Package com.imsl.test.example.math
Class QuadraticProgrammingEx1
java.lang.Object
com.imsl.test.example.math.QuadraticProgrammingEx1
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
$$x_0 + x_1 + x_2 + x_3 + x_4 = 5$$
$$x_2 - 2x_3 - 2x_4 = -3$$
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Constructor Summary
Constructors -
Method Summary
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Constructor Details
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QuadraticProgrammingEx1
public QuadraticProgrammingEx1()
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Method Details
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main
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Exception
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