43 lines
1.3 KiB
C++
43 lines
1.3 KiB
C++
/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file QPSolver.h
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* @brief Policy of ActiveSetSolver to solve Quadratic Programming Problems
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* @author Duy Nguyen Ta
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* @author Ivan Dario Jimenez
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* @date 6/16/16
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*/
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#include <gtsam_unstable/linear/QP.h>
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#include <gtsam_unstable/linear/ActiveSetSolver.h>
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#include <gtsam_unstable/linear/QPInitSolver.h>
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#include <limits>
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#include <algorithm>
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namespace gtsam {
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/// Policy for ActivetSetSolver to solve Linear Programming \sa QP problems
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struct QPPolicy {
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/// Maximum alpha for line search x'=xk + alpha*p, where p is the cost gradient
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/// For QP, maxAlpha = 1 is the minimum point of the quadratic cost
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static constexpr double maxAlpha = 1.0;
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/// Simply the cost of the QP problem
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static const GaussianFactorGraph& buildCostFunction(
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const QP& qp, const VectorValues& xk = VectorValues()) {
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return qp.cost;
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}
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};
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using QPSolver = ActiveSetSolver<QP, QPPolicy, QPInitSolver>;
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} |