 | Interior |
Class for sovling quadratic programming (QP) problems using an interior point
algorithm.
Inheritance HierarchyNamespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
SyntaxThe InteriorPointQPSolver type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | InteriorPointQPSolver | Constructs an InteriorPointQPSolver object. |
Properties| Name | Description | |
|---|---|---|
 | CoefficientCount | Gets the total number of non-zero coefficients specified in the constraints. The solver is limited to 50,000 non-zero coefficients. |
| ExceptionMessage |
If the solver result is SolverResult.UnexpectedException
gets the exception message property.
(Inherited from ConstrainedOptimizer) |
| IterationCount | Gets the number of iterations performed by the solver for the most recent solve attempt. |
| OptimalObjectiveFunctionValue |
Gets the optimal objective function value if the solve result is
SolverResult.Optimal, or the current solution value if the result is
SolverResult.SolutionFeasibleButNotOptimal
Otherwise the value is Double.NaN.
(Inherited from ConstrainedOptimizer) |
| OptimalX |
Gets the optimal value if the solve result is SolverResult.Optimal,
or the current solution value if the result is
SolverResult.SolutionFeasibleButNotOptimal
Contains an empty vector otherwise.
(Inherited from ConstrainedOptimizer) |
| Result |
Gets the result of the most recent solve attempt.
(Inherited from ConstrainedOptimizer) |
Methods| Name | Description | |
|---|---|---|
 | AddConstraints |
Adds the linear constraints in the given linearly constrained problem to a Microsoft
Solver Foundation linear model.
(Inherited from ConstrainedOptimizer) |
| AddVariablesAndBounds |
Adds the variables in the given linearly constrained problem to a Microsoft
Solver Foundation linear model.
(Inherited from ConstrainedOptimizer) |
| SetStatus |
Sets the SolverResult value base on the give Microsoft
Solver Foundation LinearResult value.
(Inherited from ConstrainedOptimizer) |
| Solve(QuadraticProgrammingProblem) | Attempts to solve a quadratic programming problem with default solver parameters. |
| Solve(QuadraticProgrammingProblem, InteriorPointQPSolverParams) | Attempts to solve a quadratic programming problem using the given solver parameters and starting point. |
Fields| Name | Description | |
|---|---|---|
 | exceptionMessage_ |
Constains exception message if there is an unexpected exception
during the solve.
(Inherited from ConstrainedOptimizer) |
| optimalValue_ |
Optimal value of the objective function if the the result of
the solver is SolveResult.Optimal (Inherited from ConstrainedOptimizer) |
| optimalX_ |
Optimal solution value of the the result if the solver is
SolveResult.Optimal (Inherited from ConstrainedOptimizer) |
| result_ |
Result of the solver attempt.
(Inherited from ConstrainedOptimizer) |
Remarks
QP problems are of the form:
Minimize 0.5*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.
Minimize 0.5*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.
See Also