Quadratic Programming Solver. More...

#include <QuadraticProgrammingSolver.hpp>

Public Member Functions
void	setQuadraticTerm (const arma::mat &)
	Sets matrix Q. More...

void	setLinearTerm (const arma::mat &)
	Sets vector L. More...

void	setEqualityConstrainsMatrix (const arma::mat &)
	Sets matrix E. More...

void	setEqualityConstrainsVector (const arma::mat &)
	Sets vector b. More...

void	setNonEqualityConstrainsMatrix (const arma::mat &)
	Sets matrix N. More...

void	setNonEqualityConstrainsLowerVector (const arma::mat &)
	Sets vector c. More...

void	setNonEqualityConstrainsUpperVector (const arma::mat &)
	Sets vector d. More...

void	setArgumentLowerConstrains (const arma::mat &)
	Sets vector e. More...

void	setArgumentUpperConstrains (const arma::mat &)
	Sets vector f. More...

void	setInfo (const bool input)
	Sets silent_ variable. More...

arma::mat	solve ()
	Solves quadratic problem. More...

Private Member Functions
void	MatrixToArray (int , int , double *, const arma::mat &)
	Matrix adapter. More...

void	SymetricMatrixToArray (int , int , double *, const arma::mat &)
	Symetric matrix adapter. More...

void	Matrix1dToArray (double *, const arma::mat &)
	Column matrix adapter. More...

Private Attributes
arma::mat	quadratic_term_
	Matrix Q, representing the quadratic term of cost function. More...

arma::mat	linear_term_
	Matrix L, representing the linear term of cost function. More...

arma::mat	equality_constrains_matrix_
	Matrix E, representing an equality constrain. More...

arma::mat	equality_constrains_vector_
	Vector b. More...

arma::mat	non_equality_constrains_matrix_
	Matrix N, representing an non-equality constrain. More...

arma::mat	non_equality_constrains_lower_vector_
	Vector c. More...

arma::mat	non_equality_constrains_upper_vector_
	Vector d. More...

arma::mat	argument_lower_constrains_
	Vector e. More...

arma::mat	argument_upper_constrains_
	Vector f. More...

bool	silent_
	If true solve function prints status of each iteration. More...

Detailed Description

Quadratic Programming Solver.

An algorithm implemented in QuadraticProgrammingSolver solves following problem:

$\min_{x} \frac{1}{2}x^T Q x + L^T x$

subject to:
$E x = b $
$c <= N x <= d $
$e <= x <= f $
where:

is symmetric, positive-definite matrix representing quadratic term
is a vector representing linear term
is a matrix representing an equality constrain
is a matrix representing non-equality constrain

More information about algorithm see OOQP manual [27] (link)

Remarks: Class uses algorithms implemented in OOQP

Examples:: QPSolverExample.cpp.

Member Function Documentation

void julian::QuadraticProgrammingSolver::Matrix1dToArray	(	double *	A,
		const arma::mat &	B
	)

private

Column matrix adapter.

Function adapts armadillo matrix to sparse matrix used by OOQP

void julian::QuadraticProgrammingSolver::MatrixToArray	(	int *	row,
		int *	col,
		double *	A,
		const arma::mat &	B
	)

private

Matrix adapter.

Function adapts armadillo matrix to sparse matrix used by OOQP

void julian::QuadraticProgrammingSolver::setArgumentLowerConstrains ( const arma::mat & input )

Sets vector e.

Sets vector e

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::setArgumentUpperConstrains ( const arma::mat & input )

Sets vector f.

Sets vector f

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::setEqualityConstrainsMatrix ( const arma::mat & input )

Sets matrix E.

void julian::QuadraticProgrammingSolver::setEqualityConstrainsVector ( const arma::mat & input )

Sets vector b.

void julian::QuadraticProgrammingSolver::setInfo ( const bool input )

Sets silent_ variable.

Sets silent_ variable

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::setLinearTerm ( const arma::mat & input )

Sets vector L.

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::setNonEqualityConstrainsLowerVector ( const arma::mat & input )

Sets vector c.

Sets vector c

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::setNonEqualityConstrainsMatrix ( const arma::mat & input )

Sets matrix N.

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::setNonEqualityConstrainsUpperVector ( const arma::mat & input )

Sets vector d.

Sets vector d

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::setQuadraticTerm ( const arma::mat & input )

Sets matrix Q.

Examples:: QPSolverExample.cpp.

arma::mat julian::QuadraticProgrammingSolver::solve ( )

Solves quadratic problem.

Algorithm used is primal-dual interior-point. Returns the vector of numbers $x$ which minimizes expression $\frac{1}{2}x^T Q x + L^T x$

Examples:: QPSolverExample.cpp.

void julian::QuadraticProgrammingSolver::SymetricMatrixToArray	(	int *	row,
		int *	col,
		double *	A,
		const arma::mat &	B
	)

private

Symetric matrix adapter.

Function adapts armadillo matrix to sparse matrix used by OOQP

Member Data Documentation

arma::mat julian::QuadraticProgrammingSolver::argument_lower_constrains_

private

Vector e.

arma::mat julian::QuadraticProgrammingSolver::argument_upper_constrains_

private

Vector f.

arma::mat julian::QuadraticProgrammingSolver::equality_constrains_matrix_

private

Matrix E, representing an equality constrain.

arma::mat julian::QuadraticProgrammingSolver::equality_constrains_vector_

private

Vector b.

arma::mat julian::QuadraticProgrammingSolver::linear_term_

private

Matrix L, representing the linear term of cost function.

arma::mat julian::QuadraticProgrammingSolver::non_equality_constrains_lower_vector_

private

Vector c.

arma::mat julian::QuadraticProgrammingSolver::non_equality_constrains_matrix_

private

Matrix N, representing an non-equality constrain.

arma::mat julian::QuadraticProgrammingSolver::non_equality_constrains_upper_vector_

private

Vector d.

arma::mat julian::QuadraticProgrammingSolver::quadratic_term_

private

Matrix Q, representing the quadratic term of cost function.

bool julian::QuadraticProgrammingSolver::silent_

private

If true solve function prints status of each iteration.

The documentation for this class was generated from the following files:

C:/Unix/home/OEM/jULIAN/src/mathematics/numericalAlgorithms/QuadraticProgrammingSolver.hpp
C:/Unix/home/OEM/jULIAN/src/mathematics/numericalAlgorithms/QuadraticProgrammingSolver.cpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Member Function Documentation

Member Data Documentation