com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.qp.problem

Class QPProblemOnlyEqualityConstraints

java.lang.Object

com.numericalmethod.suanshu.analysis.function.rn2r1.QuadraticFunction

com.numericalmethod.suanshu.optimization.constrained.convex.sdp.socp.qp.problem.QPProblemOnlyEqualityConstraints

All Implemented Interfaces:

Function<Vector,java.lang.Double>, RealScalarFunction, java.io.Serializable

public class QPProblemOnlyEqualityConstraints
extends QuadraticFunction

A quadratic programming problem with only equality constraints can be converted into a equivalent quadratic programming problem without constraints, hence a mere quadratic function.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
QPProblemOnlyEqualityConstraints(QuadraticFunction f, LinearEqualityConstraints equal) Construct a quadratic programming problem with only equality constraints.

Method Summary

Modifier and Type	Method and Description
ImmutableVector	getSolutionToOriginalProblem(Vector phi) Back out the solution for the original (constrained) problem, if the modified (unconstrained) problem can be solved.

Methods inherited from class com.numericalmethod.suanshu.analysis.function.rn2r1.QuadraticFunction

dimensionOfDomain, dimensionOfRange, evaluate, Hessian, p, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

QPProblemOnlyEqualityConstraints

public QPProblemOnlyEqualityConstraints(QuadraticFunction f,
                                        LinearEqualityConstraints equal)

Construct a quadratic programming problem with only equality constraints.

Parameters:

f - the quadratic objective function to be minimized

equal - the linear equality constraints

Method Detail

getSolutionToOriginalProblem

public ImmutableVector getSolutionToOriginalProblem(Vector phi)

Back out the solution for the original (constrained) problem, if the modified (unconstrained) problem can be solved.

Parameters:

phi - the solution to the modified (unconstrained) problem

Returns:

the solution to the original (constrained) problem, if the modified (unconstrained) problem can be solved

See Also:

"eq. 13.4a"