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optimization
BoundedLSQRSolver.h
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#ifndef BOUNDED_LSQR_SOLVER_H
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#define BOUNDED_LSQR_SOLVER_H
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#include "LinearProgram.h"
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namespace
Optimization
{
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class
BoundedLSQRSolver
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{
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public
:
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BoundedLSQRSolver
(
const
Matrix
& A,
const
Vector
& b,
const
Vector
& l,
const
Vector
& u);
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LinearProgram::Result Solve(
Vector
& x);
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Matrix
A;
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Vector
b;
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Vector
l,u;
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int
verbose;
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Real fTol,gradTol,xTol;
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int
maxIters;
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};
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}
//namespace Optimization
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#endif
Optimization
Namespace for classes and functions in the Optimization package.
Definition:
CSet.h:7
Optimization::BoundedLSQRSolver
Solve the bounded least-squares problem min||Ax-b||^2 s.t. l <= x <= b accepts infinite constraints t...
Definition:
BoundedLSQRSolver.h:12
Math::MatrixTemplate< Real >
Math::VectorTemplate< Real >
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