Class QPProblemOnlyEqualityConstraints
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.QuadraticFunction
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- dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem.QPProblemOnlyEqualityConstraints
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- All Implemented Interfaces:
Function<Vector,Double>,RealScalarFunction
public class QPProblemOnlyEqualityConstraints extends QuadraticFunction
A quadratic programming problem with only equality constraints can be converted into a equivalent quadratic programming problem without constraints, hence a mere quadratic function.
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description QPProblemOnlyEqualityConstraints(QuadraticFunction f, LinearEqualityConstraints equal)Construct a quadratic programming problem with only equality constraints.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description MatrixgetAplus()ImmutableVectorgetSolutionToOriginalProblem(Vector phi)Backs out the solution for the original (constrained) problem, if the modified (unconstrained) problem can be solved.MatrixgetVr()-
Methods inherited from class dev.nm.analysis.function.rn2r1.QuadraticFunction
evaluate, Hessian, p, toString
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Constructor Detail
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QPProblemOnlyEqualityConstraints
public QPProblemOnlyEqualityConstraints(QuadraticFunction f, LinearEqualityConstraints equal)
Construct a quadratic programming problem with only equality constraints.- Parameters:
f- the quadratic objective function to be minimizedequal- the linear equality constraints
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Method Detail
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getSolutionToOriginalProblem
public ImmutableVector getSolutionToOriginalProblem(Vector phi)
Backs out the solution for the original (constrained) problem, if the modified (unconstrained) problem can be solved.- Parameters:
phi- the solution to the modified (unconstrained) problem- Returns:
- the solution to the original (constrained) problem, if the modified (unconstrained) problem can be solved
- See Also:
- "eq. 13.4a"
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getAplus
public Matrix getAplus()
- Returns:
- matrix Aplus in eq. 13.2
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getVr
public Matrix getVr()
- Returns:
- matrix Vr in eq. 13.2
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