Package dev.nm.analysis.function.rn2r1
Class QuadraticFunction
- java.lang.Object
-
- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
-
- dev.nm.analysis.function.rn2r1.QuadraticFunction
-
- All Implemented Interfaces:
Function<Vector,Double>,RealScalarFunction
- Direct Known Subclasses:
QPProblemOnlyEqualityConstraints
public class QuadraticFunction extends AbstractRealScalarFunction
A quadratic function takes this form: \(f(x) = \frac{1}{2} \times x'Hx + x'p + c\).- See Also:
- "Andreas Antoniou, Wu-Sheng Lu, "Section 13.2, Convex QP Problems with Equality Constraints," Practical Optimization: Algorithms and Engineering Applications."
- Wikipedia: Quadratic function
-
-
Nested Class Summary
-
Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
-
-
Constructor Summary
Constructors Constructor Description QuadraticFunction(Matrix H, Vector p)Construct a quadratic function of this form: \(f(x) = \frac{1}{2} \times x'Hx + x'p\).QuadraticFunction(Matrix H, Vector p, double c)Construct a quadratic function of this form: \(f(x) = \frac{1}{2} \times x'Hx + x'p + c\).QuadraticFunction(QuadraticFunction f)Copy constructor.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Doubleevaluate(Vector z)Evaluate the function f at x, where x is from the domain.ImmutableMatrixHessian()ImmutableVectorp()StringtoString()-
Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
-
-
-
-
Constructor Detail
-
QuadraticFunction
public QuadraticFunction(Matrix H, Vector p, double c)
Construct a quadratic function of this form: \(f(x) = \frac{1}{2} \times x'Hx + x'p + c\).- Parameters:
H- a symmetric, positive semi-definite matrixp- a vectorc- a constant
-
QuadraticFunction
public QuadraticFunction(Matrix H, Vector p)
Construct a quadratic function of this form: \(f(x) = \frac{1}{2} \times x'Hx + x'p\).- Parameters:
H- a symmetric, positive semi-definite matrixp- a vector
-
QuadraticFunction
public QuadraticFunction(QuadraticFunction f)
Copy constructor.- Parameters:
f- a quadratic function
-
-
Method Detail
-
Hessian
public ImmutableMatrix Hessian()
-
p
public ImmutableVector p()
-
evaluate
public Double evaluate(Vector z)
Description copied from interface:FunctionEvaluate the function f at x, where x is from the domain.- Parameters:
z- x- Returns:
- f(x)
-
-