diff options
| author | Jörg Frings-Fürst <debian@jff-webhosting.net> | 2018-07-23 07:19:57 +0200 |
|---|---|---|
| committer | Jörg Frings-Fürst <debian@jff-webhosting.net> | 2018-07-23 07:19:57 +0200 |
| commit | 006b114e9ff78391ed4c19c1ece639b72e804e08 (patch) | |
| tree | ae41e36564e8c0c38fd374c973fde256b0186551 /numlib/quadprog.h | |
| parent | ba627dd9ecb578e9852c7b9cce67ec63199d1acf (diff) | |
| parent | 44e0e31ae94236e3e81567dfd6b919b053d0bbe0 (diff) | |
Merge branch 'release/debian/2.0.1-1'HEADdebian/2.0.1+repack-1master
Diffstat (limited to 'numlib/quadprog.h')
| -rwxr-xr-x | numlib/quadprog.h | 18 |
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. |