Struct totsu::ProbLP

pub struct ProbLP<L: LinAlgEx> { /* private fields */ }

Linear program

The problem is \[ \begin{array}{ll} {\rm minimize} & c^Tx + d \\ {\rm subject \ to} & G x \preceq h \\ & A x = b, \end{array} \] where

• variables \( x \in \mathbb{R}^n \)
• \( c \in \mathbb{R}^n,\ d \in \mathbb{R} \)
• \( G \in \mathbb{R}^{m \times n},\ h \in \mathbb{R}^m \)
• \( A \in \mathbb{R}^{p \times n},\ b \in \mathbb{R}^p \).

In the following, \( d \) does not appear since it does not matter.

The representation as a conic linear program is as follows: \[ \begin{array}{ll} {\rm minimize} & c^Tx \\ {\rm subject \ to} & \left[ \begin{array}{c} G \\ A \end{array} \right] x + s = \left[ \begin{array}{c} h \\ b \end{array} \right] \\ & s \in \mathbb{R}_+^m \times \lbrace 0 \rbrace^n. \end{array} \]

Implementations

impl<L: LinAlgEx> ProbLP<L>

pub fn new(
    vec_c: MatBuild<L>,
    mat_g: MatBuild<L>,
    vec_h: MatBuild<L>,
    mat_a: MatBuild<L>,
    vec_b: MatBuild<L>
) -> Self

Creates a LP with given data.

Returns the ProbLP instance.

• vec_c is \(c\).
• mat_g is \(G\).
• vec_h is \(h\).
• mat_a is \(A\).
• vec_b is \(b\).

pub fn problem(
    &mut self
) -> (ProbLPOpC<'_, L>, ProbLPOpA<'_, L>, ProbLPOpB<'_, L>, ProbLPCone<L>, &mut [L::F])

Generates the problem data structures to be fed to Solver::solve.

Returns a tuple of operators, a cone and a work slice.