com.joptimizer.functions

Class SymmPDQuadraticMultivariateRealFunction

java.lang.Object

com.joptimizer.functions.QuadraticMultivariateRealFunction

com.joptimizer.functions.PSDQuadraticMultivariateRealFunction

com.joptimizer.functions.PDQuadraticMultivariateRealFunction

com.joptimizer.functions.SymmPDQuadraticMultivariateRealFunction

All Implemented Interfaces:

ConvexMultivariateRealFunction, StrictlyConvexMultivariateRealFunction, TwiceDifferentiableMultivariateRealFunction

public abstract class SymmPDQuadraticMultivariateRealFunction
extends PDQuadraticMultivariateRealFunction
implements StrictlyConvexMultivariateRealFunction

1/2 * x.P.x + q.x + r, P positive definite and symmetric.

Constructor Summary

Constructors

Constructor and Description
SymmPDQuadraticMultivariateRealFunction(double[][] PMatrix, double[] qVector, double r)
SymmPDQuadraticMultivariateRealFunction(double[][] PMatrix, double[] qVector, double r, boolean checkSPD)

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

SymmPDQuadraticMultivariateRealFunction

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

SymmPDQuadraticMultivariateRealFunction

public SymmPDQuadraticMultivariateRealFunction(double[][] PMatrix,
                                               double[] qVector,
                                               double r,
                                               boolean checkSPD)