Constructing bound-constrained objects

In OPT++, the standard form for a bound constraint is

However, the user has the option of creating constraints with upper bounds or constraints with lower and upper bounds. The BoundConstraint class contains four constructors.

The first constructor creates a bound constraint in standard form. For example,

   BoundConstraint(int nc, const ColumnVector& lower);

where nc is the number of constraints, and lower is a vector that contains the lower bounds on the constraints.

To define upper bounds on the variables, such as

use the following constructor:

   BoundConstraint(int nc, const ColumnVector& bound, 
                   const BoolVector& bdFlag);

Sample code to create

appears below.

   bool bdFlag;
   int numOfCons = 5;
   ColumnVector bound(numOfCons);
   bound  << 1.0 << 2.0 << 3.0
          << 4.0 << 5.0;
   bdFlag = false;
   BoundConstraint bc(numOfCons, bound, bdFlag); 

To define lower and upper bounds on the variables, use

   BoundConstraint(int nc, const ColumnVector& lower, 
                   const ColumnVector& upper)

which creates

By default, the first ColumnVector contains the lower bounds and the second ColumnVector the upper bounds on the constraints.

OPT++ does not support sparse constraints. Therefore, a bound must be given for each variable even if only a subset of the variables have finite bounds. An infinite lower bound is specified by

Similarly, an infinite upper bound is specified by

Next Section: Constructing linear constraints | Back to Main Page

Last revised July 13, 2006

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