diff --git a/docs/docs/optimization.xml b/docs/docs/optimization.xml index 3f9951ea6..fa6bb4146 100644 --- a/docs/docs/optimization.xml +++ b/docs/docs/optimization.xml @@ -44,6 +44,7 @@ Special Purpose Optimizers find_gap_between_convex_hulls solve_qp_box_constrained + solve_qp_box_constrained_blockdiag solve_qp_using_smo solve_qp2_using_smo solve_qp3_using_smo @@ -475,6 +476,31 @@ subject to the following constraint: + + + + solve_qp_box_constrained_blockdiag + dlib/optimization.h + dlib/optimization/optimization_solve_qp_using_smo_abstract.h + + This function solves the following quadratic program: +
+   Minimize: f(alpha) == 0.5*trans(alpha)*Q*alpha + trans(b)*alpha 
+   subject to the following box constraints on alpha:
+      0 <= min(alpha-lower)
+      0 <= max(upper-alpha)
+   Where f is convex.  This means that Q should be positive-semidefinite.
+
+ + So it does the same thing as solve_qp_box_constrained, + except it is optimized for large Q matrices with a special block + structure. In particular, Q must be grouped into identically sized + blocks where all blocks are diagonal matrices, except those on the + main diagonal which can be dense. + + + + diff --git a/docs/docs/term_index.xml b/docs/docs/term_index.xml index 3b266bcb4..5cddef4e4 100644 --- a/docs/docs/term_index.xml +++ b/docs/docs/term_index.xml @@ -286,6 +286,7 @@ +