KrisLibrary
1.0.0
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A least-squares problem definition. More...
#include <LeastSquares.h>
Public Member Functions | |
bool | Solve (Vector &x) const |
bool | SatisfiesInequalities (const Vector &x) const |
bool | SatisfiesEqualities (const Vector &x, Real tol=Epsilon) const |
Real | Objective (const Vector &x) const |
void | Print (std::ostream &out) const |
void | PrintStats (const Vector &x, std::ostream &out) const |
Public Attributes | |
Matrix | A |
Vector | b |
Matrix | Aeq |
Vector | beq |
Matrix | Aineq |
Vector | bineq |
const Vector * | initialPoint |
int | verbose |
A least-squares problem definition.
Defines the least-squares problem min |A*x-b|^2 subject to
C*x = d (equality constraints)
E*x <= f (inequality constrants)