# SuanShu, a Java numerical and statistical library

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

## Class QPProblemOnlyEqualityConstraints

• All Implemented Interfaces:
Function<Vector,Double>, RealScalarFunction

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:
"Andreas Antoniou, Wu-Sheng Lu, "Section 13.2, Convex QP Problems with Equality Constraints," Practical Optimization: Algorithms and Engineering Applications."
• ### 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)
Backs 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"
• #### getAplus

public Matrix getAplus()
Returns:
matrix Aplus in eq. 13.2
• #### getVr

public Matrix getVr()
Returns:
matrix Vr in eq. 13.2

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