6 /// inequality constrained quadratic program
7 class Ineq_constrained_qp {
8 friend class Active_constraints;
18 void assert_solution(Vector sol) const;
20 use a KKT method to assert optimality of sol
22 /// solve the problem using a projected gradient method
23 Vector solve(Vector start) const;
28 /** return the number of variables in the problem */
30 void add_inequality_cons(Vector c, double r);
42 Ineq_constrained_qp(int novars);
43 /** set up matrices to go with the problem. */
47 evaluate the quadratic function for input #v#
50 void eliminate_var(int idx, Real value);
56 /// Quadratic programming with mixed linear constraints
57 class Mixed_qp :public Ineq_constrained_qp {
59 Array<Real> eq_consrhs;
65 Vector solve(Vector start) const;
66 void add_fixed_var(int i , Real value);
69 void add_equality_cons(Vector c, double r);
81 problem definition of a quadratic optimisation problem with linear
82 inequality and equality constraints