# SuanShu, a Java numerical and statistical library

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

## Class QPProblem

• java.lang.Object
• com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.problem.QPProblem
• All Implemented Interfaces:
ConstrainedOptimProblem, OptimProblem

public class QPProblem
extends Object
implements ConstrainedOptimProblem
Quadratic Programming is the problem of optimizing (minimizing) a quadratic function of several variables subject to linear constraints on these variables. The standard form, following the convention in the reference, is: $\min_x \left \{ \frac{1}{2} \times x'Hx + x'p \right \} \\ Ax \geq b, A_{eq}x = b_{eq}$
• "Andreas Antoniou, Wu-Sheng Lu, "Chapter 13, Quadratic and Convex Programming," Practical Optimization: Algorithms and Engineering Applications."
• ### Constructor Detail

• #### QPProblem

LinearGreaterThanConstraints greater,
LinearLessThanConstraints less)
Construct a quadratic programming problem with linear inequality constraints.
Parameters:
f - the quadratic objective function to be minimized
greater - the linear greater-than-or-equal-to constraints
less - the linear less-than-or-equal-to constraints
• #### QPProblem

LinearEqualityConstraints equal,
LinearGreaterThanConstraints greater)
Construct a quadratic programming problem with linear equality and greater-than-or-equal-to constraints.
Parameters:
f - the quadratic objective function to be minimized
equal - the linear equality constraints
greater - the linear greater-than-or-equal-to constraints
• #### QPProblem

LinearGreaterThanConstraints greater)
Construct a quadratic programming problem with linear greater-than-or-equal-to constraints.
Parameters:
f - the quadratic objective function to be minimized
greater - the linear greater-than-or-equal-to constraints
• #### QPProblem

LinearEqualityConstraints equal,
LinearLessThanConstraints less)
Construct a quadratic programming problem with linear equality and less-than-or-equal-to constraints.
Parameters:
f - the quadratic objective function to be minimized
equal - the linear equality constraints
less - the linear less-than-or-equal-to constraints
• #### QPProblem

LinearLessThanConstraints less)
Construct a quadratic programming problem with linear less-than-or-equal-to constraints.
Parameters:
f - the quadratic objective function to be minimized
less - the linear less-than-or-equal-to constraints
• #### QPProblem

public QPProblem(QPProblem that)
Copy constructor.
Parameters:
that - an quadratic programming problem
• ### Method Detail

• #### dimension

public int dimension()
Description copied from interface: OptimProblem
Get the number of variables.
Specified by:
dimension in interface OptimProblem
Returns:
the number of variables.
• #### getGreaterThanConstraints

public LinearGreaterThanConstraints getGreaterThanConstraints()
Get the set of linear greater-than-or-equal-to constraints.
Returns:
the set of linear greater-than-or-equal-to constraints
• #### A

public ImmutableMatrix A()
Get the coefficients of the inequality constraints: A as in $$Ax \geq b$$.
Returns:
the inequality constraint coefficients
• #### b

public ImmutableVector b()
Get the values of the inequality constraints: b as in $$Ax \geq b$$.
Returns:
the inequality constraint values
• #### Aeq

public ImmutableMatrix Aeq()
Get the coefficients of the equality constraints: Aeq as in $$A_{eq}x = b_{eq}$$.
Returns:
the equality constraint coefficients
• #### beq

public ImmutableVector beq()
Get the values of the equality constraints: beq as in $$A_{eq}x = b_{eq}$$.
Returns:
the equality constraint values