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Quadratic function: follow the herd?

Open bchretien opened this issue 9 years ago • 0 comments

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 avatar Mar 24 '15 09:03 bchretien