QpDefine

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 It has been superceded by DefineOptimization in Analytica 4.3.

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

Notes

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

x^2 + 4*x*y + 3*y^2

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

[ 1 0 ]
[ 4 3 ]

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

[ 1 2 ]
[ 2 3 ]

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.