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InteriorPointQPSolver Class

Class for sovling quadratic programming (QP) problems using an interior point algorithm.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public class InteriorPointQPSolver : ConstrainedOptimizer

The InteriorPointQPSolver type exposes the following members.

Constructors
  NameDescription
Public methodInteriorPointQPSolver
Constructs an InteriorPointQPSolver object.
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Properties
  NameDescription
Public propertyCoefficientCount
Gets the total number of non-zero coefficients specified in the constraints. The solver is limited to 50,000 non-zero coefficients.
Public propertyExceptionMessage
If the solver result is SolverResult.UnexpectedException gets the exception message property.
(Inherited from ConstrainedOptimizer.)
Public propertyIterationCount
Gets the number of iterations performed by the solver for the most recent solve attempt.
Public propertyOptimalObjectiveFunctionValue
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.)
Public propertyOptimalX
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.)
Public propertyResult
Gets the result of the most recent solve attempt.
(Inherited from ConstrainedOptimizer.)
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Methods
  NameDescription
Protected methodAddConstraints
Adds the linear constraints in the given linearly constrained problem to a Microsoft Solver Foundation linear model.
(Inherited from ConstrainedOptimizer.)
Protected methodAddVariablesAndBounds
Adds the variables in the given linearly constrained problem to a Microsoft Solver Foundation linear model.
(Inherited from ConstrainedOptimizer.)
Protected methodSetStatus
Sets the SolverResult value base on the give Microsoft Solver Foundation LinearResult value.
(Inherited from ConstrainedOptimizer.)
Public methodSolve(QuadraticProgrammingProblem)
Attempts to solve a quadratic programming problem with default solver parameters.
Public methodSolve(QuadraticProgrammingProblem, InteriorPointQPSolverParams)
Attempts to solve a quadratic programming problem using the given solver parameters and starting point.
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Fields
  NameDescription
Protected fieldexceptionMessage_
Constains exception message if there is an unexpected exception during the solve.
(Inherited from ConstrainedOptimizer.)
Protected fieldoptimalValue_
Optimal value of the objective function if the the result of the solver is SolveResult.Optimal
(Inherited from ConstrainedOptimizer.)
Protected fieldoptimalX_
Optimal solution value of the the result if the solver is SolveResult.Optimal
(Inherited from ConstrainedOptimizer.)
Protected fieldresult_
Result of the solver attempt.
(Inherited from ConstrainedOptimizer.)
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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.
See Also