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EIGEN_QUADPROG_API | QuadProgSparse () |
| Default constructor. More...
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EIGEN_QUADPROG_API | QuadProgSparse (int nrvar, int nreq, int nrineq) |
| Constructor with problem dimensions. More...
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EIGEN_QUADPROG_API void | problem (int nrvar, int nreq, int nrineq) |
| Set problem dimensions. More...
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EIGEN_QUADPROG_API bool | solve (const MatrixXd &Q, const VectorXd &C, const SparseMatrix< double > &Aeq, const VectorXd &Beq, const SparseMatrix< double > &Aineq, const VectorXd &Bineq, bool isDecomp=false) |
| Solve quadratic program. More...
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EIGEN_QUADPROG_API | QuadProgCommon () |
| Default constructor. More...
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EIGEN_QUADPROG_API const VectorXi & | iter () const |
| Two-dimensional iteration vector. More...
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EIGEN_QUADPROG_API int | fail () const |
| Failure code, 0 is success. More...
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EIGEN_QUADPROG_API const VectorXd & | result () const |
| Solution found by the solver. More...
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EIGEN_QUADPROG_API void | problem (int nrvar, int nreq, int nrineq) |
| Set problem dimensions. More...
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void | fillQCBf (int nreq, int nrineq, const MatrixXd &Q, const VectorXd &C, const VectorXd &Beq, const VectorXd &Bineq, bool isDecomp) |
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MatrixXd | Q_ |
| Cost function matrix. More...
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VectorXd | C_ |
| Cost function vector. More...
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VectorXd | B_ |
| Inequality constraint vector. More...
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VectorXd | X_ |
| Solution of the quadratic program. More...
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int | fail_ |
| Failure code, 0 is success. More...
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VectorXi | iact_ |
| Vector of constraints that are active in solution. More...
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VectorXi | iter_ |
| 2x1 vector, first component gives the number of "main" iterations, the second one says how many constraints were deleted after they became active More...
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VectorXd | work_ |
| Working space vector with length at least \(2n+r(r+5)/2+2q+1\) where \(r=\min(n,q)\). More...
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Sparse quadratic program.
\begin{align} \underset{{x} \in \mathbb{R}^n}{\text{minimize}} & \ \frac{1}{2}{x^TQx} + {c^Tx} \nonumber \\ \text{subject to} & \ A_{eq} x = b_{eq} \\ & \ A_{ineq} x \leq b_{ineq} \end{align}