Optimization: principles and algorithms, by Michel Bierlaire
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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
where | |
Algorithm 9.1: Direct resolution of quadratic problems.
Implementation of algorithm 9.1 of [1]
Definition in file quadraticDirect.m.
function quadraticDirect | ( | in | Q, |
in | b | ||
) |
Applies the direct resolution method to solve
where and
.
Q | matrix of size ![]() |
b | vector of size ![]() |