I am trying to minimize a function like the following:
a*x^4+b*y
and constraints like:
x^2 <= a
To input "x^2" in the objective function I can do the following:
qp.set_d(X, X, 2);
but what about "x^4" ?
To add a constraint like "x<=a":
hp.set_a(X, 0, 1);
hp.set_b(0, a);
but what about "x^2 <= a" ?
The solution to solve this
kind of problems is to modify the objective function and constraints, in this case by setting z^2 = z.
//>=
Program hp(CGAL::LARGER, false, 0, false, 0);
//x+y >= -4
hp.set_a(X, 0, 1); hp.set_a(Y, 0, 1);
hp.set_b(0, -4);
//4x+2y+z^2 >= -a*b
//z^2 = z
hp.set_a(X, 1, 4); hp.set_a(Y, 1, 2); hp.set_a(Z, 1, 1);
hp.set_b(1, -a * b);
//-x + y >= −1
hp.set_a(X, 2, -1); hp.set_a(Y, 2, 1);
hp.set_b(2, -1);
//x <= 0
hp.set_a(X,3,1);
hp.set_b(3,0);
hp.set_r(3,CGAL::SMALLER);
//y <= 0
hp.set_a(Y,4,1);
hp.set_b(4,0);
hp.set_r(4,CGAL::SMALLER);
//objective function
//min a*x^2 + b*y + z^4
//z^2 = z
//min a*x^2 + b*y + z^2
hp.set_d(X, X, 2 * a); //2D
hp.set_c(Y, b);
hp.set_d(Z, Z, 2); //2D
// solve the program
Solution s = CGAL::solve_quadratic_program(hp, ET());
assert(s.solves_quadratic_program(hp));