DUNE: Uniform Navigational Environment  2016.09.0
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
Collaboration diagram for DUNE::Math::QPSolver:
Collaboration graph