public IQpProblem Convert(IProfileMatchingProblem problem)
{
InternalConverter converter = SelectInternalBuilder(problem);
return(new QpProblem.Builder()
.WithQMatrix(converter.AssembleQMatrix())
.WithCVector(converter.AssembleCVector())
.WithAMatrix(problem.A)
.WithBVector(problem.B)
.WithAEqualityMatrix(problem.Aeq)
.WithBEqualityVector(problem.Beq)
.Build());
}
private InternalConverter SelectInternalBuilder(IProfileMatchingProblem problem)
{
switch (this.metric)
{
case ProfileMatchingMetric.SumSquares:
return(new SumSquaresConverter(problem));
case ProfileMatchingMetric.CumulativeSumsquares:
return(new CumulativeSumSquaresConverter(problem));
default:
throw new NotSupportedException("Fitting metric not supported.");
}
}
public SumSquaresConverter(IProfileMatchingProblem problem)
: base(problem)
{
}
protected InternalConverter(IProfileMatchingProblem problem)
{
this.basisVectors = Matrix <double> .Build.DenseOfArray(problem.Vectors);
this.targetVector = Vector <double> .Build.DenseOfArray(problem.Target);
}
