Module optimization_engine::constraints

Constraints and projections

This module defines the trait Constraint, which specifies an abstract projection method, and a collection of simple sets, such as norm-balls, finite sets, second-order cones and their Cartesian products.

Structs

Ball2	A Eucledian ball, that is, a set given by $B_2^r = \{x \in \mathbb{R}^n {}:{} \Vert{}x{}\Vert \leq r\}$ or a Euclidean ball centered at a point $x_c$, that is, $B_2^{x_c, r} = \{x \in \mathbb{R}^n {}:{} \Vert{}x-x_c{}\Vert \leq r\}$
BallInf	An infinity ball defined as $B_\infty^r = \{x\in\mathbb{R}^n {}:{} \Vert{}x{}\Vert_{\infty} \leq r\}$, where $\Vert{}\cdot{}\Vert_{\infty}$ is the infinity norm. The infinity ball centered at a point $x_c$ is defined as $B_\infty^{x_c,r} = \{x\in\mathbb{R}^n {}:{} \Vert{}x-x_c{}\Vert_{\infty} \leq r\}$.
CartesianProduct	Cartesian product of constraints
FiniteSet	A finite set, $X = \{x_1, x_2, \ldots, x_n\}\subseteq\mathbb{R}^n$, given vectors $x_i\in\mathbb{R}^n$
NoConstraints	The whole space, no constraints
Rectangle	A rectangle, $R = \{x \in \mathbb{R}^n {}:{} x_{\min} {}\leq{} x {}\leq{} x_{\max}\}$
SecondOrderCone	A second-order cone (SOC)
Zero	Set Zero, $\{0\}$

Traits

Constraint

A set which can be used as a constraint