IMSL C# Numerical Library

QuadraticProgramming Constructor 

Solve a quadratic programming problem.

public QuadraticProgramming(
   double[,] h,
   double[] g,
   double[,] aEquality,
   double[] bEquality,
   double[,] aInequality,
   double[] bInequality
);

Parameters

h
A square array containing the Hessian. It must be positive definite.
g
A double array containing the coefficients of the linear term of the objective function.
aEquality
A rectangular matrix containing the equality constraints. It can be null if there are no equality constraints.
bEquality
A double array containing the right-side of the equality constraints. It can be null if there are no equality constraints.
aInequality
A rectangular matrix containing the inequality constraints. It can be null if there are no inequality constraints.
bInequality
A double array containing the right-side of the inequality constraints. It can be null if there are no inequality constraints.

Exceptions

Exception Type Condition
InconsistentSystemException is thrown if the problem is inconsistent.

See Also

QuadraticProgramming Class | Imsl.Math Namespace