Package kao.math.qp

QP Library. More...

Classes
class	QP
	Provides methods for solving Quadratic Programs (QP). More...

Detailed Description

QP Library.

Routines for solving strictly convex quadratic programs (QP) of the form:

$\min f(x) = \frac{1}{2} x^{T} G x + d_{0}^{T} x$

such that

$A_{eq}^{T}x - b_{eq} = 0$

$A_{ineq}^{T}x - b_{ineq} \geq 0$

where:

is a column vector of length
$d_{0}$ is a column vector of length
is a $n \times n$ positive definite matrix
$A_{eq}^{T}$ is a $q \times n$ matrix where each row defines an equality constraint
$A_{ineq}^{T}$ is a $p \times n$ matrix where each row defines an inequality constraint
$b_{eq}$ is a column vector of length
$b_{ineq}$ is a column vector of length