jml.optimization
Class GeneralQPViaPrimalDualInteriorPoint
java.lang.Object
jml.optimization.GeneralQPViaPrimalDualInteriorPoint
public class GeneralQPViaPrimalDualInteriorPoint
- extends java.lang.Object
General quadratic programming:
min 2 \ x' * Q * x + c' * x
s.t. A * x = b
B * x <= d
- Version:
- Feb. 28th, 2013
- Author:
- Mingjie Qian
Method Summary |
static void |
main(java.lang.String[] args)
|
private static QPSolution |
phaseII(org.apache.commons.math.linear.RealMatrix Q,
org.apache.commons.math.linear.RealMatrix c,
org.apache.commons.math.linear.RealMatrix A,
org.apache.commons.math.linear.RealMatrix b,
org.apache.commons.math.linear.RealMatrix B,
org.apache.commons.math.linear.RealMatrix d,
org.apache.commons.math.linear.RealMatrix x0)
|
static QPSolution |
solve(org.apache.commons.math.linear.RealMatrix Q,
org.apache.commons.math.linear.RealMatrix c,
org.apache.commons.math.linear.RealMatrix A,
org.apache.commons.math.linear.RealMatrix b,
org.apache.commons.math.linear.RealMatrix B,
org.apache.commons.math.linear.RealMatrix d)
Solve a general quadratic programming problem formulated as |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
GeneralQPViaPrimalDualInteriorPoint
public GeneralQPViaPrimalDualInteriorPoint()
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,
org.apache.commons.math.linear.RealMatrix A,
org.apache.commons.math.linear.RealMatrix b,
org.apache.commons.math.linear.RealMatrix B,
org.apache.commons.math.linear.RealMatrix d)
- Solve a general quadratic programming problem formulated as
min 2 \ x' * Q * x + c' * x
s.t. A * x = b
B * x <= d
- Parameters:
Q
- an n x n positive definite or semi-definite matrixc
- an n x 1 real matrixA
- a p x n real matrixb
- a p x 1 real matrixB
- an m x n real matrixd
- an m x 1 real matrix
- Returns:
- a
QPSolution
instance if the general QP problems
is feasible or null otherwise
phaseII
private static QPSolution phaseII(org.apache.commons.math.linear.RealMatrix Q,
org.apache.commons.math.linear.RealMatrix c,
org.apache.commons.math.linear.RealMatrix A,
org.apache.commons.math.linear.RealMatrix b,
org.apache.commons.math.linear.RealMatrix B,
org.apache.commons.math.linear.RealMatrix d,
org.apache.commons.math.linear.RealMatrix x0)