Optimization: principles and algorithms, by Michel Bierlaire
Functions
quadraticDirect.m File Reference

Algorithm 9.1: Direct resolution of quadratic problems. More...

Go to the source code of this file.

Functions

function quadraticDirect (in Q, in b)
 Applies the direct resolution method to solve

\[\min_x \frac{1}{2} x^T Q x + b^T x\]

where $Q \in \mathbb{R}^n\times\mathbb{R}^n $ and $b \in \mathbb{R}^n$. More...

 

Detailed Description

Algorithm 9.1: Direct resolution of quadratic problems.

Implementation of algorithm 9.1 of [1]

Author
Michel Bierlaire
Date
Fri Mar 20 11:03:31 2015

Definition in file quadraticDirect.m.

Function Documentation

function quadraticDirect ( in  Q,
in  b 
)

Applies the direct resolution method to solve

\[\min_x \frac{1}{2} x^T Q x + b^T x\]

where $Q \in \mathbb{R}^n\times\mathbb{R}^n $ and $b \in \mathbb{R}^n$.

Note
Tested with run0908quad.m
Called by newtonLocalQuadratic
Parameters
Qmatrix of size $n \times n $.
bvector of size $n$.
Returns
solution: optimal solution
Copyright 2015-2016 Michel Bierlaire