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1 /* |
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2 |
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3 Copyright (C) 1993, 1994, 1995, 1996, 1997, 2005, 2007 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 3 of the License, or (at your |
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10 option) any later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #if !defined (octave_QP_h) |
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24 #define octave_QP_h 1 |
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25 |
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26 #include "dMatrix.h" |
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27 #include "dColVector.h" |
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28 #include "Bounds.h" |
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29 #include "LinConst.h" |
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30 #include "base-min.h" |
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31 |
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32 class |
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33 QP : public base_minimizer |
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34 { |
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35 public: |
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36 |
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37 QP (void) |
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38 : base_minimizer (), H (), c (), bnds (), lc () { } |
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39 |
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40 QP (const ColumnVector& x, const Matrix& H_arg) |
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41 : base_minimizer (x), H (H_arg), c (), bnds (), lc () |
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42 { make_h_symmetric (); } |
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43 |
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44 QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg) |
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45 : base_minimizer (x), H (H_arg), c (c_arg), bnds (), lc () |
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46 { make_h_symmetric (); } |
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47 |
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48 QP (const ColumnVector& x, const Matrix& H_arg, const Bounds& b) |
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49 : base_minimizer (x), H (H_arg), c (), bnds (b), lc () |
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50 { make_h_symmetric (); } |
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51 |
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52 QP (const ColumnVector& x, const Matrix& H_arg, const LinConst& l) |
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53 : base_minimizer (x), H (H_arg), c (), bnds (), lc (l) |
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54 { make_h_symmetric (); } |
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55 |
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56 QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg, |
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57 const Bounds& b) |
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58 : base_minimizer (x), H (H_arg), c (c_arg), bnds (b), lc () |
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59 { make_h_symmetric (); } |
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60 |
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61 QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg, |
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62 const LinConst& l) |
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63 : base_minimizer (x), H (H_arg), c (c_arg), bnds (), lc (l) |
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64 { make_h_symmetric (); } |
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65 |
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66 QP (const ColumnVector& x, const Matrix& H_arg, const Bounds& b, |
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67 const LinConst& l) |
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68 : base_minimizer (x), H (H_arg), c (), bnds (b), lc (l) |
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69 { make_h_symmetric (); } |
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70 |
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71 QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg, |
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72 const Bounds& b, const LinConst& l) |
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73 : base_minimizer (x), H (H_arg), c (c_arg), bnds (b), lc (l) |
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74 { make_h_symmetric (); } |
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75 |
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76 QP (const QP& qp) |
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77 : base_minimizer (qp), H (qp.H), c (qp.c), bnds (qp.bnds), lc (qp.lc) { } |
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78 |
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79 QP& operator = (const QP& qp) |
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80 { |
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81 if (this != &qp) |
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82 { |
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83 base_minimizer::operator = (qp); |
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84 |
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85 H = qp.H; |
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86 c = qp.c; |
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87 bnds = qp.bnds; |
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88 lc = qp.lc; |
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89 } |
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90 return *this; |
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91 } |
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92 |
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93 virtual ~QP (void) { } |
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94 |
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95 Matrix hessian (void) const { return H; } |
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96 |
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97 ColumnVector linear_obj_coeff (void) const { return c; } |
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98 |
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99 Bounds bounds (void) const { return bnds; } |
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100 |
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101 LinConst linear_constraints (void) const { return lc; } |
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102 |
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103 protected: |
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104 |
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105 Matrix H; |
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106 ColumnVector c; |
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107 Bounds bnds; |
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108 LinConst lc; |
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109 |
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110 private: |
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111 |
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112 Matrix make_h_symmetric (void) { return 0.5 * (H + H.transpose ()); } |
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113 }; |
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114 |
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115 #endif |
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116 |
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117 /* |
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118 ;;; Local Variables: *** |
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119 ;;; mode: C++ *** |
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120 ;;; End: *** |
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121 */ |
