CGAL 4.7 - Linear and Quadratic Programming Solver: QuadraticProgram Concept Reference

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CGAL 4.7 - Linear and Quadratic Programming Solver

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QuadraticProgram Concept Reference
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## Definition

A model of `QuadraticProgram` describes a convex quadratic program of the form.

\( \newcommand{\qprel}{\gtreqless} \newcommand{\qpx}{\mathbf{x}} \newcommand{\qpl}{\mathbf{l}} \newcommand{\qpu}{\mathbf{u}} \newcommand{\qpc}{\mathbf{c}} \newcommand{\qpb}{\mathbf{b}} \newcommand{\qpy}{\mathbf{y}} \newcommand{\qpw}{\mathbf{w}} \newcommand{\qplambda}{\mathbf{\lambda}} \)

\begin{eqnarray*} \mbox{(QP)}& \mbox{minimize} & \qpx^{T}D\qpx+\qpc^{T}\qpx+c_0 \\ &\mbox{subject to} & A\qpx\qprel \qpb, \\ & & \qpl \leq \qpx \leq \qpu \end{eqnarray*}

in \( n\) real variables \( \qpx=(x_0,\ldots,x_{n-1})\).

Here,

- \( A\) is an \( m\times n\) matrix (the constraint matrix),
- \( \qpb\) is an \( m\)-dimensional vector (the right-hand side),
- \( \qprel\) is an \( m\)-dimensional vector of relations from \( \{\leq, =, \geq\}\),
- \( \qpl\) is an \( n\)-dimensional vector of lower bounds for \( \qpx\), where \( l_j\in\mathbb{R}\cup\{-\infty\}\) for all \( j\)
- \( \qpu\) is an \( n\)-dimensional vector of upper bounds for \( \qpx\), where \( u_j\in\mathbb{R}\cup\{\infty\}\) for all \( j\)
- \( D\) is a symmetric positive-semidefinite \( n\times n\) matrix (the quadratic objective function),
- \( \qpc\) is an \( n\)-dimensional vector (the linear objective function), and
- \( c_0\) is a constant.

The description is given by appropriate random-access iterators over the program data, see below. The program therefore comes in dense representation which includes zero entries.

Has Models:

  `CGAL::Quadratic_program<NT>`

  `CGAL::Quadratic_program_from_mps<NT>`

  `CGAL::Quadratic_program_from_iterators<A_it, B_it, R_it, FL_it, L_it, FU_it, U_it, D_it, C_it>`

Requires:
  The value types of all iterator types (nested iterator types, respectively, for `A_iterator` and `D_iterator`) must be convertible to some common `IntegralDomain` `ET`.

See Also
  `NonnegativeQuadraticProgram`
  `LinearProgram`
  `NonnegativeLinearProgram`

## Types

typedef unspecified_type | A_iterator
| A random access iterator type to go columnwise over the constraint matrix \( A\). More...
typedef unspecified_type | B_iterator
| A random access iterator type to go over the entries of the right-hand side \( \qpb\).
typedef unspecified_type | R_iterator
| A random access iterator type to go over the relations \( \qprel\). More...
typedef unspecified_type | FL_iterator
| A random access iterator type to go over the existence (finiteness) of the lower bounds \( l_j, j=0,\ldots,n-1\). More...
typedef unspecified_type | L_iterator
| A random acess iterator type to go over the entries of the lower bound vector \( \qpl\).
typedef unspecified_type | UL_iterator
| A random access iterator type to go over the existence (finiteness) of the upper bounds \( u_j, j=0,\ldots,n-1\). More...
typedef unspecified_type | U_iterator
| A random acess iterator type to go over the entries of the upper bound vector \( \qpu\).
typedef unspecified_type | D_iterator
| A random access iterator type to go rowwise over the matrix \( 2D\). More...
typedef unspecified_type | C_iterator
| A random access iterator type to go over the entries of the linear objective function vector \( c\).

## Operations

int | get_n () const
| returns the number \( n\) of variables (number of columns of \( A\)) in `qp`.
int | get_m () const
| returns the number \( m\) of constraints (number of rows of \( A\)) in `qp`.
A_iterator | get_a () const
| returns an iterator over the columns of \( A\). More...
B_iterator | get_b () const
| returns an iterator over the entries of \( \qpb\). More...
R_iterator | get_r () const
| returns an iterator over the entries of \( \qprel\). More...
FL_iterator | get_fl () const
| returns an iterator over the existence of the lower bounds \( l_j, j=0,\ldots,n-1\). More...
L_iterator | get_l () const
| returns an iterator over the entries of \( \qpl\). More...
FU_iterator | get_fu () const
| returns an iterator over the existence of the upper bounds \( u_j, j=0,\ldots,n-1\). More...
L_iterator | get_u () const
| returns an iterator over the entries of \( \qpu\). More...
D_iterator | get_d () const
| returns an iterator over the rows of \( 2D\). More...
C_iterator | get_c () const
| returns an iterator over the entries of \( \qpc\). More...
std::iterator_traits < C_iterator >::value_type | get_c0 () const
| returns the constant term \( c_0\) of the objective function.

## Member Typedef Documentation

typedef unspecified_type QuadraticProgram::A_iterator

A random access iterator type to go columnwise over the constraint matrix \( A\).

The value type is a random access iterator type for an individual column that goes over the entries in that column.

typedef unspecified_type QuadraticProgram::D_iterator

A random access iterator type to go rowwise over the matrix \( 2D\).

The value type is a random access iterator type for an individual row that goes over the entries in that row, up to (and including) the entry on the main diagonal.

typedef unspecified_type QuadraticProgram::FL_iterator

A random access iterator type to go over the existence (finiteness) of the lower bounds \( l_j, j=0,\ldots,n-1\).

The value type of `FL_iterator` is `bool`.

typedef unspecified_type QuadraticProgram::R_iterator

A random access iterator type to go over the relations \( \qprel\).

The value type of `R_iterator` is `CGAL::Comparison_result`.

typedef unspecified_type QuadraticProgram::UL_iterator

A random access iterator type to go over the existence (finiteness) of the upper bounds \( u_j, j=0,\ldots,n-1\).

The value type of `UL_iterator` is `bool`.

## Member Function Documentation

A_iterator QuadraticProgram::get_a | ( | ) |  | const

returns an iterator over the columns of \( A\).

The corresponding past-the-end iterator is `get_a()+get_n()`. For \( j=0,\ldots,n-1\), `*(get_a()+j)` is a random access iterator for column \( j\).

B_iterator QuadraticProgram::get_b | ( | ) |  | const

returns an iterator over the entries of \( \qpb\).

The corresponding past-the-end iterator is `get_b()+get_m()`.

C_iterator QuadraticProgram::get_c | ( | ) |  | const

returns an iterator over the entries of \( \qpc\).

The corresponding past-the-end iterator is `get_c()+get_n()`.

D_iterator QuadraticProgram::get_d | ( | ) |  | const

returns an iterator over the rows of \( 2D\).

The corresponding past-the-end iterator is `get_d()+get_n()`. For \( i=0,\ldots,n-1\), `*(get_d()+i)` is a random access iterator for the entries in row \( i\) below or on the diagonal. The valid range of this iterator is guaranteed to have length \( i+1\) but not more. Values to the right of the diagonal are deduced from the symmetry requirement on \( D\).

FL_iterator QuadraticProgram::get_fl | ( | ) |  | const

returns an iterator over the existence of the lower bounds \( l_j, j=0,\ldots,n-1\).

The corresponding past-the-end iterator is `get_fl()+get_n()`. If `*(get_fl()+j)` has value \( true\), the variable \( x_j\) has a lower bound given by `*(get_l()+j)`, otherwise it has no lower bound.

FU_iterator QuadraticProgram::get_fu | ( | ) |  | const

returns an iterator over the existence of the upper bounds \( u_j, j=0,\ldots,n-1\).

The corresponding past-the-end iterator is `get_fu()+get_n()`. If `*(get_fu()+j)` has value \( true\), the variable \( x_j\) has an upper bound given by `*(get_u()+j)`, otherwise it has no upper bound.

L_iterator QuadraticProgram::get_l | ( | ) |  | const

returns an iterator over the entries of \( \qpl\).

The corresponding past-the-end iterator is `get_l()+get_n()`. If `*(get_fl()+j)` has value \( false\), the value `*(get_l()+j)` is not accessed.

Precondition
  if both `*(get_fl()+j)` and `*(get_fu()+j)` have value \( true\), then `*(get_l()+j) <= *(get_u()+j)`.

R_iterator QuadraticProgram::get_r | ( | ) |  | const

returns an iterator over the entries of \( \qprel\).

The corresponding past-the-end iterator is `get_r()+get_m()`. The value `CGAL::SMALLER` stands for \( \leq\), `CGAL::EQUAL` stands for \( =\), and `CGAL::LARGER` stands for \( \geq\).

L_iterator QuadraticProgram::get_u | ( | ) |  | const

returns an iterator over the entries of \( \qpu\).

The corresponding past-the-end iterator is `get_u()+get_n()`. If `*(get_fu()+j)` has value \( false\), the value `*(get_u()+j)` is not accessed.

Precondition
  if both `*(get_fl()+j)` and `*(get_fu()+j)` have value \( true\), then `*(get_l()+j) <= *(get_u()+j)`.