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#Com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.problem Classes and Interfaces - 2 results found.
| Name | Description | Type | Package | Framework |
| QPProblem | Quadratic Programming is the problem of optimizing (minimizing) a quadratic function of several variables subject to linear constraints on these variables. | Class | com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.problem | SuanShu |
| QPProblemOnlyEqualityConstraints | A quadratic programming problem with only equality constraints can be converted into a equivalent quadratic programming problem without constraints, hence a mere quadratic function. | Class | com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.socp.qp.problem | SuanShu |