I have a quadratic programming problem with constraints of the general form:
Minimize w.r.t. x:
f(x) = (1/2) x^T * Q * x + c^T * x
subject to one or more constraints of the following form:
A * x <= b (inequality constraint) E * x = d (equality constraint)
My problem is that I want to have an inequality constraint like x<=u where x is the vector being minimized and u is a vector(!) which is constant.
I also considered something like norm(x)<=norm(u) as a better constraint, but I can't express it/ implement it.
I tried with
ojAlgo but it does only work when u is not a vector but a constant.
So, how can I achieve an inequality constraint "x<=u" or "norm(x)<=norm(u)" where x and u are vectors?