Class qmi_oracle

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Class Documentation

class qmi_oracle

Oracle for Quadratic Matrix Inequality.

This oracle solves the following feasibility problem:

find  x
s.t.  t * I - F(x)' F(x) >= 0

where

F(x) = F0 - (F1 * x1 + F2 * x2 + ...)

Public Functions

inline qmi_oracle(gsl::span<const Arr> F, Arr F0)

Construct a new qmi oracle object.

Parameters
  • F[in]

  • F0[in]

inline auto update(double t) -> void

Update t.

Parameters

t[in] the best-so-far optimal value

auto operator()(const Arr &x) -> std::optional<Cut>
Parameters

x[in]

Returns

std::optional<Cut>

Public Members

ldlt_ext _Q