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author | Harpreet | 2016-08-04 15:25:44 +0530 |
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committer | Harpreet | 2016-08-04 15:25:44 +0530 |
commit | 9fd2976931c088dc523974afb901e96bad20f73c (patch) | |
tree | 22502de6e6988d5cd595290d11266f8432ad825b /help/intqpipopt.xml | |
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diff --git a/help/intqpipopt.xml b/help/intqpipopt.xml new file mode 100644 index 0000000..ab4f3b9 --- /dev/null +++ b/help/intqpipopt.xml @@ -0,0 +1,127 @@ +<?xml version="1.0" encoding="UTF-8"?> + +<!-- + * + * This help file was generated from intqpipopt.sci using help_from_sci(). + * + --> + +<refentry version="5.0-subset Scilab" xml:id="intqpipopt" xml:lang="en" + xmlns="http://docbook.org/ns/docbook" + xmlns:xlink="http://www.w3.org/1999/xlink" + xmlns:svg="http://www.w3.org/2000/svg" + xmlns:ns3="http://www.w3.org/1999/xhtml" + xmlns:mml="http://www.w3.org/1998/Math/MathML" + xmlns:scilab="http://www.scilab.org" + xmlns:db="http://docbook.org/ns/docbook"> + + <refnamediv> + <refname>intqpipopt</refname> + <refpurpose>Solves a linear quadratic problem.</refpurpose> + </refnamediv> + + +<refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> + xopt = intqpipopt(H,f) + xopt = intqpipopt(H,f,intcon) + xopt = intqpipopt(H,f,intcon,A,b) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0,"path/to/bonmin_options_file") + [xopt,fopt,exitflag,output] = intqpipopt( ... ) + + </synopsis> +</refsynopsisdiv> + +<refsection> + <title>Parameters</title> + <variablelist> + <varlistentry><term>H :</term> + <listitem><para> a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem.</para></listitem></varlistentry> + <varlistentry><term>f :</term> + <listitem><para> a vector of double, represents coefficients of linear in the quadratic problem</para></listitem></varlistentry> + <varlistentry><term>intcon :</term> + <listitem><para> a vector of integers, represents which variables are constrained to be integers</para></listitem></varlistentry> + <varlistentry><term>A :</term> + <listitem><para> a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> + <varlistentry><term>b :</term> + <listitem><para> a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> + <varlistentry><term>Aeq :</term> + <listitem><para> a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> + <varlistentry><term>beq :</term> + <listitem><para> a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> + <varlistentry><term>lb :</term> + <listitem><para> a vector of double, contains lower bounds of the variables.</para></listitem></varlistentry> + <varlistentry><term>ub :</term> + <listitem><para> a vector of double, contains upper bounds of the variables.</para></listitem></varlistentry> + <varlistentry><term>x0 :</term> + <listitem><para> a vector of double, contains initial guess of variables.</para></listitem></varlistentry> + <varlistentry><term>param :</term> + <listitem><para> a list containing the parameters to be set.</para></listitem></varlistentry> + <varlistentry><term>xopt :</term> + <listitem><para> a vector of double, the computed solution of the optimization problem.</para></listitem></varlistentry> + <varlistentry><term>fopt :</term> + <listitem><para> a double, the value of the function at x.</para></listitem></varlistentry> + <varlistentry><term>exitflag :</term> + <listitem><para> The exit status. See below for details.</para></listitem></varlistentry> + <varlistentry><term>output :</term> + <listitem><para> The structure consist of statistics about the optimization. See below for details.</para></listitem></varlistentry> + </variablelist> +</refsection> + +<refsection> + <title>Description</title> + <para> +Search the minimum of a constrained linear quadratic optimization problem specified by : + </para> + <para> +<latex> +\begin{eqnarray} +&\mbox{min}_{x} +& 1/2⋅x^T⋅H⋅x + f^T⋅x \\ +& \text{subject to} & A⋅x \leq b \\ +& & Aeq⋅x = beq \\ +& & lb \leq x \leq ub \\ +& & x_i \in \!\, \mathbb{Z}, i \in \!\, intcon\\ +\end{eqnarray} +</latex> + </para> + <para> +The routine calls Bonmin for solving the quadratic problem, Bonmin is a library written in C++. + </para> + <para> +The exitflag allows to know the status of the optimization which is given back by Bonmin. +<itemizedlist> +<listitem>exitflag=0 : Optimal Solution Found </listitem> +<listitem>exitflag=1 : Maximum Number of Iterations Exceeded. Output may not be optimal.</listitem> +<listitem>exitflag=2 : Maximum CPU Time exceeded. Output may not be optimal.</listitem> +<listitem>exitflag=3 : Stop at Tiny Step.</listitem> +<listitem>exitflag=4 : Solved To Acceptable Level.</listitem> +<listitem>exitflag=5 : Converged to a point of local infeasibility.</listitem> +</itemizedlist> + </para> + <para> +For more details on exitflag see the Bonmin page, go to http://www.coin-or.org/Bonmin + </para> + <para> +The output data structure contains detailed informations about the optimization process. +It has type "struct" and contains the following fields. +<itemizedlist> +<listitem>output.constrviolation: The max-norm of the constraint violation.</listitem> +</itemizedlist> + </para> + <para> + </para> + <para> +</para> +</refsection> + +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ + ]]></programlisting> +</refsection> +</refentry> |