KrisLibrary  1.0.0
BoundedLSQRSolver.h
1 #ifndef BOUNDED_LSQR_SOLVER_H
2 #define BOUNDED_LSQR_SOLVER_H
3 
4 #include "LinearProgram.h"
5 
6 namespace Optimization {
7 
13 {
14  public:
15  BoundedLSQRSolver(const Matrix& A,const Vector& b,const Vector& l,const Vector& u);
16  LinearProgram::Result Solve(Vector& x);
17 
18  Matrix A;
19  Vector b;
20  Vector l,u;
21 
22  int verbose;
23  Real fTol,gradTol,xTol;
24  int maxIters;
25 };
26 
27 } //namespace Optimization
28 
29 #endif
Namespace for classes and functions in the Optimization package.
Definition: CSet.h:7
Solve the bounded least-squares problem min||Ax-b||^2 s.t. l <= x <= b accepts infinite constraints t...
Definition: BoundedLSQRSolver.h:12