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CGAL 6.0 - CGAL and Solvers
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A concept that describes the set of methods used to define and solve a quadratic programming (qp) problem of the general form:
\begin{eqnarray*} & \mbox{minimize} & \frac{1}{2}\mathbf{x}^{T}P\mathbf{x} + \mathbf{q}^{T}\mathbf{x} + r \\ & \mbox{subject to} & \mathbf{l} \leq A\mathbf{x} \leq \mathbf{u} \end{eqnarray*}
in \( n \) real variables \( \mathbf{x} = (x_0, \ldots, x_{n-1}) \) and \( m \) constraints.
Here,
CGAL::OSQP_quadratic_program_traits<T> Memory | |
| void | resize (const std::size_t n, const std::size_t m) |
Allocates memory for n variables and m constraints in qp. | |
Solution | |
| template<typename OutIterator > | |
| bool | solve (OutIterator solution) |
| solves the quadratic program. | |
| bool QuadraticProgramTraits::solve | ( | OutIterator | solution | ) |
solves the quadratic program.
Number of values in solution equals to the number n of values in the vector x.
| OutIterator | a model of OutputIterator that accepts values of type FieldNumberType |
| solution | an output iterator with the solution |
success == true