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EqualityConstrainedQPProblem Class

Class representing an equality constrained Quadratic Programming problem. Minimize 0.5 * x'Hx + x'c Subject to Ax = b where x is a vector of unknows, H a symmetric matrix, and A matrix.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreEqualityConstrainedQPProblem

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class EqualityConstrainedQPProblem : ICloneable

The EqualityConstrainedQPProblem type exposes the following members.

Constructors
  NameDescription
Public methodEqualityConstrainedQPProblem
Constructs an empty equality constrained QP problem.
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Properties
  NameDescription
Public propertyA
Gets and sets the constraints matrix.
Public propertyb
Gets and sets the right hand side vector for the linear equality constraints.
Public propertyc
Gets and the vector of coefficients for the linear terms in the objective function. Sometimes called the gradient.
Public propertyH
Gets and sets the matrix of coefficients for the quadratic terms in the objective function. Sometimes called the Hessian.
Remarks
Must be symmetric.
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Methods
  NameDescription
Public methodClone
Makes a deep copy of self.
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See Also