public class QuadraticProgram : LinearProgram

Public Class QuadraticProgram
	Inherits LinearProgram

public ref class QuadraticProgram : public LinearProgram

type QuadraticProgram =  
    class
        inherit LinearProgram
    end

The QuadraticProgram type exposes the following members.

	Name	Description
	QuadraticProgram	Constructs a new QuadraticProgram object.
	QuadraticProgram(VectorDouble, MatrixDouble, MatrixDouble, VectorDouble)	Constructs a new quadratic program in standard form.
	QuadraticProgram(Vector, Matrix, Matrix, Vector)	Constructs a new quadratic program in standard form.
	QuadraticProgram(VectorDouble, MatrixDouble, MatrixDouble, VectorDouble, Int32)	Constructs a new quadratic program in standard form.
	QuadraticProgram(Vector, Matrix, Matrix, Vector, Int32)	Constructs a new quadratic program in standard form.
	QuadraticProgram(VectorDouble, MatrixDouble, MatrixDouble, VectorDouble, VectorDouble, VectorDouble, VectorDouble)	Constructs a new quadratic program.
	QuadraticProgram(Vector, Matrix, Matrix, Vector, Vector, Vector, Vector)	Constructs a new quadratic program.

	Name	Description
	AssumeConvex	Gets or sets whether to assume the quadratic program is convex.
	Constraints	Gets the collection of constraints for this OptimizationModel. (Inherited from OptimizationModel.)
	ExtremumType	Gets or sets whether a minimum or a maximum should be computed. (Inherited from OptimizationModel.)
	Flags	(Inherited from LinearProgram.)
	InitialGuess	Gets or sets an initial guess for the solution of the quadratic program.
	Name	Gets or sets the name of the model. (Inherited from OptimizationModel.)
	OptimalValue	Gets the extreme value of the cost function. (Inherited from OptimizationModel.)
	SolutionReport	Gets an object that contains information about the solution of the model. (Inherited from OptimizationModel.)
	Status	Gets the status of the optimization model's solution. (Inherited from OptimizationModel.)
	Tolerance	Gets or sets the tolerance used to determine if a solution has been found. (Inherited from LinearProgram.)
	Variables	Gets the collection of variables for this OptimizationModel. (Inherited from OptimizationModel.)

	Name	Description
	AddBinaryVariable(String)	Adds a binary variable to the collection. (Inherited from OptimizationModel.)
	AddBinaryVariable(String, Double)	Adds a binary variable to the collection. (Inherited from LinearProgram.)
	AddIntegerVariable(String)	Adds an integer variable to the collection. (Inherited from OptimizationModel.)
	AddIntegerVariable(String, Double)	Adds a binary variable to the collection. (Inherited from LinearProgram.)
	AddIntegerVariable(String, Int32, Int32)	Adds a binary variable to the collection. (Inherited from OptimizationModel.)
	AddIntegerVariable(String, Double, Int32, Int32)	Adds a binary variable to the collection. (Inherited from LinearProgram.)
	AddLinearConstraint(String, ConstraintType, Double)	Adds a linear constraint to the optimization model. (Inherited from OptimizationModel.)
	AddLinearConstraint(String, Double, Double)	Adds a linear constraint to the optimization model. (Inherited from OptimizationModel.)
	AddLinearConstraint(String, IListDouble, ConstraintType, Double)	Adds a linear constraint to the optimization model. (Inherited from OptimizationModel.)
	AddLinearConstraint(String, IListDouble, Double, Double)	Adds a linear constraint to the optimization model. (Inherited from OptimizationModel.)
	AddLinearConstraint(IListDecisionVariable, IListDouble, ConstraintType, Double)	Adds a linear constraint to the optimization model. (Inherited from OptimizationModel.)
	AddLinearConstraint(String, IListDecisionVariable, IListDouble, ConstraintType, Double)	Adds a linear constraint to the optimization model. (Inherited from OptimizationModel.)
	AddVariable(String)	Adds a variable to the collection. (Inherited from OptimizationModel.)
	AddVariable(String, Double)	Adds a variable to the collection. (Inherited from LinearProgram.)
	AddVariable(String, Double, Double)	Adds a variable to the collection. (Inherited from OptimizationModel.)
	AddVariable(String, Double, Double, Double)	Adds a variable to the collection. (Inherited from LinearProgram.)
	CreateLinearConstraints(MatrixDouble, VectorDouble, Int32)	Creates linear constraints based on the specified coefficients. (Inherited from OptimizationModel.)
	CreateLinearConstraints(Matrix, Vector, Int32)	Creates linear constraints based on the specified coefficients. (Inherited from OptimizationModel.)
	CreateLinearConstraints(VectorDouble, MatrixDouble, VectorDouble)	Creates linear constraints based on the specified coefficients and bounds. (Inherited from OptimizationModel.)
	CreateLinearConstraints(Vector, Matrix, Vector)	Creates linear constraints based on the specified coefficients and bounds. (Inherited from OptimizationModel.)
	Equals	Determines whether the specified Object is equal to the current Object. (Inherited from Object.)
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetDualSolution	Gets the solution to the dual problem of the linear program. (Inherited from LinearProgram.)
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetSolution	Gets the solution to the optimization model. (Inherited from OptimizationModel.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	OnAddConstraint	Notifies the optimization model that a constraint has been added. (Inherited from OptimizationModel.)
	OnAddVariable	Notifies the optimization model that a variable has been added. (Overrides OptimizationModelOnAddVariable(DecisionVariable).)
	OnRemoveAllConstraints	Notifies the optimization model that all constraints has been removed. (Inherited from OptimizationModel.)
	OnRemoveAllVariables	Notifies the optimization model that all variables has been removed. (Overrides OptimizationModelOnRemoveAllVariables.)
	OnRemoveConstraint	Notifies the optimization model that a constraint has been removed. (Inherited from OptimizationModel.)
	OnRemoveVariable	Notifies the optimization model that a variable has been removed. (Overrides OptimizationModelOnRemoveVariable(DecisionVariable).)
	SetQuadraticCoefficient(String, String, Double)	Sets the coefficient of the quadratic term for the specified variables.
	SetQuadraticCoefficient(DecisionVariable, DecisionVariable, Double)	Sets the coefficient of the quadratic term for the specified variables.
	Solve	Solves the model and returns the solution. (Inherited from OptimizationModel.)
	Solve(SimplexOptions, ParallelOptions)	Solves a linear program with the specified options. (Inherited from LinearProgram.)
	Solve(OptimizationGoal, ParallelOptions, Double)	Solves a linear program with the specified options. (Inherited from LinearProgram.)
	Solve(OptimizationGoal, ParallelOptions, Double)	(Inherited from LinearProgram.)
	SolveModel	Solves the quadratic program and returns the primal solution. (Overrides LinearProgramSolveModel.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

Use the QuadraticProgram class to represent a quadratic optimization problem with linear constraints.

A quadratic program has variables and linear constraints. They are made available through the Variables and Constraints properties. These collections are indexed by name and by position.

There are three ways to define a quadratic program. You can supply the quadratic program in matrix form. You can build the quadratic program from scratch using the AddVariable(String, Double) and AddLinearConstraint(IListDecisionVariable, IListDouble, ConstraintType, Double) methods. Quadratic terms are set using the SetQuadraticCoefficient(String, String, Double) method. The ExtremumType property determines whether a maximum or a minimum is requested.

You can also load a quadratic program from an MPS file using the MpsReader class.

The Solve method solves the quadratic program using a dual active set method. Note that this operation can take a long time for large problems or difficult problems. Most problems up to several hundred variables are solved within a fraction of a second. The Status property returns a OptimizationModelStatus value that indicates the result of the calculation. A value of Optimal indicates an optimal solution was found.

The Solve method returns a Vector containing the optimal values for the variables. The values of the variables are also avaialble through the Value property of the variables.

Once a solution has been computed, the OptimalValue property returns the optimal value.

Numerical Libraries

Reference