Box-constrained Quadratic Programs

\[\min_x \{\; \frac{1}{2} x^T Q x + c^T x \; | \; l_b \le x \le u_b \;\}\]

C++ API

Int qp::ADMM(const Matrix<Real> &Q, const Matrix<Real> &C, Real lb, Real ub, Matrix<Real> &X, const ADMMCtrl<Real> &ctrl = ADMMCtrl<Real>())

Int qp::ADMM(const ElementalMatrix<Real> &Q, const ElementalMatrix<Real> &C, Real lb, Real ub, ElementalMatrix<Real> &X, const ADMMCtrl<Real> &ctrl = ADMMCtrl<Real>())

C API

Single-precision

ElError ElQPBoxADMM_s(ElConstMatrix_s Q, ElConstMatrix_s C, float lb, float ub, ElMatrix_s X, ElInt* numIts)

ElError ElQPBoxADMMDist_s(ElConstDistMatrix_s Q, ElConstDistMatrix_s C, float lb, float ub, ElDistMatrix_s X, ElInt* numIts)

Double-precision

ElError ElQPBoxADMM_d(ElConstMatrix_d Q, ElConstMatrix_d C, double lb, double ub, ElMatrix_d X, ElInt* numIts)

ElError ElQPBoxADMMDist_d(ElConstDistMatrix_d Q, ElConstDistMatrix_d C, double lb, double ub, ElDistMatrix_d X, ElInt* numIts)