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Expose Quadratic optimizer with linear constraints

Open charlesm93 opened this issue 7 years ago • 0 comments

Summary:

This issue complements https://github.com/stan-dev/math/issues/888.

Description:

The "tricky" thing is that, in its current state, the quadratic optimizer takes in four functions as part of its arguments. This because the function that gets optimized and its linear constraints have a lot of structure, which is not captured if the user only passes one function.

All four functions take in three arguments, for parameter, real data, and integer data. They then respectively return a matrix, a vector, a vector, and a scalar.

Current Version:

v2.17.1

charlesm93 avatar Jun 23 '18 20:06 charlesm93