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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
commit9fd2976931c088dc523974afb901e96bad20f73c (patch)
tree22502de6e6988d5cd595290d11266f8432ad825b /docal.sce~
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+exec builder.sce
+exec loader.sce
+
+ function y=f(x)
+ y=-x(1)-x(2)/3;
+ endfunction
+ //Starting point, linear constraints and variable bounds
+ x0=[0 , 0];
+ A=[1,1 ; 1,1/4 ; 1,-1 ; -1/4,-1 ; -1,-1 ; -1,1];
+ b=[2;1;2;1;-1;2];
+ Aeq=[1,1];
+ beq=[2];
+ lb=[];
+ ub=[];
+ nlc=[];
+ //Gradient of objective function
+ function y= fGrad(x)
+ y= [-1,-1/3];
+ endfunction
+ //Hessian of lagrangian
+ function y= lHess(x,obj,lambda)
+ y= obj*[0,0;0,0]
+ endfunction
+ //Options
+ options=list("GradObj", fGrad, "Hessian", lHess);
+ //Calling Ipopt
+ [x,fval] =intfmincon(f, x0,[],A,b,Aeq,beq,lb,ub,nlc)