Test the QuadraticSimplex Algorithm for solving Quadratic Programs: min { 1/2 x q x + c x | a x <= b, x >= 0 }.
Test the QuadraticSimplex Algorithm for solving Quadratic Programs: min { 1/2 x q x + c x | a x <= b, x >= 0 }.
the constraint matrix
the constant vector
the cost matrix
the cost vector
Test case 1: solution x = (.222222), 1.55556), z = -8.44444.
Test case 1: solution x = (.222222), 1.55556), z = -8.44444.
http://www.engineering.uiowa.edu/~dbricker/Stacks_pdf2/QP_LCP_Example.pdf min x2 - 2xy + y2 - 4x - 6y st 2x + y <= 2 -x + y <= 4
Test case 2: solution x = (0, 5), z = 20.
Test case 2: solution x = (0, 5), z = 20.
http://courses.csail.mit.edu/6.867/wiki/images/a/a7/Qp-cvxopt.pdf min .5x^2 + 3x + 4y st x + 3y >= 15 2x + 5y <= 100 3x + 4y <= 80
This object is used to test the QuadraticSimplex class.