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std::pair< Eigen::MatrixXd, Eigen::MatrixXd > | DecomposeNonConvexQuadraticForm (const Eigen::Ref< const Eigen::MatrixXd > &Q) |
| For a non-convex homogeneous quadratic form xᵀQx, where Q is not necessarily a positive semidefinite matrix, we decompose it as a difference between two convex homogeneous quadratic forms xᵀQx = xᵀQ₁x - xᵀQ₂x, Q₁, Q₂ are positive semidefinite. More...
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std::tuple< Binding< LinearConstraint >, std::vector< Binding< RotatedLorentzConeConstraint > >, VectorXDecisionVariable > | AddRelaxNonConvexQuadraticConstraintInTrustRegion (MathematicalProgram *prog, const Eigen::Ref< const VectorXDecisionVariable > &x, const Eigen::Ref< const Eigen::MatrixXd > &Q1, const Eigen::Ref< const Eigen::MatrixXd > &Q2, const Eigen::Ref< const VectorXDecisionVariable > &y, const Eigen::Ref< const Eigen::VectorXd > &p, double lower_bound, double upper_bound, const Eigen::Ref< const Eigen::VectorXd > &linearization_point, double trust_region_gap) |
| For a non-convex quadratic constraint lb ≤ xᵀQ₁x - xᵀQ₂x + pᵀy ≤ ub where Q₁, Q₂ are both positive semidefinite matrices. More...
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