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Quadratic function: follow the herd? #86

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bchretien opened this issue Mar 24, 2015 · 0 comments
Open

Quadratic function: follow the herd? #86

bchretien opened this issue Mar 24, 2015 · 0 comments
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@bchretien
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QP solvers usually describe quadratic functions as:

f(x) = 0.5 x^T H x + x^T g + λ

but in RobOptim, GenericNumericQuadraticFunction considers:

f(x) = x^T A x + x^T b + c

Thus, we have H = 2 A, which may be a source of error for users used to traditional QP solvers.
@bchretien bchretien added this to the 3.1 release milestone Apr 2, 2015
@bchretien bchretien removed this from the 3.1 release milestone Jun 27, 2015
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