Quadratic Programming Problems with Constraints Ax <= b

[Andrew Hundt]

I was looking at the constraint support, and I was wondering if ceres can efficiently solve QP problems with a matrix based constraint? If not, would such an implementation be a dramatic departure from what's already present, or perhaps it is on a roadmap?

minx12∥F(x)∥2 

s.t. Ax = b

• Equality : A x = b
• Inequality : A x <= u
• GenInequality i.e. l <= A x <= u

Thanks for your thoughts! 

[Sameer Agarwal]

Andrew,

Ceres can't do this right now. I'd like to add support for constraints like this, but I have not been able to find the time to do it.

Sameer

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[Andrew Hundt]

formatting didn't work... equation was supposed to be:

min||F(x)||^2

w.r.t. x

s.t. Ax = b

[Sameer Agarwal]

Unfortunately the answer remains the same :/

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[Andrew Hundt]

haha sorry I didn't realize you'd replied so fast!

Consider this a vote for Ceres QP. :-)

Thanks!