1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
|
.. index::
single: Quadratic Programming problems (QP)
.. contents::
.. _qp_problem:
Quadratic Programming problems (QP)
***********************************
Problem statement
=================
Minimize:
.. math::
\frac{1}{2} x' C x + d' x
subject to:
.. math::
\begin{eqnarray*}
A(j)*x + b(j) = 0 & , & j=1,...,me \\
A(j)*x + b(j) >= 0 & , & j=me+1,...,m \\
xl <= x <= xu \end{eqnarray*}
Available solvers
=================
The qp pack is not yet implemented. The only available function is :func:`ql0001()` (fortran subroutine).
.. seealso::
:ref:`convexqp_problem`.
|
