QpBoxAndEqDecomp Class Reference

Very simple quadratic program solver for box constrained problems. More...

#include <QuadraticProgram.h>

Inheritance diagram for QpBoxAndEqDecomp:

QPSolver

List of all members.

Static Public Member Functions

static void Solve (const Array< double > &quadratic, const Array< double > &linear, const Array< double > &boxMin, const Array< double > &boxMax, const Array< double > &eqMat, Array< double > &point, double accuracy=1e-3)

Static Protected Member Functions

static void Orthogonalize (Array< double > &eq)
static void Project (const Array< double > &eq, const Array< double > &gradient, Array< double > &direction)

Detailed Description

Very simple quadratic program solver for box constrained problems.

Definition at line 1257 of file QuadraticProgram.h.

Member Function Documentation

void QpBoxAndEqDecomp::Orthogonalize ( Array< double > &  eq  )  [static, protected]

Definition at line 3124 of file QuadraticProgram.cpp.

Referenced by Solve().

void QpBoxAndEqDecomp::Project ( const Array< double > &  eq,
const Array< double > &  gradient,
Array< double > &  direction 
) [static, protected]

Definition at line 3159 of file QuadraticProgram.cpp.

Referenced by Solve().

void QpBoxAndEqDecomp::Solve ( const Array< double > &  quadratic,
const Array< double > &  linear,
const Array< double > &  boxMin,
const Array< double > &  boxMax,
const Array< double > &  eqMat,
Array< double > &  point,
double  accuracy = 1e-3 
) [static]

Parameters:
quadratic quadratic part M of the objective function
linear linear part v of the target function
boxMin vector l of lower bounds
boxMax vector u of upper bounds
eqMat matrix A of the equality constraints
point input: initial feasible vector $ \alpha $; output: solution $ \alpha^* $

Definition at line 3010 of file QuadraticProgram.cpp.

References i, Orthogonalize(), and Project().

The documentation for this class was generated from the following files: