Drake
TestQPasSOCP Class Reference

This example is taken from the course notes of EE127A from University of California, Berkeley For a quadratic program 0.5 * x' * Q * x + c' * x s.t b_lb <= A * x <= b_ub It can be casted as an SOCP, as follows By introducing a new variable w = Q^{1/2}*x and y, z The equivalent SOCP is min c'x + y s.t 2 * y >= w' * w w = Q^{1/2} * x b_lb <= A * x <= b_ub. More...

#include <solvers/test/second_order_cone_program_examples.h>

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Collaboration diagram for TestQPasSOCP:
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Public Member Functions

 TestQPasSOCP ()
 
void SolveAndCheckSolution (const MathematicalProgramSolverInterface &solver, double tol=1E-6)
 

Detailed Description

This example is taken from the course notes of EE127A from University of California, Berkeley For a quadratic program 0.5 * x' * Q * x + c' * x s.t b_lb <= A * x <= b_ub It can be casted as an SOCP, as follows By introducing a new variable w = Q^{1/2}*x and y, z The equivalent SOCP is min c'x + y s.t 2 * y >= w' * w w = Q^{1/2} * x b_lb <= A * x <= b_ub.

Parameters
QA positive definite matrix
cA column vector
AA matrix
b_lbA column vector
b_ubA column vector

Constructor & Destructor Documentation

Member Function Documentation

void SolveAndCheckSolution ( const MathematicalProgramSolverInterface solver,
double  tol = 1E-6 
)

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The documentation for this class was generated from the following files: