Source code for gemseo.problems.scalable.parametric.core.quadratic_programming_problem
# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
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# Contributors:
# INITIAL AUTHORS - initial API and implementation and/or initial
# documentation
# :author: Matthias De Lozzo
# OTHER AUTHORS - MACROSCOPIC CHANGES
"""A quadratic programming (QP) problem."""
from __future__ import annotations
from typing import TYPE_CHECKING
from typing import NamedTuple
if TYPE_CHECKING:
from numpy.typing import NDArray
[docs]
class QuadraticProgrammingProblem(NamedTuple):
r"""A quadratic programming (QP) problem.
Minimize :math:`0.5x^TQx + c^Tx + d` with respect to :math:`x` under the linear
constraints :math:`Ax-b <= 0`.
"""
Q: NDArray[float]
r"""The matrix :math:`Q` of the objective function :math:`0.5x^TQx + c^Tx + d`.
This matrix must be symmetric.
"""
c: NDArray[float]
r"""The matrix :math:`c` of the objective function :math:`0.5x^TQx + c^Tx + d`."""
d: NDArray[float]
r"""The matrix :math:`d` of the objective function :math:`0.5x^TQx + c^Tx + d`."""
A: NDArray[float]
r"""The matrix :math:`A` of the constraint function :math:`Ax-b`."""
b: NDArray[float]
r"""The matrix :math:`b` of the constraint function :math:`Ax-b`."""