qp_example.cpp File Reference

Example program showing how to use the Quadratic Programming solver. More...

#include <EigenOpt/quadratic_programming.hpp>
#include <Eigen/Dense>
#include <iostream>

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Functions
int	main (int argc, char **argv)

Detailed Description

Example program showing how to use the Quadratic Programming solver.

This is a very basic example where we use Quadratic Programming to solve the problem:

\begin{equation} \min (x_1 + x_2 - 5)^2 \quad \text{s.t.}\; \begin{cases} x_1 - x_2 = 10 \\ x_1 + 4 x_2 \leq 0 \end{cases} \end{equation}

The objective and constraints, in matrix form, write as:

\begin{align} \mathrm{\mathbf{Q}} &= \begin{bmatrix} 1 & 1 \end{bmatrix} && \mathrm{\mathbf{r}} = \begin{bmatrix} 5 \end{bmatrix} \\ \mathrm{\mathbf{A}} &= \begin{bmatrix} 1 & -1 \end{bmatrix} && \mathrm{\mathbf{b}} = \begin{bmatrix} 10 \end{bmatrix} \\ \mathrm{\mathbf{C}} &= \begin{bmatrix} 1 & 4 \end{bmatrix} && \mathrm{\mathbf{d}} = \begin{bmatrix} 0 \end{bmatrix} \end{align}

Definition in file qp_example.cpp.

Function Documentation

main()

int main	(	int	argc,
		char **	argv
	)

Definition at line 32 of file qp_example.cpp.