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java.lang.Objectjml.optimization.GeneralQP
public class GeneralQP
General quadratic programming:
min 2 \ x' * Q * x + c' * x s.t. A * x = b B * x <= d
Constructor Summary | |
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GeneralQP()
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Method Summary | |
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static void |
main(java.lang.String[] args)
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static PhaseIResult |
phaseI(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)
We demonstrate the implementation of phase I via primal-dual interior point method to test whether the following problem is feasible: |
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)
Phase II for solving a general quadratic programming problem formulated as |
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 |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public GeneralQP()
Method Detail |
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public static void main(java.lang.String[] args)
args
- 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)
min 2 \ x' * Q * x + c' * x s.t. A * x = b B * x <= d
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
QPSolution
instance if the general QP problems
is feasible or null otherwisepublic static PhaseIResult phaseI(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)
A
- a p x n real matrixb
- a p x 1 real matrixB
- an m x n real matrixd
- an m x 1 real matrix
PhaseIResult
instance if feasible or null if infeasiblepublic 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)
min 2 \ x' * Q * x + c' * x s.t. A * x = b B * x <= d
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 matrixx0
- starting point
QPSolution
instance
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