mir.optim.boxcqp

Bound Constrained Convex Quadratic Problem Solver

Paper: BOXCQP: AN ALGORITHM FOR BOUND CONSTRAINED CONVEX QUADRATIC PROBLEMS

Members

Enums

BoxQPStatus
enum BoxQPStatus

BOXCQP Exit Status

Functions

applyBounds
void applyBounds(Slice!(T*) x, Slice!(const(T)*) l, Slice!(const(T)*) u)
Undocumented in source. Be warned that the author may not have intended to support it.
mir_box_qp_iwork_length
size_t mir_box_qp_iwork_length(size_t n)
mir_box_qp_work_length
size_t mir_box_qp_work_length(size_t n)
solveBoxQP
BoxQPStatus solveBoxQP(Slice!(T*, 2, Canonical) P, Slice!(const(T)*) q, Slice!(const(T)*) l, Slice!(const(T)*) u, Slice!(T*) x, BoxQPSettings!T settings)

Solves: argmin_x(xPx + qx) : l <= x <= u

solveBoxQP
BoxQPStatus solveBoxQP(BoxQPSettings!T settings, Slice!(T*, 2, Canonical) P, Slice!(const(T)*) q, Slice!(const(T)*) l, Slice!(const(T)*) u, Slice!(T*) x, bool unconstrainedSolution, Slice!(T*) work, Slice!(lapackint*) iwork, bool restoreUpperP)

Solves: argmin_x(xPx + qx) : l <= x <= u

Structs

BoxQPSettings
struct BoxQPSettings(T)

BOXCQP Algorithm Settings

Meta

Authors

Ilya Yaroshenko