Package dev.nm.analysis.function.rn2r1
Class QuadraticFunction
- 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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- 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
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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 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.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Double
evaluate(Vector z)
Evaluate the function f at x, where x is from the domain.ImmutableMatrix
Hessian()
ImmutableVector
p()
String
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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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
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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
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QuadraticFunction
public QuadraticFunction(QuadraticFunction f)
Copy constructor.- Parameters:
f
- a quadratic function
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Method Detail
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Hessian
public ImmutableMatrix Hessian()
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p
public ImmutableVector p()
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evaluate
public Double evaluate(Vector z)
Description copied from interface:Function
Evaluate the function f at x, where x is from the domain.- Parameters:
z
- x- Returns:
- f(x)
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