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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 . |