gemseo.problems.mdo.scalable.parametric.core.quadratic_programming_problem module#

A quadratic programming (QP) problem.

class QuadraticProgrammingProblem(Q, c, d, A, b)[source]#

Bases: NamedTuple

A quadratic programming (QP) problem.

Minimize \(0.5x^TQx + c^Tx + d\) with respect to \(x\) under the linear constraints \(Ax-b <= 0\).

Create new instance of QuadraticProgrammingProblem(Q, c, d, A, b)

Parameters:
  • Q (RealArray)

  • c (RealArray)

  • d (RealArray)

  • A (RealArray)

  • b (RealArray)

A: RealArray#

The matrix \(A\) of the constraint function \(Ax-b\).

Q: RealArray#

The matrix \(Q\) of the objective function \(0.5x^TQx + c^Tx + d\).

This matrix must be symmetric.

b: RealArray#

The matrix \(b\) of the constraint function \(Ax-b\).

c: RealArray#

The matrix \(c\) of the objective function \(0.5x^TQx + c^Tx + d\).

d: RealArray#

The matrix \(d\) of the objective function \(0.5x^TQx + c^Tx + d\).