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

  • Constructor Details

    • 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 matrix
      p - a vector
      c - 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 matrix
      p - a vector

    • QuadraticFunction

      public QuadraticFunction(QuadraticFunction f)
      Copy constructor.
      Parameters:
      f - a quadratic function

  • Method Details