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/*
Copyright (C) 1996 John W. Eaton
This file is part of Octave.
Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 2, or (at your option) any
later version.
Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
for more details.
You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING. If not, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
#if !defined (octave_QP_h)
#define octave_QP_h 1
#include "dMatrix.h"
#include "dColVector.h"
#include "Bounds.h"
#include "LinConst.h"
#include "base-min.h"
class
QP : public base_minimizer
{
public:
QP (void)
: base_minimizer (), H (), c (), bnds (), lc () { }
QP (const ColumnVector& x, const Matrix& H_arg)
: base_minimizer (x), H (H_arg), c (), bnds (), lc ()
{ make_h_symmetric (); }
QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg)
: base_minimizer (x), H (H_arg), c (c_arg), bnds (), lc ()
{ make_h_symmetric (); }
QP (const ColumnVector& x, const Matrix& H_arg, const Bounds& b)
: base_minimizer (x), H (H_arg), c (), bnds (b), lc ()
{ make_h_symmetric (); }
QP (const ColumnVector& x, const Matrix& H_arg, const LinConst& l)
: base_minimizer (x), H (H_arg), c (), bnds (), lc (l)
{ make_h_symmetric (); }
QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg,
const Bounds& b)
: base_minimizer (x), H (H_arg), c (c_arg), bnds (b), lc ()
{ make_h_symmetric (); }
QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg,
const LinConst& l)
: base_minimizer (x), H (H_arg), c (c_arg), bnds (), lc (l)
{ make_h_symmetric (); }
QP (const ColumnVector& x, const Matrix& H_arg, const Bounds& b,
const LinConst& l)
: base_minimizer (x), H (H_arg), c (), bnds (b), lc (l)
{ make_h_symmetric (); }
QP (const ColumnVector& x, const Matrix& H_arg, const ColumnVector& c_arg,
const Bounds& b, const LinConst& l)
: base_minimizer (x), H (H_arg), c (c_arg), bnds (b), lc (l)
{ make_h_symmetric (); }
QP (const QP& qp)
: base_minimizer (qp), H (qp.H), c (qp.c), bnds (qp.bnds), lc (qp.lc) { }
QP& operator = (const QP& qp)
{
if (this != &qp)
{
base_minimizer::operator = (qp);
H = qp.H;
c = qp.c;
bnds = qp.bnds;
lc = qp.lc;
}
return *this;
}
virtual ~QP (void) { }
Matrix hessian (void) const { return H; }
ColumnVector linear_obj_coeff (void) const { return c; }
Bounds bounds (void) const { return bnds; }
LinConst linear_constraints (void) const { return lc; }
protected:
Matrix H;
ColumnVector c;
Bounds bnds;
LinConst lc;
private:
Matrix make_h_symmetric (void) { return 0.5 * (H + H.transpose ()); }
};
#endif
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/
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