QuadraticProgramming Constructor (SparseMatrix, Vector, SparseMatrix, Vector, SparseMatrix, Vector, Vector, Vector)

public QuadraticProgramming(
	SparseMatrix H,
	Vector F,
	SparseMatrix Ae,
	Vector Be,
	SparseMatrix Ai,
	Vector Bi,
	Vector L,
	Vector U
)

Parameters

H

Type: FinMath.LinearAlgebraSparseMatrix
Quadratic objective function.

F

Type: FinMath.LinearAlgebraVector
Vector of linear objective function quotients.

Ae

Type: FinMath.LinearAlgebraSparseMatrix
Matrix of equality constraints.

Be

Type: FinMath.LinearAlgebraVector
Vector of equality constraints.

Ai

Type: FinMath.LinearAlgebraSparseMatrix
Matrix of inequality constraints.

Bi

Type: FinMath.LinearAlgebraVector
Vector of inequality constraints.

L

Type: FinMath.LinearAlgebraVector
Vector of lower bounds.

U

Type: FinMath.LinearAlgebraVector
Vector of upper bounds.

Reference