Optimo  0.1.0
A C++ header library for optimization
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optimo::solvers::SparsePrimalDualQP< Scalar >::Params Class Reference

QP parameters defining the problem. More...

#include <sparse_primal_dual_qp_api.h>

Public Member Functions

 Params (const uint n, const uint m, const uint p)
 QP parameters constructor. More...
 
void reserve (void)
 Reserves a squared matrix of size l x l where l = n + m + p.
 
bool setQElement (const uint i, const uint j, const Scalar &val)
 Method that inserts an element to matrix \(Q\).
 
bool setAeqElement (const uint i, const uint j, const Scalar &val)
 Method that inserts an element to matrix \(A_{\text{eq}}\).
 
bool setAinElement (const uint i, const uint j, const Scalar &val)
 Method that inserts an element to matrix \(A_{\text{in}}\).
 

Public Attributes

Matrix< Scalar, Dynamic, 1 > beq
 Vector for equalities.
 
Matrix< Scalar, Dynamic, 1 > bin
 Vector for inequalities.
 
Matrix< Scalar, Dynamic, 1 > d
 Part of the cost of the QP.
 

Friends

class SparsePrimalDualQP
 

Detailed Description

template<typename Scalar = double>
class optimo::solvers::SparsePrimalDualQP< Scalar >::Params

QP parameters defining the problem.

Constructor & Destructor Documentation

template<typename Scalar = double>
optimo::solvers::SparsePrimalDualQP< Scalar >::Params::Params ( const uint  n,
const uint  m,
const uint  p 
)
inline

QP parameters constructor.

Parameters
nNumber of unkowns
mNumber of inequality constraints
pNumber of equality constraints

The documentation for this class was generated from the following file: