CGAL 6.1 - Linear and Quadratic Programming Solver

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CGAL::Quadratic_program< NT > Class Template Reference
Reference Manual » Classes

`#include <CGAL/QP_models.h>`

## Definition

template<typename NT>
class CGAL::Quadratic_program< NT >

An object of class `Quadratic_program` 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.

If \( D=0\), the program is a linear program; if the variable bounds are \( x\geq 0\), we have a nonnegative program.

This class allows you to build your program entry by entry, using the set-methods below.

If you only need to wrap existing (random-access) iterators over your own data, then you may use any of the four models `Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it>`, `Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it>`, `Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it>`, and `Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it>`.

If you want to read a quadratic program in `MPSFormat` from a stream, please use the model `Quadratic_program_from_mps<NT>`.

Is model of
  `QuadraticProgram`
  `LinearProgram`
  `NonnegativeQuadraticProgram`
  `NonnegativeLinearProgram`

Example

QP_solver/first_qp.cpp

QP_solver/first_lp.cpp

QP_solver/first_nonnegative_qp.cpp

QP_solver/first_nonnegative_lp.cpp

QP_solver/invert_matrix.cpp

See also
  `Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it>`
  `Linear_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, C_it>`
  `Nonnegative_quadratic_program_from_iterators<A_it, B_it, R_it, D_it, C_it>`
  `Nonnegative_linear_program_from_iterators<A_it, B_it, R_it, C_it>`
  `Quadratic_program_from_mps<NT>`

Examples
  QP_solver/first_lp.cpp, QP_solver/first_nonnegative_lp.cpp, QP_solver/first_nonnegative_qp.cpp, QP_solver/first_qp.cpp, QP_solver/first_qp_basic_constraints.cpp, QP_solver/invert_matrix.cpp, QP_solver/print_first_lp.cpp, QP_solver/print_first_nonnegative_lp.cpp, QP_solver/print_first_nonnegative_qp.cpp, and QP_solver/print_first_qp.cpp.

## Types
typedef unspecified_type | NT
| The number type of the program entries.

## Creation
| Quadratic_program (CGAL::Comparison_result default_r=CGAL::EQUAL, bool default_fl=true, const NT &default_l=0, bool default_fu=false, const NT &default_u=0)
| constructs a quadratic program with no variables and no constraints, ready for data to be added.

## Operations
bool | is_linear () const
| returns `true` if and only if `qp` is a linear program.
bool | is_nonnegative () const
| returns `true` if and only if `qp` is a nonnegative program.
void | set_a (int j, int i, const NT &val)
| sets the entry \( A_{ij}\) in column \( j\) and row \( i\) of the constraint matrix \( A\) of `qp` to `val`.
void | set_b (int i, const NT &val)
| sets the entry \( b_i\) of `qp` to `val`.
void | set_r (int i, CGAL::Comparison_result rel)
| sets the entry \( \qprel_i\) of `qp` to `rel`.
void | set_l (int j, bool is_finite, const NT &val=NT(0))
| if `is_finite`, this sets the entry \( l_j\) of `qp` to `val`, otherwise it sets \( l_j\) to \( -\infty\).
void | set_u (int j, bool is_finite, const NT &val=NT(0))
| if `is_finite`, this sets the entry \( u_j\) of `qp` to `val`, otherwise it sets \( u_j\) to \( \infty\).
void | set_c (int j, const NT &val)
| sets the entry \( c_j\) of `qp` to `val`.
void | set_c0 (const NT &val)
| sets the entry \( c_0\) of `qp` to `val`.
void | set_d (int i, int j, const NT &val)
| sets the entries \( 2D_{ij}\) and \( 2D_{ji}\) of `qp` to `val`.

## Constructor & Destructor Documentation

## ◆ Quadratic_program()

template<typename NT >

CGAL::Quadratic_program< NT >::Quadratic_program | ( | CGAL::Comparison_result | default_r = `CGAL::EQUAL`,
|  | bool | default_fl = `true`,
|  | const NT & | default_l = `0`,
|  | bool | default_fu = `false`,
|  | const NT & | default_u = `0`
| ) |  |

constructs a quadratic program with no variables and no constraints, ready for data to be added.

Unless relations are explicitly set, they will be of type `default_r`. Unless bounds are explicitly set, they will be as specified by `default_fl` (finite lower bound?), `default_l` (lower bound value if lower bound is finite), `default_fu` (finite upper bound?), and `default_l` (upper bound value if upper bound is finite). If all parameters take their default values, we thus get equality constraints and bounds \( x\geq0\) by default. Numerical entries that are not explicitly set will default to \( 0\).

Precondition
  if `default_fl == default_fu == true`, then `default_l <= default_u`.

## Member Function Documentation

## ◆ set_a()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_a | ( | int | j,
|  | int | i,
|  | const NT & | val
| ) |  |

sets the entry \( A_{ij}\) in column \( j\) and row \( i\) of the constraint matrix \( A\) of `qp` to `val`.

An existing entry is overwritten. `qp` is enlarged if necessary to accommodate this entry.

## ◆ set_b()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_b | ( | int | i,
|  | const NT & | val
| ) |  |

sets the entry \( b_i\) of `qp` to `val`.

An existing entry is overwritten. `qp` is enlarged if necessary to accommodate this entry.

## ◆ set_c()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_c | ( | int | j,
|  | const NT & | val
| ) |  |

sets the entry \( c_j\) of `qp` to `val`.

An existing entry is overwritten. `qp` is enlarged if necessary to accommodate this entry.

## ◆ set_c0()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_c0 | ( | const NT & | val | ) |

sets the entry \( c_0\) of `qp` to `val`.

An existing entry is overwritten.

## ◆ set_d()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_d | ( | int | i,
|  | int | j,
|  | const NT & | val
| ) |  |

sets the entries \( 2D_{ij}\) and \( 2D_{ji}\) of `qp` to `val`.

Existing entries are overwritten. `qp` is enlarged if necessary to accommodate these entries.

Precondition
  `j <= i`

## ◆ set_l()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_l | ( | int | j,
|  | bool | is_finite,
|  | const NT & | val = `NT(0)`
| ) |  |

if `is_finite`, this sets the entry \( l_j\) of `qp` to `val`, otherwise it sets \( l_j\) to \( -\infty\).

An existing entry is overwritten. `qp` is enlarged if necessary to accommodate this entry.

## ◆ set_r()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_r | ( | int | i,
|  | CGAL::Comparison_result | rel
| ) |  |

sets the entry \( \qprel_i\) of `qp` to `rel`.

`CGAL::SMALLER` means that the \( i\)-th constraint is of type "\f$ \leq\f$", `CGAL::EQUAL` means "\f$ =\f$", and `CGAL::LARGER` encodes "\f$ \geq\f$". An existing entry is overwritten. `qp` is enlarged if necessary to accommodate this entry.

## ◆ set_u()

template<typename NT >

void CGAL::Quadratic_program< NT >::set_u | ( | int | j,
|  | bool | is_finite,
|  | const NT & | val = `NT(0)`
| ) |  |

if `is_finite`, this sets the entry \( u_j\) of `qp` to `val`, otherwise it sets \( u_j\) to \( \infty\).

An existing entry is overwritten. `qp` is enlarged if necessary to accommodate this entry.