Reference

Include file and namespace

Everything is in the single include file QuadProgMm.hpp and in the single namespace QuadProgMm.

Main entry points

Solution QuadProgMm::minimize(const QuadraticExpression&, const std::vector<Constraint>& = std::vector<Constraint>())

Minimize a QuadraticExpression subject to Constraints.

Solution QuadProgMm::maximize(const QuadraticExpression&, const std::vector<Constraint>& = std::vector<Constraint>())

Maximize a QuadraticExpression subject to Constraints.

struct Solution

The result of an optimization.

Returned by minimize and maximize.

Public Functions

double getCost() const

Get the optimal value of the QuadraticExpression.

This is the minimal value of the QuadraticExpression passed to minimize and its maximum value when using maximize.

double get(const Variable &v) const

Get the value a variable must take to reach the optimum.

Behavior is undefined when called with a variable that was not part of the QuadraticExpression optimized.

Domain specific language

Linear and quadratic expressions

Classes

struct Variable

The representation of a variable usable in QP problems.

It is immutable: a Variable instance represents the same variable from its construction to its destruction.

Public Functions

Variable()

Construct a new variable.

It represents a different variable from all Variables created before.

Variable(const Variable&)

Construct a copy of an existing Variable.

It represents the same variable as the original and is usable interchangably with the original everywhere.

bool operator<(const Variable &other) const

Strict comparison operator, to be able to use Variables in std::maps for example.

struct LinearExpression : public boost::addable<LinearExpression>, public boost::subtractable<LinearExpression>, public boost::multipliable<LinearExpression, double>, public boost::dividable<LinearExpression, double>

A polynomial of Variables of degree 0 or 1.

Public Functions

LinearExpression(double = 0)

Construct a polynomial of degree 0, equal to the parameter.

LinearExpression(const Variable&)

Construct a single-variable, unitary, polynomial of degree 1.

LinearExpression &operator+=(const LinearExpression&)

Add another LinearExpression to the current one.

LinearExpression &operator-=(const LinearExpression&)

Substract another LinearExpression to the current one.

LinearExpression &operator*=(double)

Multiply the current LinearExpression by a constant.

LinearExpression &operator/=(double)

Divide the current LinearExpression by a constant.

struct QuadraticExpression : public boost::addable<QuadraticExpression>, public boost::subtractable<QuadraticExpression>, public boost::multipliable<QuadraticExpression, double>, public boost::dividable<QuadraticExpression, double>

A polynomial of Variables of degree 0, 1, or 2.

Public Functions

QuadraticExpression(double = 0)

Construct a polynomial of degree 0, equal to the parameter.

QuadraticExpression(const Variable&)

Construct a single-variable, unitary, polynomial of degree 1.

QuadraticExpression(const LinearExpression&)

Construct a polynomial of degree 0 or 1, equal to the parameter.

QuadraticExpression &operator+=(const QuadraticExpression&)

Add another QuadraticExpression to the current one.

QuadraticExpression &operator-=(const QuadraticExpression&)

Substract another QuadraticExpression to the current one.

QuadraticExpression &operator*=(double)

Multiply the current QuadraticExpression by a constant.

QuadraticExpression &operator/=(double)

Divide the current QuadraticExpression by a constant.

Operators

The Boost Operators base classes provide homogeneous addition and subtraction operators, and multiplication and division operators for expressions and doubles.

The operators below, along with the cast constructors in LinearExpression and QuadraticExpression, complete the DSL. Any “well-formed” polynomial of degree 0, 1 or 2 can be expressed.

LinearExpression QuadProgMm::operator+(const Variable&)

LinearExpression QuadProgMm::operator+(const LinearExpression&)

QuadraticExpression QuadProgMm::operator+(const QuadraticExpression&)

LinearExpression QuadProgMm::operator-(const Variable&)

LinearExpression QuadProgMm::operator-(const LinearExpression&)

QuadraticExpression QuadProgMm::operator-(const QuadraticExpression&)

LinearExpression QuadProgMm::operator+(double, const Variable&)

LinearExpression QuadProgMm::operator+(const Variable&, double)

LinearExpression QuadProgMm::operator+(const Variable&, const Variable&)

LinearExpression QuadProgMm::operator-(double, const Variable&)

LinearExpression QuadProgMm::operator-(const Variable&, double)

LinearExpression QuadProgMm::operator-(const Variable&, const Variable&)

LinearExpression QuadProgMm::operator*(double, const Variable&)

LinearExpression QuadProgMm::operator*(const Variable&, double)

QuadraticExpression QuadProgMm::operator*(const LinearExpression&, const LinearExpression&)

LinearExpression QuadProgMm::operator/(const Variable&, double)

Constraints

struct Constraint

A constraint.

Constraint QuadProgMm::operator==(const LinearExpression&, const LinearExpression&)

Constraint QuadProgMm::operator>=(const LinearExpression&, const LinearExpression&)

Constraint QuadProgMm::operator<=(const LinearExpression&, const LinearExpression&)