DUNE::Math::QPSolver Class Reference

Detailed Description

Quadratic programming solver.

Classes
class	Error

Static Public Member Functions
static double	solve (const Matrix &H, const Matrix &f, const Matrix &A, const Matrix &b, Matrix &x)
static double	solve (const Matrix &H, const Matrix &f, const Matrix &Aeq, const Matrix &beq, const Matrix &A, const Matrix &b, Matrix &x)

Member Function Documentation

double DUNE::Math::QPSolver::solve ( const Matrix &  H, const Matrix &  f, const Matrix &  A, const Matrix &  b, Matrix &  x  )

static

Minimize 0.5 x' H x + f' x subject to: A x <= b.

double DUNE::Math::QPSolver::solve ( const Matrix &  H, const Matrix &  f, const Matrix &  Aeq, const Matrix &  beq, const Matrix &  A, const Matrix &  b, Matrix &  x  )

static

Minimize 0.5 x' H x + f' x subject to: A x <= b and Aeq x = beq.

References DUNE::Math::Matrix::columns(), DUNE::Math::Matrix::dot(), DUNE::Math::Matrix::isColumnVector(), DUNE::Math::Matrix::isSquare(), DUNE::Math::Matrix::resize(), DUNE::Math::Matrix::rows(), and DUNE::Math::sum().

Collaboration diagram for DUNE::Math::QPSolver: