Class 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 Detail

      • 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 Detail

      • 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