Package dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem

Class QPProblemOnlyEqualityConstraints

java.lang.Object
dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dev.nm.analysis.function.rn2r1.QuadraticFunction
dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem.QPProblemOnlyEqualityConstraints
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.

  • Constructor Details

    • QPProblemOnlyEqualityConstraints

      public QPProblemOnlyEqualityConstraints(QuadraticFunction f, LinearEqualityConstraints equal)
      Construct a quadratic programming problem with only equality constraints.
      Parameters:
      f - the quadratic objective function to be minimized
      equal - the linear equality constraints

  • Method Details

    • 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"

    • getAplus

      public Matrix getAplus()
      Returns:
      matrix Aplus in eq. 13.2

    • getVr

      public Matrix getVr()
      Returns:
      matrix Vr in eq. 13.2