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1 // QP.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 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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238
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include "QP.h" |
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29 |
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30 QP::QP (void) {} |
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31 |
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32 QP::QP (const Vector& x0, const Matrix& H_arg) : x (x0), H (H_arg) |
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33 { |
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34 make_h_symmetric (); |
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35 } |
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36 |
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37 QP::QP (const Vector& x0, const Matrix& H_arg, const Vector& c_arg) |
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38 : x (x0), H (H_arg), c (c_arg) |
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39 { |
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40 make_h_symmetric (); |
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41 } |
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42 |
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43 |
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44 QP::QP (const Vector& x0, const Matrix& H_arg, const Bounds& b) |
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45 : x (x0), H (H_arg), bnds (b) |
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46 { |
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47 make_h_symmetric (); |
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48 } |
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49 |
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50 |
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51 QP::QP (const Vector& x0, const Matrix& H_arg, const LinConst& l) |
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52 : x (x0), H (H_arg), lc (l) |
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53 { |
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54 make_h_symmetric (); |
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55 } |
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56 |
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57 |
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58 QP::QP (const Vector& x0, const Matrix& H_arg, const Vector& c_arg, |
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59 const Bounds& b) |
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60 : x (x0), H (H_arg), c (c_arg), bnds (b) |
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61 { |
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62 make_h_symmetric (); |
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63 } |
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64 |
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65 |
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66 QP::QP (const Vector& x0, const Matrix& H_arg, const Vector& c_arg, |
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67 const LinConst& l) |
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68 : x (x0), H (H_arg), c (c_arg), lc (l) |
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69 { |
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70 make_h_symmetric (); |
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71 } |
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72 |
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73 |
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74 QP::QP (const Vector& x0, const Matrix& H_arg, const Bounds& b, |
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75 const LinConst& l) |
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76 : x (x0), H (H_arg), bnds (b), lc (l) |
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77 { |
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78 make_h_symmetric (); |
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79 } |
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80 |
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81 |
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82 QP::QP (const Vector& x0, const Matrix& H_arg, const Vector& c_arg, |
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83 const Bounds& b, const LinConst& l) |
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84 : x (x0), H (H_arg), c (c_arg), bnds (b), lc (l) |
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85 { |
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86 make_h_symmetric (); |
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87 } |
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88 |
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89 Matrix |
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90 QP::make_h_symmetric (void) |
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91 { |
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92 return 0.5 * (H + H.transpose ()); |
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93 } |
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94 |
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95 Vector |
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96 QP::minimize (void) |
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97 { |
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98 double objf; |
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99 int inform; |
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100 Vector lambda; |
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101 return minimize (objf, inform, lambda); |
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102 } |
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103 |
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104 Vector |
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105 QP::minimize (double& objf) |
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106 { |
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107 int inform; |
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108 Vector lambda; |
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109 return minimize (objf, inform, lambda); |
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110 } |
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111 |
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112 Vector |
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113 QP::minimize (double& objf, int& inform) |
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114 { |
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115 Vector lambda; |
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116 return minimize (objf, inform, lambda); |
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117 } |
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118 |
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119 Vector |
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120 QP::minimize (const Vector& x0) |
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121 { |
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122 x = x0; |
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123 double objf; |
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124 int inform; |
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125 Vector lambda; |
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126 return minimize (objf, inform, lambda); |
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127 } |
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128 |
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129 Vector |
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130 QP::minimize (const Vector& x0, double& objf) |
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131 { |
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132 x = x0; |
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133 int inform; |
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134 Vector lambda; |
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135 return minimize (objf, inform, lambda); |
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136 } |
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137 |
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138 Vector |
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139 QP::minimize (const Vector& x0, double& objf, int& inform) |
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140 { |
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141 x = x0; |
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142 Vector lambda; |
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143 return minimize (objf, inform, lambda); |
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144 } |
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145 |
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146 Vector |
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147 QP::minimize (const Vector& x0, double& objf, int& inform, Vector& lambda) |
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148 { |
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149 x = x0; |
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150 return minimize (objf, inform, lambda); |
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151 } |
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152 |
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153 /* |
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154 ;;; Local Variables: *** |
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155 ;;; mode: C++ *** |
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156 ;;; page-delimiter: "^/\\*" *** |
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157 ;;; End: *** |
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158 */ |
