dev.nm.analysis.function.rn2r1

Class QuadraticFunction

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.QuadraticFunction

All Implemented Interfaces:

Function<Vector,Double>, RealScalarFunction

Direct Known Subclasses:

QPProblemOnlyEqualityConstraints

public class QuadraticFunction
extends AbstractRealScalarFunction

A quadratic function takes this form: \(f(x) = \frac{1}{2}x^{\mathsf T}Hx+x^{\mathsf T}p + c\).

See Also:

• "Andreas Antoniou, Wu-Sheng Lu, "Section 13.2, Convex QP Problems with Equality Constraints," Practical Optimization: Algorithms and Engineering Applications."
• Wikipedia: Quadratic function

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
QuadraticFunction(Matrix H, Vector p) Construct a quadratic function of this form: \(f(x) = \frac{1}{2}x^{\mathsf T}Hx+x^{\mathsf T}p\).
QuadraticFunction(Matrix H, Vector p, double c) Construct a quadratic function of this form: \(f(x) = \frac{1}{2}x^{\mathsf T}Hx+x^{\mathsf T}p + c\).
QuadraticFunction(QuadraticFunction f) Copy constructor.

Method Summary

Modifier and Type	Method and Description
Double	evaluate(Vector z) Evaluate the function f at x, where x is from the domain.
ImmutableMatrix	Hessian()
ImmutableVector	p()
String	toString()

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

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

Constructor Detail

QuadraticFunction

public QuadraticFunction(Matrix H,
                         Vector p,
                         double c)

Construct a quadratic function of this form: \(f(x) = \frac{1}{2}x^{\mathsf T}Hx+x^{\mathsf T}p + c\).

Parameters:

H - a symmetric, positive semi-definite matrix

p - a vector

c - a constant

QuadraticFunction

public QuadraticFunction(Matrix H,
                         Vector p)

Construct a quadratic function of this form: \(f(x) = \frac{1}{2}x^{\mathsf T}Hx+x^{\mathsf T}p\).

Parameters:

H - a symmetric, positive semi-definite matrix

p - a vector

QuadraticFunction

public QuadraticFunction(QuadraticFunction f)

Copy constructor.

Parameters:

f - a quadratic function

Method Detail

Hessian

public ImmutableMatrix Hessian()

p

public ImmutableVector p()

evaluate

public Double evaluate(Vector z)

Description copied from interface: Function

Evaluate the function f at x, where x is from the domain.

Parameters:

z - x

Returns:

f(x)

toString

public String toString()

Overrides:

toString in class Object