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QP.h
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C/C++ Source or Header
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1996-10-12
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87 lines
// QP.h -*- C++ -*-
/*
Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton
This file is part of Octave.
Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 2, or (at your option) any
later version.
Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
for more details.
You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING. If not, write to the Free
Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
*/
#if !defined (octave_QP_h)
#define octave_QP_h 1
#include "dMatrix.h"
#include "dColVector.h"
#include "Bounds.h"
#include "LinConst.h"
extern "C++" {
#ifndef Vector
#define Vector ColumnVector
#endif
class QP
{
public:
QP (void);
QP (const Vector& x, const Matrix& H);
QP (const Vector& x, const Matrix& H, const Vector& c);
QP (const Vector& x, const Matrix& H, const Bounds& b);
QP (const Vector& x, const Matrix& H, const LinConst& lc);
QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b);
QP (const Vector& x, const Matrix& H, const Vector& c, const LinConst& lc);
QP (const Vector& x, const Matrix& H, const Bounds& b, const LinConst& lc);
QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b,
const LinConst& lc);
virtual Vector minimize (void);
virtual Vector minimize (double& objf);
virtual Vector minimize (double& objf, int& inform);
virtual Vector minimize (double& objf, int& inform, Vector& lambda) = 0;
virtual Vector minimize (const Vector& x);
virtual Vector minimize (const Vector& x, double& objf);
virtual Vector minimize (const Vector& x, double& objf, int& inform);
virtual Vector minimize (const Vector& x, double& objf, int& inform,
Vector& lambda);
protected:
Vector x;
Matrix H;
Vector c;
Bounds bnds;
LinConst lc;
private:
Matrix make_h_symmetric (void);
};
} // extern "C++"
#endif
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; page-delimiter: "^/\\*" ***
;;; End: ***
*/