pdfo.LinearConstraint

class pdfo.LinearConstraint(a=None, lb=None, ub=None)

Linear inequality and equality constraints.

This class represents linear constraints of the form

\[l \le A x \le u,\]

where \(A \in \R^{m \times n}\), \(l \in \R^m\), and \(u \in \R^m\). To specify equality constraints, set the corresponding elements of \(l\) and \(u\) to the same values.

Attributes:

A: ndarray, shape (m, n)

Above-mentioned coefficient matrix \(A\).

lb: ndarray, shape (m,)

Above-mentioned lower bound \(l\).

ub: ndarray, shape (m,)

Above-mentioned upper bound \(u\).