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1 // QP.h -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #if !defined (octave_QP_h) |
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25 #define octave_QP_h 1 |
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26 |
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27 #if defined (__GNUG__) |
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28 #pragma interface |
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29 #endif |
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30 |
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31 #include "dMatrix.h" |
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32 #include "dColVector.h" |
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33 #include "Bounds.h" |
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34 #include "LinConst.h" |
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35 |
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36 #ifndef Vector |
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37 #define Vector ColumnVector |
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38 #endif |
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39 |
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40 class QP |
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41 { |
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42 public: |
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43 |
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44 QP (void); |
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45 QP (const Vector& x, const Matrix& H); |
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46 QP (const Vector& x, const Matrix& H, const Vector& c); |
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47 QP (const Vector& x, const Matrix& H, const Bounds& b); |
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48 QP (const Vector& x, const Matrix& H, const LinConst& lc); |
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49 QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b); |
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50 QP (const Vector& x, const Matrix& H, const Vector& c, const LinConst& lc); |
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51 QP (const Vector& x, const Matrix& H, const Bounds& b, const LinConst& lc); |
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52 QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b, |
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53 const LinConst& lc); |
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54 |
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55 virtual Vector minimize (void); |
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56 virtual Vector minimize (double& objf); |
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57 virtual Vector minimize (double& objf, int& inform); |
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58 virtual Vector minimize (double& objf, int& inform, Vector& lambda) = 0; |
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59 |
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60 virtual Vector minimize (const Vector& x); |
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61 virtual Vector minimize (const Vector& x, double& objf); |
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62 virtual Vector minimize (const Vector& x, double& objf, int& inform); |
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63 virtual Vector minimize (const Vector& x, double& objf, int& inform, |
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64 Vector& lambda); |
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65 |
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66 protected: |
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67 |
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68 Vector x; |
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69 Matrix H; |
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70 Vector c; |
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71 Bounds bnds; |
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72 LinConst lc; |
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73 |
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74 private: |
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75 |
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76 Matrix make_h_symmetric (void); |
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77 }; |
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78 |
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79 #endif |
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80 |
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81 /* |
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82 ;;; Local Variables: *** |
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83 ;;; mode: C++ *** |
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84 ;;; page-delimiter: "^/\\*" *** |
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85 ;;; End: *** |
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86 */ |
