Class QuadraticProgrammingProblem encapsulates a quadratic programming (QP) problem.
Namespace:
CenterSpace.NMath.AnalysisAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
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[SerializableAttribute] public class QuadraticProgrammingProblem : ICloneable |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class QuadraticProgrammingProblem _ Implements ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class QuadraticProgrammingProblem : ICloneable |
Remarks
A QP problem has the following form:
Minimize x'Hx + x'c
Subject to
ai'x = bi, for i in E,
ai'x >= bi, for i in I
where H is a symmetric matrix (sometimes called the Hessian) and E and I are finite sets of Indices.
Subject to
ai'x = bi, for i in E,
ai'x >= bi, for i in I
where H is a symmetric matrix (sometimes called the Hessian) and E and I are finite sets of Indices.
