Solve a quadratic programming problem.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
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
See Also