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@(@\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }@)@This is cppad-20221105 documentation. Here is a link to its current documentation .
qp_box Source Code
namespace CppAD { // BEGIN_CPPAD_NAMESPACE

// BEGIN PROTOTYPE
template <class Vector>
bool qp_box(
    size_t        level   ,
    const Vector& a       ,
    const Vector& b       ,
    const Vector& c       ,
    const Vector& C       ,
    const Vector& g       ,
    const Vector& G       ,
    double        epsilon ,
    size_t        maxitr  ,
    const Vector& xin     ,
    Vector&       xout    )
// END PROTOTYPE
{   double inf = std::numeric_limits<double>::infinity();
    //
    size_t n = a.size();
    size_t m = c.size();
    //
    CPPAD_ASSERT_KNOWN(level <= 2, "qp_interior: level is greater than 2");
    CPPAD_ASSERT_KNOWN(
        size_t(b.size()) == n, "qp_box: size of b is not n"
    );
    CPPAD_ASSERT_KNOWN(
        size_t(C.size()) == m * n, "qp_box: size of C is not m * n"
    );
    CPPAD_ASSERT_KNOWN(
        size_t(g.size()) == n, "qp_box: size of g is not n"
    );
    CPPAD_ASSERT_KNOWN(
        size_t(G.size()) == n * n, "qp_box: size of G is not n * n"
    );
    if( level > 0 )
    {   std::cout << "start qp_box\n";
        CppAD::abs_print_mat("a", n, 1, a);
        CppAD::abs_print_mat("b", n, 1, b);
        CppAD::abs_print_mat("c", m, 1, c);
        CppAD::abs_print_mat("C", m, n, C);
        CppAD::abs_print_mat("g", 1, n, g);
        CppAD::abs_print_mat("G", n, n, G);
        CppAD::abs_print_mat("xin", n, 1, xin);
    }
    //
    // count number of lower and upper limits
    size_t n_limit = 0;
    for(size_t j = 0; j < n; j++)
    {   CPPAD_ASSERT_KNOWN(G[j * n + j] >= 0.0, "qp_box: G_{j,j} < 0.0");
        if( -inf < a[j] )
            ++n_limit;
        if( b[j] < inf )
            ++n_limit;
    }
    //
    // C_int and c_int define the extended constraints
    Vector C_int((m + n_limit) * n ), c_int(m + n_limit);
    for(size_t i = 0; i < size_t(C_int.size()); i++)
        C_int[i] = 0.0;
    //
    // put C * x + c <= 0 in C_int, c_int
    for(size_t i = 0; i < m; i++)
    {   c_int[i] = c[i];
        for(size_t j = 0; j < n; j++)
            C_int[i * n + j] = C[i * n + j];
    }
    //
    // put I * x - b <= 0 in C_int, c_int
    size_t i_limit = 0;
    for(size_t j = 0; j < n; j++) if( b[j] < inf )
    {   c_int[m + i_limit]            = - b[j];
        C_int[(m + i_limit) * n + j]  = 1.0;
        ++i_limit;
    }
    //
    // put a - I * x <= 0 in C_int, c_int
    for(size_t j = 0; j < n; j++) if( -inf < a[j] )
    {   c_int[m + i_limit]           = a[j];
        C_int[(m + i_limit) * n + j] = -1.0;
        ++i_limit;
    }
    Vector yout(m + n_limit), sout(m + n_limit);
    size_t level_int = 0;
    if( level == 2 )
        level_int = 1;
    bool ok = qp_interior( level_int,
        c_int, C_int, g, G, epsilon, maxitr, xin, xout, yout, sout
    );
    if( level > 0 )
    {   if( level < 2 )
            CppAD::abs_print_mat("xout", n, 1, xout);
        if( ok )
            std::cout << "end q_box: ok = true\n";
        else
            std::cout << "end q_box: ok = false\n";
    }
    return ok;
}

} // END_CPPAD_NAMESPACE
Input File: example/abs_normal/qp_box.omh