#ifndef QLP_HH
#define QLP_HH
-#include "matrix.hh"
-
-/// inequality constrained quadratic program
-class Ineq_constrained_qp {
- friend class Active_constraints;
-
- Array<Vector> cons;
- Array<Real> consrhs;
-public:
- Matrix quad;
- Vector lin;
- Real const_term;
-
-
- /**
- use a KKT method to assert optimality of sol
- */
- void assert_solution(Vector sol) const;
- /// solve the problem using a projected gradient method
- Vector solve(Vector start) const;
-
- /**
- @return the number of variables in the problem
- */
- int dim() const{
- return lin.dim();
- }
-
- /**
- add a constraint
-
-
- c*vars >= r
-
- PRE
- c.dim() == dim();
-
- */
- void add_inequality_cons(Vector c, double r);
-
- /** set up matrices to go with the problem. */
- Ineq_constrained_qp(int novars);
-
- /**
- evaluate the quadratic function for input #v#
- */
- Real eval(Vector v);
-
- void eliminate_var(int idx, Real value);
- void OK()const;
- void print() const;
-
-};
-
+#include "ineq-constrained-qp.hh"
/**
Quadratic programming with mixed linear constraints.