| Library: | math |
| See also: | bfgs nelmin |
| Macro: | qp0 | |
| Description: | solves a quadratic optimization problem with linear inequality constraints |
| Usage: | z = qp0 (H,f,A,b) | |
| Input: | ||
| H | nxn matrix | |
| f | nx1 matrix | |
| A | kxn matrix | |
| b | kx1 matrix | |
| Output: | ||
| z | nx1 matrix | |
library("math")
H=#(9,14,13,10)
H=H~#(14,23,21,19)
H=H~#(13,21,26,18)
H=H~#(10,19,18,25)
f=#(-140,-238,-234,-232)
A=trans(#(1,2,3,4)~#(3,1,4,2))
b=#(6,10)
qp0(H,f,A,b)
Contents of z [1,] 2.8 [2,] 1.6 [3,] 0 [4,] 0
| Library: | math |
| See also: | bfgs nelmin |