diff liboctave/QP.h @ 3:9a4c07481e61

[project @ 1993-08-08 01:20:23 by jwe] Initial revision
author jwe
date Sun, 08 Aug 1993 01:21:46 +0000
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+// QP.h                                                -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 2, or (at your option) any
+later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, write to the Free
+Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
+
+*/
+
+#if !defined (_QP_h)
+#define _QP_h 1
+
+#ifdef __GNUG__
+#pragma interface
+#endif
+
+#include "Bounds.h"
+#include "LinConst.h"
+#include "Matrix.h"
+
+#ifndef Vector
+#define Vector ColumnVector
+#endif
+
+class QP
+{
+ public:
+
+  QP (void);
+  QP (const Vector& x, const Matrix& H);
+  QP (const Vector& x, const Matrix& H, const Vector& c);
+  QP (const Vector& x, const Matrix& H, const Bounds& b);
+  QP (const Vector& x, const Matrix& H, const LinConst& lc);
+  QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b);
+  QP (const Vector& x, const Matrix& H, const Vector& c, const LinConst& lc);
+  QP (const Vector& x, const Matrix& H, const Bounds& b, const LinConst& lc);
+  QP (const Vector& x, const Matrix& H, const Vector& c, const Bounds& b,
+      const LinConst& lc);
+
+  virtual Vector minimize (void);
+  virtual Vector minimize (double& objf);
+  virtual Vector minimize (double& objf, int& inform);
+  virtual Vector minimize (double& objf, int& inform, Vector& lambda) = 0;
+
+  virtual Vector minimize (const Vector& x);
+  virtual Vector minimize (const Vector& x, double& objf);
+  virtual Vector minimize (const Vector& x, double& objf, int& inform);
+  virtual Vector minimize (const Vector& x, double& objf, int& inform,
+			   Vector& lambda);
+
+ protected:
+
+  Vector x;
+  Matrix H;  
+  Vector c;
+  Bounds bnds;
+  LinConst lc;
+
+ private:
+
+  Matrix make_h_symmetric (void);
+};
+
+#endif
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; page-delimiter: "^/\\*" ***
+;;; End: ***
+*/