Solve a quadratic programming problem.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public QuadraticProgramming(
	double[,] h,
	double[] g,
	double[,] aEquality,
	double[] bEquality,
	double[,] aInequality,
	double[] bInequality
)
Visual Basic (Declaration)
Public Sub New ( _
	h As Double(,), _
	g As Double(), _
	aEquality As Double(,), _
	bEquality As Double(), _
	aInequality As Double(,), _
	bInequality As Double() _
)
Visual C++
public:
QuadraticProgramming(
	array<double,2>^ h, 
	array<double>^ g, 
	array<double,2>^ aEquality, 
	array<double>^ bEquality, 
	array<double,2>^ aInequality, 
	array<double>^ bInequality
)

Parameters

h
Type: array< System..::.Double ,2>[,](,)[,]
A square array containing the Hessian. It must be positive definite.
g
Type: array< System..::.Double >[]()[]
A double array containing the coefficients of the linear term of the objective function.
aEquality
Type: array< System..::.Double ,2>[,](,)[,]
A rectangular matrix containing the equality constraints. It can be null if there are no equality constraints.
bEquality
Type: array< System..::.Double >[]()[]
A double array containing the right-side of the equality constraints. It can be null if there are no equality constraints.
aInequality
Type: array< System..::.Double ,2>[,](,)[,]
A rectangular matrix containing the inequality constraints. It can be null if there are no inequality constraints.
bInequality
Type: array< System..::.Double >[]()[]
A double array containing the right-side of the inequality constraints. It can be null if there are no inequality constraints.

Exceptions

ExceptionCondition
Imsl.Math..::.InconsistentSystemException is thrown if the problem is inconsistent.

See Also