com.joptimizer.functions

Class PSDQuadraticMultivariateRealFunction

java.lang.Object

com.joptimizer.functions.QuadraticMultivariateRealFunction

com.joptimizer.functions.PSDQuadraticMultivariateRealFunction

All Implemented Interfaces:

ConvexMultivariateRealFunction, TwiceDifferentiableMultivariateRealFunction

Direct Known Subclasses:

PDQuadraticMultivariateRealFunction

public class PSDQuadraticMultivariateRealFunction
extends QuadraticMultivariateRealFunction
implements ConvexMultivariateRealFunction

1/2 * x.P.x + q.x + r, P positive semi-definite

Constructor Summary

Constructors

Constructor and Description
PSDQuadraticMultivariateRealFunction(double[][] PMatrix, double[] qVector, double r)
PSDQuadraticMultivariateRealFunction(double[][] PMatrix, double[] qVector, double r, boolean checkPSD)

Method Summary

Methods inherited from class com.joptimizer.functions.QuadraticMultivariateRealFunction

getDim, getP, getQ, getR, gradient, hessian, value

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.joptimizer.functions.TwiceDifferentiableMultivariateRealFunction

getDim, gradient, hessian, value

Constructor Detail

PSDQuadraticMultivariateRealFunction

public PSDQuadraticMultivariateRealFunction(double[][] PMatrix,
                                            double[] qVector,
                                            double r)

PSDQuadraticMultivariateRealFunction

public PSDQuadraticMultivariateRealFunction(double[][] PMatrix,
                                            double[] qVector,
                                            double r,
                                            boolean checkPSD)