Enum ObjectiveKind 

pub enum ObjectiveKind<S: Scalar> {
    Linear {
        c: Vec<S>,
    },
    Quadratic {
        h_row_major: Vec<S>,
        c: Vec<S>,
        n: usize,
    },
    Minimize {
        func: ScalarFn<S>,
        grad: Option<VectorFn<S>>,
    },
    LeastSquares {
        residual: VectorFn<S>,
        jacobian: Option<VectorFn<S>>,
        n_residuals: usize,
    },
    MultiObjective {
        funcs: Vec<ScalarFn<S>>,
    },
}

Whether the objective is a scalar function or a least-squares residual.

Variants

Linear

Linear objective: min c^T x

Fields

c: Vec<S>

Quadratic

Quadratic objective: min 1/2 x^T H x + c^T x H stored row-major as Vec<S> (n*n), must be positive semi-definite.

Fields

h_row_major: Vec<S>

c: Vec<S>

n: usize

Minimize

Fields

func: ScalarFn<S>

grad: Option<VectorFn<S>>

LeastSquares

Fields

residual: VectorFn<S>

jacobian: Option<VectorFn<S>>

n_residuals: usize

MultiObjective

Multi-objective: minimize [f1(x), f2(x), …] simultaneously.

Fields

funcs: Vec<ScalarFn<S>>