C# Class Accord.Math.Optimization.QuadraticConstraint

Constraint with only quadratic terms.
Inheritance: NonlinearConstraint, IConstraint
Mostrar archivo Open project: accord-net/framework Class Usage Examples

Public Methods

Method Description
QuadraticConstraint ( IObjectiveFunction objective, double quadraticTerms, double linearTerms = null, ConstraintType shouldBe = ConstraintType.LesserThanOrEqualTo, double value, double withinTolerance = 0.0 ) : System

Constructs a new quadratic constraint in the form x'Ax + x'b.

Private Methods

Method Description
function ( double x ) : double
gradient ( double x ) : double[]

Method Details

QuadraticConstraint() public method

Constructs a new quadratic constraint in the form x'Ax + x'b.
public QuadraticConstraint ( IObjectiveFunction objective, double quadraticTerms, double linearTerms = null, ConstraintType shouldBe = ConstraintType.LesserThanOrEqualTo, double value, double withinTolerance = 0.0 ) : System
objective IObjectiveFunction The objective function to which this constraint refers.
quadraticTerms double The matrix of A quadratic terms.
linearTerms double The vector b of linear terms.
shouldBe ConstraintType How the left hand side of the constraint should be compared to /// the given .
value double The right hand side of the constraint equation.
withinTolerance double The tolerance for violations of the constraint. Equality /// constraints should set this to a small positive value. Default is 0.
return System