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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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parent4b64cf486f5c999fd8167758cae27839f3b50848 (diff)
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cbcintlinprog added
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-mode(1)
-//
-// Demo of intqpipopt.sci
-//
-
-H = [1 -1; -1 2];
-f = [-2; -6];
-A = [1 1; -1 2; 2 1];
-b = [2; 2; 3];
-lb=[0,0];
-ub=[%inf, %inf];
-intcon = [1 2];
-[xopt,fopt,status,output]=intqpipopt(H,f,intcon,A,b,[],[],lb,ub)
-halt() // Press return to continue
-
-//Find x in R^6 such that:
-Aeq= [1,-1,1,0,3,1;
--1,0,-3,-4,5,6;
-2,5,3,0,1,0];
-beq=[1; 2; 3];
-A= [0,1,0,1,2,-1;
--1,0,2,1,1,0];
-b = [-1; 2.5];
-lb=[-1000; -10000; 0; -1000; -1000; -1000];
-ub=[10000; 100; 1.5; 100; 100; 1000];
-x0 = repmat(0,6,1);
-param = list("MaxIter", 300, "CpuTime", 100);
-//and minimize 0.5*x'*H*x + f'*x with
-f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
-intcon = [2 4];
-[xopt,fopt,exitflag,output]=intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0,param)
-//========= E N D === O F === D E M O =========//