ConstrainedLeastSquaresProblem Class

Class that encapsulates a constrained least squares problem.

Inheritance Hierarchy

SystemObject
  CenterSpace.NMath.CoreBoundedVariableProblem
    CenterSpace.NMath.CoreLinearConstrainedProblem
      CenterSpace.NMath.CoreConstrainedLeastSquaresProblem

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.3

Syntax

C++

Copy

public class ConstrainedLeastSquaresProblem : LinearConstrainedProblem, 
	ICloneable

Public Class ConstrainedLeastSquaresProblem
	Inherits LinearConstrainedProblem
	Implements ICloneable

public ref class ConstrainedLeastSquaresProblem : public LinearConstrainedProblem, 
	ICloneable

type ConstrainedLeastSquaresProblem =  
    class
        inherit LinearConstrainedProblem
        interface ICloneable
    end

The ConstrainedLeastSquaresProblem type exposes the following members.

Constructors

	Name	Description
	ConstrainedLeastSquaresProblem	Constructs an empty ConstrainedLeastSquaresProblem instance.
	ConstrainedLeastSquaresProblem(DoubleMatrix, DoubleVector)	Constructs a ConstrainedLeastSquaresProblem instance for the problem Ax = b.

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Properties

	Name	Description
	A	Gets and sets the matrix A in the problem Ax = b.
	b	Gets and sets the vector b in the problem Ax = b.
	Constraints	Gets and sets the linear constraints for the problem. (Inherited from LinearConstrainedProblem.)
	NumVariables	Gets the number of independent variables for the problem. (Overrides BoundedVariableProblemNumVariables.)
	VariableBounds	Gets and sets variable bounds for the problem. (Inherited from BoundedVariableProblem.)

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Methods

	Name	Description
	AddBounds(Int32, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem.)
	AddBounds(Int32, Double, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem.)
	AddConstraint(LinearConstraint)	Adds the given constraint to the problem. (Inherited from LinearConstrainedProblem.)
	AddConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem.)
	AddConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem.)
	AddConstraint(DoubleVector, Double, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem.)
	AddConstraint(ILinearConstraintCoefficients, Double, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem.)
	AddEqualityConstraint(DoubleVector, Double)	Adds an equality constraint of the form coefficients'x = rightHandSide (Inherited from LinearConstrainedProblem.)
	AddEqualityConstraint(ILinearConstraintCoefficients, Double)	Adds an equality constraint of the form coefficients'x = rightHandSide (Inherited from LinearConstrainedProblem.)
	AddLowerBound(Int32, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem.)
	AddLowerBound(Int32, Double, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem.)
	AddLowerBoundConstraint(DoubleVector, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem.)
	AddLowerBoundConstraint(ILinearConstraintCoefficients, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem.)
	AddLowerBoundConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem.)
	AddLowerBoundConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem.)
	AddUpperBound(Int32, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem.)
	AddUpperBound(Int32, Double, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem.)
	AddUpperBoundConstraint(DoubleVector, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem.)
	AddUpperBoundConstraint(ILinearConstraintCoefficients, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem.)
	AddUpperBoundConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem.)
	AddUpperBoundConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem.)
	CheckVariableIndex	Bounds checks the given variable index . (Overrides BoundedVariableProblemCheckVariableIndex(Int32).)
	Clone	Returns a deep copy of self.
	EvaluateConstraints	Evaluates each of the constraints at the specified point and returns the results. (Inherited from LinearConstrainedProblem.)
	PointIsFeasible(DoubleVector)	Function for determining the feasibility of a give point. A point x is feasible if it satisfies all the constraints of the problem. (Inherited from LinearConstrainedProblem.)
	PointIsFeasible(DoubleVector, Double)	Function for determining the feasibility of a give point. (Inherited from LinearConstrainedProblem.)

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Fields

	Name	Description
	constraints_	Problem constraints. (Inherited from LinearConstrainedProblem.)
	variableBounds_	Map containing variable bounds. Key is the variable ID, the value is the bounds. (Inherited from BoundedVariableProblem.)

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Remarks

Minimize ||Ax - b||^2 /// Subject to
ai'x = bi, for i in E,
ai'x >= bi, for i in I

where A is an mxn matrix, b is an m-vector, each ai is an n-vector and each bi is a scalar. ||.||^2 denotes the Euclidean norm squared.

Reference

CenterSpace.NMath.Core Namespace