jml.optimization
Class QPWithBoundConstraints
java.lang.Object
jml.optimization.QPWithBoundConstraints
public class QPWithBoundConstraints
- extends java.lang.Object
Quadratic programming with bound constraints:
min 2 \ x' * Q * x + c' * x
s.t. l <= x <= u
- Version:
- 1.0, Feb. 25th, 2013
- Author:
- Mingjie Qian
Method Summary |
static void |
main(java.lang.String[] args)
|
static QPSolution |
solve(org.apache.commons.math.linear.RealMatrix Q,
org.apache.commons.math.linear.RealMatrix c,
double l,
double u,
double epsilon)
Solve this bound constrained QP problem. |
static QPSolution |
solve(org.apache.commons.math.linear.RealMatrix Q,
org.apache.commons.math.linear.RealMatrix c,
double l,
double u,
double epsilon,
org.apache.commons.math.linear.RealMatrix x0)
Solve this bound constrained QP problem. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
QPWithBoundConstraints
public QPWithBoundConstraints()
main
public static void main(java.lang.String[] args)
- Parameters:
args
-
solve
public static QPSolution solve(org.apache.commons.math.linear.RealMatrix Q,
org.apache.commons.math.linear.RealMatrix c,
double l,
double u,
double epsilon)
- Solve this bound constrained QP problem.
- Parameters:
Q
- the positive semi-definite matrixc
- the linear coefficient vectorl
- lower boundu
- upper boundepsilon
- convergence precision
- Returns:
- a
QPSolution
instance containing the optimizer
and the optimum
solve
public static QPSolution solve(org.apache.commons.math.linear.RealMatrix Q,
org.apache.commons.math.linear.RealMatrix c,
double l,
double u,
double epsilon,
org.apache.commons.math.linear.RealMatrix x0)
- Solve this bound constrained QP problem.
- Parameters:
Q
- the positive semi-definite matrixc
- the linear coefficient vectorl
- lower boundu
- upper boundepsilon
- convergence precisionx0
- staring point if not null
- Returns:
- a
QPSolution
instance containing the optimizer
and the optimum