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1 // QP.h -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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382
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24 #if !defined (octave_QP_h) |
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25 #define octave_QP_h 1 |
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26 |
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27 extern "C++" { |
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28 |
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238
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29 #include "Matrix.h" |
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30 #include "Bounds.h" |
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31 #include "LinConst.h" |
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32 |
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33 #ifndef Vector |
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34 #define Vector ColumnVector |
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35 #endif |
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36 |
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37 class QP |
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38 { |
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39 public: |
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40 |
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41 QP (void); |
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42 QP (const Vector& x, const Matrix& H); |
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43 QP (const Vector& x, const Matrix& H, const Vector& c); |
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44 QP (const Vector& x, const Matrix& H, const Bounds& b); |
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45 QP (const Vector& x, const Matrix& H, const LinConst& lc); |
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46 QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b); |
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47 QP (const Vector& x, const Matrix& H, const Vector& c, const LinConst& lc); |
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48 QP (const Vector& x, const Matrix& H, const Bounds& b, const LinConst& lc); |
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49 QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b, |
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50 const LinConst& lc); |
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51 |
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52 virtual Vector minimize (void); |
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53 virtual Vector minimize (double& objf); |
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54 virtual Vector minimize (double& objf, int& inform); |
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55 virtual Vector minimize (double& objf, int& inform, Vector& lambda) = 0; |
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56 |
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57 virtual Vector minimize (const Vector& x); |
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58 virtual Vector minimize (const Vector& x, double& objf); |
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59 virtual Vector minimize (const Vector& x, double& objf, int& inform); |
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60 virtual Vector minimize (const Vector& x, double& objf, int& inform, |
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61 Vector& lambda); |
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62 |
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63 protected: |
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64 |
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65 Vector x; |
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66 Matrix H; |
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67 Vector c; |
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68 Bounds bnds; |
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69 LinConst lc; |
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70 |
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71 private: |
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72 |
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73 Matrix make_h_symmetric (void); |
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74 }; |
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75 |
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382
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76 } // extern "C++" |
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77 |
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78 #endif |
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79 |
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80 /* |
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81 ;;; Local Variables: *** |
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82 ;;; mode: C++ *** |
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83 ;;; page-delimiter: "^/\\*" *** |
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84 ;;; End: *** |
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85 */ |
