QPSolver.h
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1 /* ----------------------------------------------------------------------------
2 
3  * GTSAM Copyright 2010, Georgia Tech Research Corporation,
4  * Atlanta, Georgia 30332-0415
5  * All Rights Reserved
6  * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
7 
8  * See LICENSE for the license information
9 
10  * -------------------------------------------------------------------------- */
11 
20 #pragma once
21 
25 #include <limits>
26 #include <algorithm>
27 
28 namespace gtsam {
29 
31 struct QPPolicy {
34  static constexpr double maxAlpha = 1.0;
35 
37  static const GaussianFactorGraph buildCostFunction(const QP& qp,
38  const VectorValues& xk = VectorValues()) {
39  GaussianFactorGraph no_constant_factor;
40  for (auto factor : qp.cost) {
41  HessianFactor hf = static_cast<HessianFactor>(*factor);
42  no_constant_factor.push_back(hf);
43  }
44  return no_constant_factor;
45  }
46 };
47 
49 
50 }
IsDerived< DERIVEDFACTOR > push_back(std::shared_ptr< DERIVEDFACTOR > factor)
Add a factor directly using a shared_ptr.
Definition: FactorGraph.h:190
Active set method for solving LP, QP problems.
GaussianFactorGraph cost
Quadratic cost factors.
Definition: QP.h:32
static const GaussianFactorGraph buildCostFunction(const QP &qp, const VectorValues &xk=VectorValues())
Simply the cost of the QP problem.
Definition: QPSolver.h:37
traits
Definition: chartTesting.h:28
Factor graphs of a Quadratic Programming problem.
Policy for ActivetSetSolver to solve Linear Programming.
Definition: QPSolver.h:31
A Gaussian factor using the canonical parameters (information form)
static constexpr double maxAlpha
Definition: QPSolver.h:34
This finds a feasible solution for a QP problem.
Definition: QP.h:31


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autogenerated on Tue Jul 4 2023 02:35:26