QuadraticProgrammingSolver.hpp

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#ifndef JULIAN_QUADRATICPROGRAMMINGSOLVER_HPP
#define JULIAN_QUADRATICPROGRAMMINGSOLVER_HPP

#include <armadillo>
#include <vector>
#include <utils/utils.hpp>


namespace julian {

  class QuadraticProgrammingSolver {    
  public:
    QuadraticProgrammingSolver(): silent_(false) {};
    
    void setQuadraticTerm(const arma::mat& );
    void setLinearTerm(const arma::mat& );

    void setEqualityConstrainsMatrix(const arma::mat& );
    void setEqualityConstrainsVector(const arma::mat& );
    
    void setNonEqualityConstrainsMatrix(const arma::mat&);
    void setNonEqualityConstrainsLowerVector(const arma::mat&);
    void setNonEqualityConstrainsUpperVector(const arma::mat&);

    void setArgumentLowerConstrains(const arma::mat& );
    void setArgumentUpperConstrains(const arma::mat& );    
    
    void setInfo(const bool input);
 
    arma::mat solve();  

  private:
    void MatrixToArray(int*,int*,double*,const arma::mat&); 
    void SymetricMatrixToArray(int*,int*,double*,const arma::mat&);
    void Matrix1dToArray(double*,const arma::mat&);

    arma::mat quadratic_term_; 
    arma::mat linear_term_;  
    arma::mat equality_constrains_matrix_;
    arma::mat equality_constrains_vector_; 
    arma::mat non_equality_constrains_matrix_; 
    arma::mat non_equality_constrains_lower_vector_; 
    arma::mat non_equality_constrains_upper_vector_; 
    arma::mat argument_lower_constrains_;
    arma::mat argument_upper_constrains_;
    bool silent_; 
  };
}

// The following is a notice of limited availability of this software and disclaimer which must be included as a preface to the software,
// in all source listings of the code, and in any supporting documentation.
// COPYRIGHT 2001 UNIVERSITY OF CHICAGO
// The copyright holder hereby grants you royalty-free rights to use, reproduce, prepare derivative works, and to redistribute this software to others, provided that any changes are clearly documented.
// This software was authored by:

//     E. MICHAEL GERTZ      gertz@mcs.anl.gov
//     Mathematics and Computer Science Division
//     Argonne National Laboratory
//     9700 S. Cass Avenue
//     Argonne, IL 60439-4844
//     STEPHEN J. WRIGHT     swright@cs.wisc.edu
//     Department of Computer Sciences
//     University of Wisconsin
//     1210 West Dayton Street
//     Madison, WI 53706   FAX: (608)262-9777
// Any questions or comments may be directed to one of the authors.

// ARGONNE NATIONAL LABORATORY (ANL), WITH FACILITIES IN THE STATES OF ILLINOIS AND IDAHO, IS OWNED BY THE UNITED STATES GOVERNMENT, AND OPERATED BY THE UNIVERSITY OF CHICAGO UNDER PROVISION OF A CONTRACT WITH THE DEPARTMENT OF ENERGY.
#endif