Source code for mpt4py.functions.quadratic_function

import numpy as np
from typing import Optional
from mpt4py.base import Matrix, Vector
from .function_base import FunctionBase



class QuadraticFunction(FunctionBase):
	"""
	Class representing a (scalar) quadratic function of the form f(x) = 1/2*x'*Q*x + F'*x + g.
	"""
	def __init__(self, Q: Matrix, F: Optional[Vector], g: float = 0.0):
		super().__init__()
		self._Q = np.array(Q)
		self._F = np.array(F).reshape((-1,)) if F is not None else np.zeros((self._Q.shape[0],))
		self._g = g
		self._lambda_expr = lambda x: float(0.5 * x.T @ self._Q @ x + self._F.T @ x + self._g)



	def gradient(self, x: Vector) -> Vector:
		"""
		Compute the gradient of the quadratic function at a given point x.
		"""
		return self._Q @ x + self._F