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

C++

Copy

[SerializableAttribute]
public class EqualityConstrainedQPProblem : ICloneable

<SerializableAttribute>
Public Class EqualityConstrainedQPProblem
	Implements ICloneable

[SerializableAttribute]
public ref class EqualityConstrainedQPProblem : ICloneable

[<SerializableAttribute>]
type EqualityConstrainedQPProblem =  
    class
        interface ICloneable
    end

The EqualityConstrainedQPProblem type exposes the following members.

Constructors

	Name	Description
	EqualityConstrainedQPProblem	Constructs an empty equality constrained QP problem.

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Properties

	Name	Description
	A	Gets and sets the constraints matrix.
	b	Gets and sets the right hand side vector for the linear equality constraints.
	c	Gets and the vector of coefficients for the linear terms in the objective function. Sometimes called the gradient.
	H	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

	Name	Description
	Clone	Makes a deep copy of self.

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Reference

CenterSpace.NMath.Core Namespace