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authorJörg Frings-Fürst <debian@jff-webhosting.net>2018-07-11 22:19:56 +0200
committerJörg Frings-Fürst <debian@jff-webhosting.net>2018-07-11 22:19:56 +0200
commita0442ed58dee48a521ea053083ea967894507898 (patch)
tree241f3920c6a80d0bad494d3969ea98aabfef4b7d /numlib/quadprog.h
parentf6b8e0eae4374f339487a33e3e4fe5462d5816e1 (diff)
New upstream version 2.0.1+repackupstream/2.0.1+repackupstream
Diffstat (limited to 'numlib/quadprog.h')
-rwxr-xr-xnumlib/quadprog.h18
1 files changed, 9 insertions, 9 deletions
diff --git a/numlib/quadprog.h b/numlib/quadprog.h
index 7d28ec8..d091b75 100755
--- a/numlib/quadprog.h
+++ b/numlib/quadprog.h
@@ -25,20 +25,20 @@ The problem is in the form:
min 0.5 * x G x + g0 x
s.t.
- CE^T x + ce0 = 0
- CI^T x + ci0 >= 0
+ CE^t x + ce0 = 0
+ CI^t x + ci0 >= 0
The matrix and vectors dimensions are as follows:
- G: n * n
- g0: n
+ G: n * n
+ g0: n
- CE: n * p
- ce0: p
+ CE: n * p
+ ce0: p
- CI: n * m
- ci0: m
+ CI: n * m
+ ci0: m
- x: n
+ x: n
References: D. Goldfarb, A. Idnani. A numerically stable dual method for solving
strictly convex quadratic programs. Mathematical Programming 27 (1983) pp. 1-33.