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
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
Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
ConstructorsConstructorDescriptionConstruct a quadratic programming problem with only equality constraints. -
Method Summary
Methods inherited from class dev.nm.analysis.function.rn2r1.QuadraticFunction
evaluate, Hessian, p, toString
Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Constructor Details
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QPProblemOnlyEqualityConstraints
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 Details
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getSolutionToOriginalProblem
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:
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getAplus
- Returns:
- matrix Aplus in eq. 13.2
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getVr
- Returns:
- matrix Vr in eq. 13.2
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