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4 QP Problem
The general formulation in TOMVIEW for a quadratic programming
problem is:
|
|
|
|
| |
|
| s/t |
| xL |
≤ |
x |
≤ |
xU |
| bL |
≤ |
A x |
≤ |
bU |
|
|
(4) |
where
c,
x,
xL,
xU 
Rn,
F Rn
× n,
A Rm1 × n, and
bL,
bU
Rm1. Equality constraints are defined by setting
the lower bound equal to the upper bound, i.e. for constraint
i:
bL(
i) =
bU(
i). Fixed variables are handled the same way.
Example problem:
|
|
|
f(x)=4x12+1x1x2+4x22+3x1−4x2 |
| |
|
| s/t |
| x1+x2 ≤ 5 |
| x1−x2 = 0 |
| x1 ≥ 0 |
| x2 ≥ 0 |
|
|
(5) |
The following VI defines this problem in TOMVIEW.
It is possible to change the output displayed by expanding the
cluster in the block diagram.
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