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Upper bound and Lower Bound #16

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easydisco opened this issue Oct 17, 2019 · 1 comment

easydisco commented Oct 17, 2019

How can i optimize something with upper and lower bound using this code?

WPMGPRoSToTeMa commented Apr 18, 2020 •

edited

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Given:
ai <= xi <= bi
Split it in two inequations:

ai <= xi
xi <= bi

Swap left and right sides and change <= to >=:

xi >= ai
bi >= xi

Move ai to the left side in the first inequality and xi to the left side in the second equality:

 xi - ai >= 0
-xi + bi >= 0

You can find how to specify the last two inequations as constraints in QuadProg++.hh and main.cc.

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