5 Mixed_qp::add_equality_cons(Vector v, double r)
10 Mixed_qp::add_fixed_var(int i, Real r)
16 Ineq_constrained_qp::add_inequality_cons(Vector c, double r)
22 Ineq_constrained_qp::Ineq_constrained_qp(int novars):
29 Ineq_constrained_qp::OK()const
31 assert(cons.sz() == consrhs.sz());
32 Matrix Qdif= quad - quad.transposed();
33 assert(Qdif.norm() < EPS);
38 Ineq_constrained_qp::eval (Vector v)
40 return v * quad * v + lin * v + const_term;
43 eliminate appropriate variables, until we have a Ineq_constrained_qp
47 cons should be ascending
50 Mixed_qp::solve(Vector start) const
53 Ineq_constrained_qp pure(*this);
55 for (int i= eq_cons.sz()-1; i>=0; i--) {
56 pure.eliminate_var(eq_cons[i], eq_consrhs[i]);
57 start.del(eq_cons[i]);
59 Vector sol = pure.solve(start);
60 for (int i= 0; i < eq_cons.sz(); i++) {
61 sol.insert( eq_consrhs[i],eq_cons[i]);
67 assume x(idx) == value, and adjust constraints, lin and quad accordingly
70 Ineq_constrained_qp::eliminate_var(int idx, Real value)
72 Vector row(quad.row(idx));
77 quad.delete_column(idx);
83 for (int i=0; i < cons.sz(); i++) {
84 consrhs[i] -= cons[i](idx) *value;
92 Mixed_qp::Mixed_qp(int n)
93 : Ineq_constrained_qp(n)
100 Ineq_constrained_qp::OK();
101 assert(eq_consrhs.sz() == eq_cons.sz());
104 Ineq_constrained_qp::print() const
107 mtor << "Quad " << quad;
108 mtor << "lin " << lin <<"\n";
109 for (int i=0; i < cons.sz(); i++) {
110 mtor << "constraint["<<i<<"]: " << cons[i] << " >= " << consrhs[i];
115 Mixed_qp::print() const
117 Ineq_constrained_qp::print();
118 for (int i=0; i < eq_cons.sz(); i++) {
119 mtor << "eq cons "<<i<<": x["<<eq_cons[i]<<"] == " << eq_consrhs[i]<<"\n";
125 Ineq_constrained_qp::assert_solution(Vector sol) const
128 for (int i=0; i < cons.sz(); i++) {
129 Real R=cons[i] * sol- consrhs[i];