pub struct QpProblem {
pub quadratic: FactorQuad,
pub linear: Vec<f64>,
pub l1: Option<L1Term>,
pub equalities: LinearConstraints,
pub inequalities: LinearConstraints,
pub lower_bounds: Vec<f64>,
pub upper_bounds: Vec<f64>,
}Expand description
Standard-form convex QP accepted by Ledge.
The objective is 0.5 * x' Q x + linear' x plus an optional
piecewise-linear term sum_i costs[i] * |x[i] - anchor[i]|
(L1Term), with equality, upper-inequality, and box constraints.
Fields§
§quadratic: FactorQuadStructured positive-semidefinite quadratic.
linear: Vec<f64>Linear objective coefficient.
l1: Option<L1Term>Optional proportional-cost term sum_i costs[i] * |x[i] - anchor[i]|.
equalities: LinearConstraintsConstraints A_eq * x = b_eq.
inequalities: LinearConstraintsConstraints A_ineq * x <= b_ineq.
lower_bounds: Vec<f64>Variable lower bounds; -inf means unbounded.
Serialized as Option<f64> entries (null in JSON) for unbounded
sides, because JSON cannot represent infinities — see
serde_support.
upper_bounds: Vec<f64>Variable upper bounds; +inf means unbounded.
Serialized as Option<f64> entries (null in JSON) for unbounded
sides, because JSON cannot represent infinities — see
serde_support.