QuadraticProgramming Constructor |
Solve a quadratic programming problem.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public QuadraticProgramming(
double[,] h,
double[] g,
double[,] aEquality,
double[] bEquality,
double[,] aInequality,
double[] bInequality
)
Public Sub New (
h As Double(,),
g As Double(),
aEquality As Double(,),
bEquality As Double(),
aInequality As Double(,),
bInequality As Double()
)
public:
QuadraticProgramming(
array<double,2>^ h,
array<double>^ g,
array<double,2>^ aEquality,
array<double>^ bEquality,
array<double,2>^ aInequality,
array<double>^ bInequality
)
new :
h : float[,] *
g : float[] *
aEquality : float[,] *
bEquality : float[] *
aInequality : float[,] *
bInequality : float[] -> QuadraticProgramming
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 See Also