6 /// inequality constrained quadratic program
7 class Ineq_constrained_qp
{
8 friend class Active_constraints
;
18 void assert_solution(Vector sol
) const;
20 use a KKT method to assert optimality of sol
22 /// solve the problem using a variable metric method
23 Vector
solve(Vector start
) const;
28 /** return the number of variables in the problem */
30 void add_inequality_cons(Vector c
, double r
);
42 Ineq_constrained_qp(int novars
);
43 /** set up matrices to go with the problem. */
47 evaluate the quadratic function for input #v#
50 void eliminate_var(int idx
, Real value
);
56 /// Quadratic programming with mixed linear constraints
57 class Mixed_qp
:public Ineq_constrained_qp
{
59 svec
<Real
> eq_consrhs
;
65 Vector
solve(Vector start
) const;
66 void add_fixed_var(int i
, Real value
);
69 void add_equality_cons(Vector c
, double r
);
81 problem definition of a quadratic optimisation problem with linear
82 inequality and equality constraints
88 typedef Mixed_qp Optimisation_problem
;