Quadratic Programming library. More...
#include <vnl/vnl_matrix.h>
#include <vnl/vnl_vector.h>
Go to the source code of this file.
Namespaces | |
namespace | QuadProgPP |
Contains the Quadratic Programming functionality. | |
Functions | |
double | QuadProgPP::solve_quadprog (vnl_matrix< double > &G,vnl_vector< double > &g0,const vnl_matrix< double > &CE,const vnl_vector< double > &ce0,const vnl_matrix< double > &CI,const vnl_vector< double > &ci0,vnl_vector< double > &x) |
solves a problem of the form min 0.5 * x G x + g0 x : CI^T x + ci0 >= 0 |
Quadratic Programming library.
This file was adapted from QuadProg++ an open project available on sourceforge.net (see http://sourceforge.net/projects/quadprog/). The major change is that the file now works entirely with vnl, and is not dependant on the helper classes Vector and Matrix in Array.hh. Furthermore the equality constraints have been removed. The ce0 and CE variables passed are simply dummy variables. If you need equality constraints change it back in the code. See the bottom of the source file for additional comments by the original authors.
Note: QuadProgPP is not a class, because I'm not sure if allocating the class in each iteration would have implications on the execution speed.