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 <drake/solvers/test/second_order_cone_program_examples.h>

## 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
 Q A positive definite matrix c A column vector A A matrix b_lb A column vector b_ub A column vector

## ◆ TestQPasSOCP()

 TestQPasSOCP ( )

## ◆ SolveAndCheckSolution()

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

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