| Package | Description |
|---|---|
| dev.nm.analysis.function.rn2r1 | |
| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp |
Quadratic programming with explicit objective and constraint conventions.
|
| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem |
| Constructor and Description |
|---|
QuadraticFunction(QuadraticFunction f)
Copy constructor.
|
| Modifier and Type | Method and Description |
|---|---|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f)
Solves an unconstrained quadratic programming problem of this form.
\[
\min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \}
\]
|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
double epsilon)
Solves an unconstrained quadratic programming problem of this form.
\[
\min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \}
\]
|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
LinearEqualityConstraints equal)
Solves a quadratic programming problem subject to equality constraints.
\[
\min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \}, Ax = b
\]
|
static QPSolution |
QPSimpleMinimizer.solve(QuadraticFunction f,
LinearEqualityConstraints equal,
double epsilon)
Solves a quadratic programming problem subject to equality constraints.
\[
\min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \}, Ax = b
\]
|
| Modifier and Type | Class and Description |
|---|---|
class |
QPProblemOnlyEqualityConstraints
A quadratic programming problem with only equality constraints can be converted into
a equivalent quadratic programming problem without constraints, hence a mere quadratic function.
|
| Modifier and Type | Method and Description |
|---|---|
QuadraticFunction |
QPProblem.f() |
| Constructor and Description |
|---|
QPProblem(QuadraticFunction f,
LinearEqualityConstraints equal,
LinearGreaterThanConstraints greater)
Construct a quadratic programming problem with linear equality and greater-than-or-equal-to constraints.
|
QPProblem(QuadraticFunction f,
LinearEqualityConstraints equal,
LinearGreaterThanConstraints greater,
LinearLessThanConstraints less)
Construct a quadratic programming problem.
|
QPProblem(QuadraticFunction f,
LinearEqualityConstraints equal,
LinearLessThanConstraints less)
Construct a quadratic programming problem with linear equality and less-than-or-equal-to constraints.
|
QPProblem(QuadraticFunction f,
LinearGreaterThanConstraints greater)
Construct a quadratic programming problem with linear greater-than-or-equal-to constraints.
|
QPProblem(QuadraticFunction f,
LinearGreaterThanConstraints greater,
LinearLessThanConstraints less)
Construct a quadratic programming problem with linear inequality constraints.
|
QPProblem(QuadraticFunction f,
LinearLessThanConstraints less)
Construct a quadratic programming problem with linear less-than-or-equal-to constraints.
|
QPProblemOnlyEqualityConstraints(QuadraticFunction f,
LinearEqualityConstraints equal)
Construct a quadratic programming problem with only equality constraints.
|
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