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hub / github.com/andeya/algorithm / ConeQp

Function ConeQp

cvx/coneqp.go:90–194  ·  view source on GitHub ↗

Solves a pair of primal and dual convex quadratic cone programs minimize (1/2)*x'*P*x + q'*x subject to G*x + s = h A*x = b s >= 0 maximize -(1/2)*(q + G'*z + A'*y)' * pinv(P) * (q + G'*z + A'*y) - h'*z - b'*y subject to q + G'*z + A'*y in range(P) z >= 0. The inequalities are with respec

(P, q, G, h, A, b *matrix.FloatMatrix, dims *sets.DimensionSet, solopts *SolverOptions,
	initvals *sets.FloatMatrixSet)

Source from the content-addressed store, hash-verified

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Callers 2

QpFunction · 0.85
TestConeQpFunction · 0.85

Calls 10

checkConeQpDimensionsFunction · 0.85
factorFunction · 0.85
coneqp_problemFunction · 0.85
SumSquaredMethod · 0.80
ColsMethod · 0.65
RowsMethod · 0.65
SetMethod · 0.65
SizeMatchMethod · 0.65
SumMethod · 0.45
AtMethod · 0.45

Tested by 1

TestConeQpFunction · 0.68