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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. |