QuadraticProgram Class

public class QuadraticProgram : LinearProgram

Public Class QuadraticProgram
	Inherits LinearProgram

public ref class QuadraticProgram : public LinearProgram

type QuadraticProgram = 
    class
        inherit LinearProgram
    end

Inheritance

Object  →  OptimizationModel  →  LinearProgram  →  QuadraticProgram

Use the QuadraticProgram class to represent a quadratic optimization problem with linear constraints.

A quadratic program has variables and linear constraints. They are made available through the Variables and Constraints properties. These collections are indexed by name and by position.

There are three ways to define a quadratic program. You can supply the quadratic program in matrix form. You can build the quadratic program from scratch using the AddVariable(String, Double) and AddLinearConstraint(String, Double, Double) methods. Quadratic terms are set using the SetQuadraticCoefficient(String, String, Double) method. The ExtremumType property determines whether a maximum or a minimum is requested.

You can also load a quadratic program from an MPS file using the MpsReader class.

The Solve() method solves the quadratic program using a dual active set method. Note that this operation can take a long time for large problems or difficult problems. Most problems up to several hundred variables are solved within a fraction of a second. The Status property returns a OptimizationModelStatus value that indicates the result of the calculation. A value of Optimal indicates an optimal solution was found.

The Solve() method returns a Vector containing the optimal values for the variables. The values of the variables are also avaialble through the Value property of the variables.

Once a solution has been computed, the OptimalValue property returns the optimal value.

Reference