CGAL::Quadratic_program_from_iterators< A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it > Class Template Reference

#include <CGAL/QP_models.h>

Definition

template<typename A_it, typename B_it, typename R_it, typename FL_it, typename L_it, typename FU_it, typename U_it, typename D_it, typename C_it>
class CGAL::Quadratic_program_from_iterators< A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it >

An object of class Quadratic_program_from_iterators describes a convex quadratic program of the form.

\begin{eqnarray*} \mbox{(QP)}& \mbox{minimize} & \qpx^{T}D\qpx+\qpc^{T}\qpx+c_0 \\ &\mbox{subject to} & A\qpx\qprel \qpb, \\ & & \qpl \leq \qpx \leq \qpu \end{eqnarray*}

in \( n\) real variables \( \qpx=(x_0,\ldots,x_{n-1})\).

Here,

• \( A\) is an \( m\times n\) matrix (the constraint matrix),
• \( \qpb\) is an \( m\)-dimensional vector (the right-hand side),

• \( \qprel\) is an \( m\)-dimensional vector of relations from \( \{\leq, =, \geq\}\),

• \( \qpl\) is an \( n\)-dimensional vector of lower bounds for \( \qpx\), where \( l_j\in\mathbb{R}\cup\{-\infty\}\) for all \( j\)

• \( \qpu\) is an \( n\)-dimensional vector of upper bounds for \( \qpx\), where \( u_j\in\mathbb{R}\cup\{\infty\}\) for all \( j\)

• \( D\) is a symmetric positive-semidefinite \( n\times n\) matrix (the quadratic objective function),

• \( \qpc\) is an \( n\)-dimensional vector (the linear objective function), and

• \( c_0\) is a constant.

This class is simply a wrapper for existing iterators, and it does not copy the program data.

It frequently happens that all values in one of the vectors from above are the same, for example if the system \( Ax\qprel b\) is actually a system of equations \( Ax=b\). To get an iterator over such a vector, it is not necessary to store multiple copies of the value in some container; an instance of the class Const_oneset_iterator<T>, constructed from the value in question, does the job more efficiently.

Is model of

QuadraticProgram

Example

QP_solver/first_qp_from_iterators.cpp

The following example for the simpler model Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it> should give you a flavor of the use of this model in practice.

QP_solver/solve_convex_hull_containment_lp.h

QP_solver/convex_hull_containment.cpp

See also

QuadraticProgram

Quadratic_program<NT>

Quadratic_program_from_mps<NT>

Examples

QP_solver/first_qp_from_iterators.cpp.

Creation
	Quadratic_program_from_iterators (int n, int m, const A_it &a, const B_it &b, const R_it &r, const FL_it &fl, const L_it &l, const FU_it &fu, const U_it &u, const D_it &d, const C_it &c, const std::iterator_traits< C_it >value_type &c0=0)
	constructs qp from given random-access iterators and the constant c0.

Constructor & Destructor Documentation

Quadratic_program_from_iterators()

template<typename A_it , typename B_it , typename R_it , typename FL_it , typename L_it , typename FU_it , typename U_it , typename D_it , typename C_it >

CGAL::Quadratic_program_from_iterators< A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it >::Quadratic_program_from_iterators	(	int	n,
		int	m,
		const A_it &	a,
		const B_it &	b,
		const R_it &	r,
		const FL_it &	fl,
		const L_it &	l,
		const FU_it &	fu,
		const U_it &	u,
		const D_it &	d,
		const C_it &	c,
		const std::iterator_traits< C_it >value_type &	c0 = 0
	)

constructs qp from given random-access iterators and the constant c0.

The passed iterators are merely stored, no copying of the program data takes place. How these iterators are supposed to encode the quadratic program is described in QuadraticProgram.