[_CDCSL_93-16_]<1>Cedar>release>QPSolve>QPSolve.mesa

QPSolve.mesa

Ken Shoemake, March 30, 1990 5:49 pm PST

DIRECTORY

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QPSolve: CEDAR DEFINITIONS

~ BEGIN

Data Structures

IVector: TYPE ~ REF IVectorRep;

IVectorRep: TYPE ~ RECORD[n: NAT, s: SEQUENCE len: NAT OF INT];

RVector: TYPE ~ REF RVectorRep;

RVectorRep: TYPE ~ RECORD [n: NAT, s: SEQUENCE len: NAT OF REAL];

Matrix: TYPE ~ REF MatrixRep;

MatrixRep: TYPE ~ RECORD [m: NAT, s: SEQUENCE len: NAT OF RVector];

Procedures

NewMatrix: PROC [m, n: NAT] RETURNS [M: Matrix];

QPSolve: PROC [c: RVector, A: Matrix, lobd: RVector, x: RVector, iVar: IVector, nFR: NAT]
RETURNS [minFR: NAT]

Solve simple Quadratic Program: minimize ý xTx + cTx, subject to Ax = 0 and x e lobd.

Iterations start with initial feasible vector x, with x[i iFX] fixed on their bounds and the rest, x[i iFR], free. Elements [0..nFR) of iVar store iFR, and [nFR..n) store iFX.

END..