Upper Bound

Definition

The UpperBound quadratic constraint ensures that a scalar value l remains under a given limit σ.

Requirements

To use the UpperBound constraint the following variables must be defined in the solver:

  • l : Scalar variable being constrained.
  • λ : Scalar variable used as dummy value.

Suggestions

No remarks.

Constraint Formulation

The formulation of the UpperBound quadratic constraint reads :

Formulation of the UpperBound constraint

Hence, the local problem can be expressed as follow:

Reduced vector x for the UpperBound constraint , Quadratic part of the UpperBound constraint , Linear part of the UpperBound constraint , Constant part of the UpperBound constraint