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 Matrix
getAplus()
ImmutableVector
getSolutionToOriginalProblem(Vector phi)
Backs out the solution for the original (constrained) problem, if the modified (unconstrained) problem can be solved.Matrix
getVr()
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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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