Quadratic program definition. More...

Inheritance diagram for Optimization::QuadraticProgram:

Public Member Functions
void	Print (std::ostream &out) const

void	Resize (int m, int n)

bool	IsValid () const

Real	Objective (const Vector &x) const

Public Member Functions inherited from Optimization::LinearConstraints
void	Resize (int m, int n)

void	AddConstraint (Real qi, const Vector &Ai, Real pi)

void	AddConstraints (int num)

void	AddVariable (Real li=-Inf, Real ui=Inf)

void	AddVariables (int num)

bool	IsValid () const

BoundType	ConstraintType (int i) const

BoundType	VariableType (int j) const

bool	HasEqualities () const

bool	HasInequalities () const

bool	HasBounds () const

Real	EqualityError (const Vector &x) const

Real	InequalityMargin (const Vector &x) const

Real	BoundMargin (const Vector &x) const

Real	InfeasibilityMeasure (const Vector &x) const

bool	SatisfiesEqualities (const Vector &x, Real tol=Epsilon) const

bool	SatisfiesInequalities (const Vector &x) const

bool	SatisfiesBounds (const Vector &x) const

bool	IsFeasible (const Vector &x, Real equalityTol=Epsilon) const

void	ProjectDirection (Vector &v) const

void	Print (std::ostream &out) const

void	GetSimpleForm (Matrix &Aeq, Vector &beq, Matrix &Aineq, Vector &bineq) const

void	SetSimpleForm (const Matrix &Aeq, const Vector &beq, const Matrix &Aineq, const Vector &bineq)

void	SetRef (const LinearConstraints &)

void	Copy (const LinearConstraints &)

void	Swap (LinearConstraints &)

const LinearConstraints &	operator= (const LinearConstraints &lp)

Public Attributes
Matrix	Pobj

Vector	qobj

Public Attributes inherited from Optimization::LinearConstraints
Matrix	A

Vector	q

Vector	p

Vector	l

Vector	u

Additional Inherited Members
Public Types inherited from Optimization::LinearConstraints
enum	BoundType { Free, LowerBound, UpperBound, Bounded, Fixed }

Static Public Member Functions inherited from Optimization::LinearConstraints
static bool	HasLowerBound (BoundType b)

static bool	HasUpperBound (BoundType b)

Detailed Description

Quadratic program definition.

Defines the QP min 0.5*x'*Pobj*x +qobj'*x
s.t. q <= Ax <= p l <= x <= u

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

Public Member Functions