object QuadraticSimplexTest extends App
The QuadraticSimplexTest object is used to test the QuadraticSimplex class.
> runMain scalation.minima.QuadraticSimplexTest
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- def test(a: MatrixD, b: VectorD, q: MatrixD, c: VectorD): Unit
Test the
QuadraticSimplexAlgorithm for solving Quadratic Programs: min { 1/2 x q x + c x | a x <= b, x >= 0 }.Test the
QuadraticSimplexAlgorithm for solving Quadratic Programs: min { 1/2 x q x + c x | a x <= b, x >= 0 }.- a
the constraint matrix
- b
the constant vector
- q
the cost matrix
- c
the cost vector
- def test1(): Unit
Test case 1: solution x = (.222222), 1.55556), z = -8.44444.
Test case 1: solution x = (.222222), 1.55556), z = -8.44444.
- See also
www.engineering.uiowa.edu/~dbricker/Stacks_pdf2/QP_LCP_Example.pdf min x2 - 2xy + y2 - 4x - 6y st 2x + y <= 2 -x + y <= 4
- def test2(): Unit
Test case 2: solution x = (0, 5), z = 20.
Test case 2: solution x = (0, 5), z = 20.
- See also
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
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