View source for QpDefine

[[Category:Deprecated Optimization Functions]]
[[Category:Doc Status D]] <!-- For Lumina use, do not change -->
 
''Superseded by [[DefineOptimization]] as of [[Analytica 4.3]].''

== QpDefine(vars, vars2, constraints, c, Q'', rhs, sense, lhs,...'') ==

[[QpDefine]] is used to define a quadratic optimization problem -- a problem containing a linear or quadratic objective, and linear or quadratic constraints.  It has been superseded by [[DefineOptimization]] in Analytica 4.3.

Please see that Analytica Optimizer manual for Analytica 4.2 for a description of [[QpDefine]].

The [[DefineOptimization]] function is typically far more convenient to use for specifying quadratic (or any other type of) optimization problems.  If you are using [[Analytica 4.3]] or later, use [[DefineOptimization]] instead.  

== Notes ==

When filling in a quadratic matrix, there are, in theory, multiple ways to specify the coefficients.  For example, the quadratic expression:

:<code>x^2 + 4*x*y + 3*y^2</code>

would be, in theory, represented identically using the lower-triangular Q matrix:

:<code>[ 1 0 ]</code>
:<code>[ 4 3 ]</code>

its upper-trangular transpose, the symmetric Q-matrix:

:<code>[ 1 2 ]</code>
:<code>[ 2 3 ]</code>

or any convex combination of these.  However, the "SOCP Barrier" engine only interprets the matrix correctly when it is symmetric.  It only looks at the upper-triangle, and assumes that the lower-triangle coefficients are the same.   In Analytica 4.2 and earlier, [[QpDefine]] does not convert a non-symmetric Q into its symmetric counterpart internally for you, so it is important that you provide a symmetric Q matrix, not a lower-triangular one.

== See Also ==

* [[DefineOptimization]]