QuadraticProgram

Definition

A model of QuadraticProgram describes a convex quadratic program of the form

(QP) minimize xTDx+cTx+c0
subject to Ax ~ b,
l x u

in n real variables x=(x0,...,xn-1). Here,

The description is given by appropriate random-access iterators over the program data, see below. The program therefore comes in dense representation which includes zero entries.

Has Models

Quadratic_program<NT>
Quadratic_program_from_mps<NT>
Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it>

Types

QuadraticProgram::A_iterator
A random access iterator type to go columnwise over the constraint matrix A. The value type is a random access iterator type for an individual column that goes over the entries in that column.


QuadraticProgram::B_iterator
A random access iterator type to go over the entries of the right-hand side b.


QuadraticProgram::R_iterator
A random access iterator type to go over the relations  ~ . The value type of R_iterator is CGAL::Comparison_result.


QuadraticProgram::FL_iterator
A random access iterator type to go over the existence (finiteness) of the lower bounds lj, j=0,...,n-1. The value type of FL_iterator is bool.


QuadraticProgram::L_iterator
A random acess iterator type to go over the entries of the lower bound vector l.


QuadraticProgram::UL_iterator
A random access iterator type to go over the existence (finiteness) of the upper bounds uj, j=0,...,n-1. The value type of UL_iterator is bool.


QuadraticProgram::U_iterator
A random acess iterator type to go over the entries of the upper bound vector u.


QuadraticProgram::D_iterator
A random access iterator type to go rowwise over the matrix 2D. The value type is a random access iterator type for an individual row that goes over the entries in that row, up to (and including) the entry on the main diagonal.


QuadraticProgram::C_iterator
A random access iterator type to go over the entries of the linear objective function vector c.

Operations

int qp.get_n () returns the number n of variables (number of columns of A) in qp.

int qp.get_m () returns the number m of constraints (number of rows of A) in qp.

A_iterator qp.get_a () returns an iterator over the columns of A. The corresponding past-the-end iterator is get_a()+get_n(). For j=0,...,n-1, *(get_a()+j) is a random access iterator for column j.

B_iterator qp.get_b () returns an iterator over the entries of b. The corresponding past-the-end iterator is get_b()+get_m().

R_iterator qp.get_r () returns an iterator over the entries of  ~ . The corresponding past-the-end iterator is get_r()+get_m(). The value CGAL::SMALLER stands for , CGAL::EQUAL stands for =, and CGAL::LARGER stands for greater or equal .

FL_iterator qp.get_fl () returns an iterator over the existence of the lower bounds lj, j=0,...,n-1. The corresponding past-the-end iterator is get_fl()+get_n(). If *(get_fl()+j) has value true, the variable xj has a lower bound given by *(get_l()+j), otherwise it has no lower bound.

L_iterator qp.get_l () returns an iterator over the entries of l. The corresponding past-the-end iterator is get_l()+get_n(). If *(get_fl()+j) has value false, the value *(get_l()+j) is not accessed.
Precondition: if both *(get_fl()+j) and *(get_fu()+j) have value true, then *(get_l()+j) *(get_u()+j)

FU_iterator qp.get_fu () returns an iterator over the existence of the upper bounds uj, j=0,...,n-1. The corresponding past-the-end iterator is get_fu()+get_n(). If *(get_fu()+j) has value true, the variable xj has an upper bound given by *(get_u()+j), otherwise it has no upper bound.

L_iterator qp.get_u () returns an iterator over the entries of u. The corresponding past-the-end iterator is get_u()+get_n(). If *(get_fu()+j) has value false, the value *(get_u()+j) is not accessed.
Precondition: if both *(get_fl()+j) and *(get_fu()+j) have value true, then *(get_l()+j) *(get_u()+j)

D_iterator qp.get_d () returns an iterator over the rows of 2D. The corresponding past-the-end iterator is get_d()+get_n(). For i=0,...,n-1, *(get_d()+i) is a random access iterator for the entries in row i below or on the diagonal. The valid range of this iterator is guaranteed to have length i+1 but not more. Values to the right of the diagonal are deduced from the symmetry requirement on D.

C_iterator qp.get_c () returns an iterator over the entries of c. The corresponding past-the-end iterator is get_c()+get_n().

std::iterator_traits<C_iterator>::value_type
qp.get_c0 () returns the constant term c0 of the objective function.

Requirements

The value types of all iterator types (nested iterator types, respectively, for A_iterator and D_iterator) must be convertible to some common IntegralDomain ET.

See Also

The models

Quadratic_program<NT>
Quadratic_program_from_mps<NT>
Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it>

and the other conepts

NonnegativeQuadraticProgramInterface
LinearProgramInterface
NonnegativeLinearProgramInterface