QuadraticProgramming Class |
Namespace: FinMath.NumericalOptimization.Constrained
public sealed class QuadraticProgramming : INumericalOptimization, IConstrainedProgramming
The QuadraticProgramming type exposes the following members.
Name | Description | |
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QuadraticProgramming(Matrix, Vector, Matrix, Vector, Matrix, Vector, Vector, Vector) |
Creates new instance of class QuadraticProgramming.
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QuadraticProgramming(SparseMatrix, Vector, SparseMatrix, Vector, SparseMatrix, Vector, Vector, Vector) |
Creates new instance of class QuadraticProgramming.
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Name | Description | |
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ComputeLagrangeMultipliers |
Whether to compute Lagrange multipliers or not.
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IterationsDone |
Number of iterations done.
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IterationsLimit |
Maximum number of iterations allowed, a positive integer.
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LagrangeMultipliersLinearEqualities |
A vector of Lagrange multipliers for linear equalities.
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LagrangeMultipliersLinearInequalities |
A vector of Lagrange multipliers for linear inequalities.
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LagrangeMultipliersLowerBounds |
A vector of Lagrange multipliers for upper bounds.
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LagrangeMultipliersUpperBounds |
A vector of Lagrange multipliers for lower bounds.
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MinimumPoint |
Minimum point of objective function.
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MinimumValue |
Minimum value of objective function.
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Status |
Status of algorithm termination.
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Tolerance |
Algorithm termination tolerance, a positive scalar.
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Name | Description | |
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
Minimize |
Finds minimum of constrained multivariable function.
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Minimize(Vector) |
Finds minimum of constrained multivariable function.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |
Name | Description | |
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LogMessage |
An event that occures every time the LinearProgramming
wants to send a log message.
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