scalation.optimization.linearopt
Members list
Type members
Classlikes
The QuadraticSimplex class solves Quadratic Programming (QP) problems using the Quadratic Simplex Algorithm. Given a constraint matrix a, constant vector b, cost matrix q and cost vector c, find values for the solution/decision vector x that minimize the objective function f(x), while satisfying all of the constraints, i.e.,
The QuadraticSimplex class solves Quadratic Programming (QP) problems using the Quadratic Simplex Algorithm. Given a constraint matrix a, constant vector b, cost matrix q and cost vector c, find values for the solution/decision vector x that minimize the objective function f(x), while satisfying all of the constraints, i.e.,
minimize f(x) = 1/2 x q x + c x subject to a x <= b, x >= 0
Creates an MM-by-NN simplex tableau. This implementation is restricted to linear constraints a x <= b and q being a positive semi-definite matrix. Pivoting must now also handle non-linear complementary slackness.
Value parameters
- a
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the M-by-N constraint matrix
- b
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the M-length constant/limit vector
- c
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the N-length cost/revenue vector (first order component)
- q
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the N-by-N cost/revenue matrix (second order component)
- x_B
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the initial basis (set of indices where x_i is in the basis)
Attributes
- See also
- Supertypes
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class Objecttrait Matchableclass Any
Attributes
- Supertypes
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class Objecttrait Matchableclass Any
Value members
Concrete methods
The quadraticSimplexTest main function is used to test the QuadraticSimplex class.
The quadraticSimplexTest main function is used to test the QuadraticSimplex class.
runMain scalation.optimization.linearOpt.quadraticSimplexTest