NMath Reference Guide

## Interior |

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

Inheritance Hierarchy

Syntax

The 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