QuadraticProgrammingProblem Class

Class QuadraticProgrammingProblem encapsulates a quadratic programming (QP) problem.

Inheritance Hierarchy

SystemObject
  CenterSpace.NMath.CoreBoundedVariableProblem
    CenterSpace.NMath.CoreLinearConstrainedProblem
      CenterSpace.NMath.CoreQuadraticProgrammingProblem

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

[SerializableAttribute]
public class QuadraticProgrammingProblem : LinearConstrainedProblem, 
	ICloneable

<SerializableAttribute>
Public Class QuadraticProgrammingProblem
	Inherits LinearConstrainedProblem
	Implements ICloneable

[SerializableAttribute]
public ref class QuadraticProgrammingProblem : public LinearConstrainedProblem, 
	ICloneable

[<SerializableAttribute>]
type QuadraticProgrammingProblem = 
    class
        inherit LinearConstrainedProblem
        interface ICloneable
    end

The QuadraticProgrammingProblem type exposes the following members.

Constructors

	Name	Description
	QuadraticProgrammingProblem	Default constructor. Behavior of resulting object is undefined.
	QuadraticProgrammingProblem(DoubleMatrix, DoubleVector)	Constructs a QuadraticProgrammingProblem object for minimizing the quadratic C# Copy x'Hx + x'g

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Properties

	Name	Description
	c	Gets and sets the vector c in the objective function x'Hx + x'c
	Constraints	Gets and sets the linear constraints for the problem. (Inherited from LinearConstrainedProblem)
	H	Gets and sets the matrix H in the objective function x'Hx + x'c
	NumVariables	Gets the number of variables in the problem. (Overrides BoundedVariableProblemNumVariables)
	VariableBounds	Gets and sets variable bounds for the problem. (Inherited from BoundedVariableProblem)

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Methods

	Name	Description
	AddBounds(Int32, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem)
	AddBounds(Int32, Double, Double, Double)	Adds upper and lower bound constraints to a variable. (Inherited from BoundedVariableProblem)
	AddConstraint(LinearConstraint)	Adds the given constraint to the problem. (Inherited from LinearConstrainedProblem)
	AddConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddConstraint(DoubleVector, Double, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddConstraint(ILinearConstraintCoefficients, Double, Double, Double)	Adds a linear inequality constraint of the form lowerBound <= coefficients'x < upperBound (Inherited from LinearConstrainedProblem)
	AddEqualityConstraint(DoubleVector, Double)	Adds an equality constraint of the form coefficients'x = rightHandSide (Inherited from LinearConstrainedProblem)
	AddEqualityConstraint(ILinearConstraintCoefficients, Double)	Adds an equality constraint of the form coefficients'x = rightHandSide (Inherited from LinearConstrainedProblem)
	AddLowerBound(Int32, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddLowerBound(Int32, Double, Double)	Adds an lower bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddLowerBoundConstraint(DoubleVector, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddLowerBoundConstraint(ILinearConstraintCoefficients, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddLowerBoundConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddLowerBoundConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form coefficients'x >= lowerBound (Inherited from LinearConstrainedProblem)
	AddUpperBound(Int32, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddUpperBound(Int32, Double, Double)	Adds an upper bound constraint on the variable at the given index. (Inherited from BoundedVariableProblem)
	AddUpperBoundConstraint(DoubleVector, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	AddUpperBoundConstraint(ILinearConstraintCoefficients, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	AddUpperBoundConstraint(DoubleVector, Double, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	AddUpperBoundConstraint(ILinearConstraintCoefficients, Double, Double)	Adds a linear inequality constraint of the form coefficients'x <= upperBound (Inherited from LinearConstrainedProblem)
	CheckVariableIndex	Checks that the given variable index is valid. Must be between 0 and number of variables - 1. (Overrides BoundedVariableProblemCheckVariableIndex(Int32))
	Clone	Returns a deep copy of self.
	EvaluateConstraints	Evaluates each of the constraints at the specified point and returns the results. (Inherited from LinearConstrainedProblem)
	IsLinear	Performs a check to see if in fact the problem is a linear programming problem. Or, equivalently, if all the entries in the matrix H are zero.
	PointIsFeasible(DoubleVector)	Function for determining the feasibility of a give point. A point x is feasible if it satisfies all the constraints of the problem. (Inherited from LinearConstrainedProblem)
	PointIsFeasible(DoubleVector, Double)	Function for determining the feasibility of a give point. (Inherited from LinearConstrainedProblem)
	ToString	Creates a string representation of the problem. (Overrides ObjectToString)

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Fields

	Name	Description
	constraints_	Problem constraints. (Inherited from LinearConstrainedProblem)
	variableBounds_	Map containing variable bounds. Key is the variable ID, the value is the bounds. (Inherited from BoundedVariableProblem)

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Remarks

A QP problem has the following 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.

Reference

CenterSpace.NMath.Core Namespace