Class QuadraticProgrammingEx1

java.lang.Object
com.imsl.test.example.math.QuadraticProgrammingEx1

public class QuadraticProgrammingEx1 extends Object

Solves a quadratic programming problem in 4 variables.

The quadratic programming problem is to minimize

$$x_0^2 + x_1^2 + x_2^2 + x_3^2 + x_4^2 - 2x_1x_2 - 2x_3x_4 - 2x_0$$

subject to

$$x_0 + x_1 + x_2 + x_3 + x_4 = 5$$

$$x_2 - 2x_3 - 2x_4 = -3$$

See Also:
  • Constructor Details

    • QuadraticProgrammingEx1

      public QuadraticProgrammingEx1()
  • Method Details