MATLAB interface for LOQO Optimiser



Quadratic and Linear Programming

solves quadratic programming problem for pattern recognition  for support vectors

solve the quadratic programming problem

minimize c’ x + 1/2 x’ H x
subject to Ax = b
l <= x <= u

for a documentation see R. Vanderbei, LOQO: an Interior Point Code
for Quadratic Programming

n : number of primal variables
m : number of constraints (typically 1)
h_x : dot product matrix (n.n)
a : constraint matrix (n.m)
b : constant term (m)
l : lower bound (n)
u : upper bound (m)

primal : workspace for primal variables, has to be of size 3 n

x = primal; n
g = x + n; n
t = g + n; n

dual : workspace for dual variables, has to be of size m + 2 n

y = dual; m
z = y + m; n
s = z + n; n

verb : verbosity level
sigfig_max : number of significant digits
counter_max: stopping criterion
restart : 1 if restart desired

Design a complete device with the initial interface for different sensors using Wolfram Mathematica



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SKU: P2018F222_ext7 Category: