer because many of the market libraries
run in an external process and that's not always a choice (especially in the case it has to be deployed in a J2EE server environment).
Internal linear algebra is based on the open source libraries commons-math and
Colt,
while theoretical foundation is based on the work of
S.Boyd and L.Vandenberghe,
"Convex Optimization".
