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QuadraticProgramming Constructor
Solve a quadratic programming problem.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public QuadraticProgramming(
	double[,] h,
	double[] g,
	double[,] aEquality,
	double[] bEquality,
	double[,] aInequality,
	double[] bInequality
)

Parameters

h
Type: SystemDouble
A square array containing the Hessian. It must be positive definite.
g
Type: SystemDouble
A double array containing the coefficients of the linear term of the objective function.
aEquality
Type: SystemDouble
A rectangular matrix containing the equality constraints. It can be null if there are no equality constraints.
bEquality
Type: SystemDouble
A double array containing the right-side of the equality constraints. It can be null if there are no equality constraints.
aInequality
Type: SystemDouble
A rectangular matrix containing the inequality constraints. It can be null if there are no inequality constraints.
bInequality
Type: SystemDouble
A double array containing the right-side of the inequality constraints. It can be null if there are no inequality constraints.
Exceptions
ExceptionCondition
InconsistentSystemException is thrown if the problem is inconsistent.
See Also