diff options
Diffstat (limited to 'demos')
-rw-r--r-- | demos/exam.sce | 5 | ||||
-rw-r--r-- | demos/intfminbnd.dem.sce | 55 | ||||
-rw-r--r-- | demos/intfmincon.dem.sce | 136 | ||||
-rw-r--r-- | demos/intfminimax.dem.sce | 57 | ||||
-rw-r--r-- | demos/intfminunc.dem.sce | 49 | ||||
-rw-r--r-- | demos/intqpipopt.dem.sce | 6 |
6 files changed, 0 insertions, 308 deletions
diff --git a/demos/exam.sce b/demos/exam.sce deleted file mode 100644 index e054eff..0000000 --- a/demos/exam.sce +++ /dev/null @@ -1,5 +0,0 @@ -function y = f(x) - y = 3*x(1)^2 + 2*x(1)*x(2) + x(2)^2 - 4*x(1) + 5*x(2) ; -endfunction - -[xval, fval, status, gradient, hessian] = intfminbnd(f,[1], [1 2],[2 6]) diff --git a/demos/intfminbnd.dem.sce b/demos/intfminbnd.dem.sce deleted file mode 100644 index adbc9fa..0000000 --- a/demos/intfminbnd.dem.sce +++ /dev/null @@ -1,55 +0,0 @@ -mode(1) -// -// Demo of intfminbnd.sci -// - -//Find x in R^6 such that it minimizes: -//f(x)= sin(x1) + sin(x2) + sin(x3) + sin(x4) + sin(x5) + sin(x6) -//-2 <= x1,x2,x3,x4,x5,x6 <= 2 -//Objective function to be minimised -function y=f(x) -y=0 -for i =1:6 -y=y+sin(x(i)); -end -endfunction -//Variable bounds -x1 = [-2, -2, -2, -2, -2, -2]; -x2 = [2, 2, 2, 2, 2, 2]; -intcon = [2 3 4] -//Options -options=list("MaxIter",[1500],"CpuTime", [100]) -[x,fval] =intfminbnd(f ,intcon, x1, x2, options) -// Press ENTER to continue -halt() // Press return to continue - -//Find x in R such that it minimizes: -//f(x)= 1/x^2 -//0 <= x <= 1000 -//Objective function to be minimised -function y=f(x) -y=1/x^2; -endfunction -//Variable bounds -x1 = [0]; -x2 = [1000]; -intcon = [1]; -[x,fval,exitflag,output,lambda] =intfminbnd(f,intcon , x1, x2) -// Press ENTER to continue -halt() // Press return to continue - -//The below problem is an unbounded problem: -//Find x in R^2 such that it minimizes: -//f(x)= -[(x1-1)^2 + (x2-1)^2] -//-inf <= x1,x2 <= inf -//Objective function to be minimised -function y=f(x) -y=-((x(1)-1)^2+(x(2)-1)^2); -endfunction -//Variable bounds -x1 = [-%inf , -%inf]; -x2 = [ %inf , %inf]; -//Options -options=list("MaxIter",[1500],"CpuTime", [100]) -[x,fval,exitflag,output,lambda] =intfminbnd(f,intcon, x1, x2, options) -//========= E N D === O F === D E M O =========// diff --git a/demos/intfmincon.dem.sce b/demos/intfmincon.dem.sce deleted file mode 100644 index ef43b4b..0000000 --- a/demos/intfmincon.dem.sce +++ /dev/null @@ -1,136 +0,0 @@ -mode(1) -// -// Demo of intfmincon.sci -// - -//Find x in R^2 such that it minimizes: -//f(x)= -x1 -x2/3 -//x0=[0,0] -//constraint-1 (c1): x1 + x2 <= 2 -//constraint-2 (c2): x1 + x2/4 <= 1 -//constraint-3 (c3): x1 - x2 <= 2 -//constraint-4 (c4): -x1/4 - x2 <= 1 -//constraint-5 (c5): -x1 - x2 <= -1 -//constraint-6 (c6): -x1 + x2 <= 2 -//constraint-7 (c7): x1 + x2 = 2 -//Objective function to be minimised -function [y,dy]=f(x) -y=-x(1)-x(2)/3; -dy= [-1,-1/3]; -endfunction -//Starting point, linear constraints and variable bounds -x0=[0 , 0]; -intcon = [1] -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=[]; -//Options -options=list("GradObj", "on"); -//Calling Ipopt -[x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) -// Press ENTER to continue -halt() // Press return to continue - -//Find x in R^3 such that it minimizes: -//f(x)= x1*x2 + x2*x3 -//x0=[0.1 , 0.1 , 0.1] -//constraint-1 (c1): x1^2 - x2^2 + x3^2 <= 2 -//constraint-2 (c2): x1^2 + x2^2 + x3^2 <= 10 -//Objective function to be minimised -function [y,dy]=f(x) -y=x(1)*x(2)+x(2)*x(3); -dy= [x(2),x(1)+x(3),x(2)]; -endfunction -//Starting point, linear constraints and variable bounds -x0=[0.1 , 0.1 , 0.1]; -intcon = [2] -A=[]; -b=[]; -Aeq=[]; -beq=[]; -lb=[]; -ub=[]; -//Nonlinear constraints -function [c,ceq,cg,cgeq]=nlc(x) -c = [x(1)^2 - x(2)^2 + x(3)^2 - 2 , x(1)^2 + x(2)^2 + x(3)^2 - 10]; -ceq = []; -cg=[2*x(1) , -2*x(2) , 2*x(3) ; 2*x(1) , 2*x(2) , 2*x(3)]; -cgeq=[]; -endfunction -//Options -options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", "on","GradCon", "on"); -//Calling Ipopt -[x,fval,exitflag,output] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) -// Press ENTER to continue -halt() // Press return to continue - -//The below problem is an unbounded problem: -//Find x in R^3 such that it minimizes: -//f(x)= -(x1^2 + x2^2 + x3^2) -//x0=[0.1 , 0.1 , 0.1] -// x1 <= 0 -// x2 <= 0 -// x3 <= 0 -//Objective function to be minimised -function y=f(x) -y=-(x(1)^2+x(2)^2+x(3)^2); -endfunction -//Starting point, linear constraints and variable bounds -x0=[0.1 , 0.1 , 0.1]; -intcon = [3] -A=[]; -b=[]; -Aeq=[]; -beq=[]; -lb=[]; -ub=[0,0,0]; -//Options -options=list("MaxIter", [1500], "CpuTime", [500]); -//Calling Ipopt -[x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,[],options) -// Press ENTER to continue -halt() // Press return to continue - -//The below problem is an infeasible problem: -//Find x in R^3 such that in minimizes: -//f(x)=x1*x2 + x2*x3 -//x0=[1,1,1] -//constraint-1 (c1): x1^2 <= 1 -//constraint-2 (c2): x1^2 + x2^2 <= 1 -//constraint-3 (c3): x3^2 <= 1 -//constraint-4 (c4): x1^3 = 0.5 -//constraint-5 (c5): x2^2 + x3^2 = 0.75 -// 0 <= x1 <=0.6 -// 0.2 <= x2 <= inf -// -inf <= x3 <= 1 -//Objective function to be minimised -function [y,dy]=f(x) -y=x(1)*x(2)+x(2)*x(3); -dy= [x(2),x(1)+x(3),x(2)]; -endfunction -//Starting point, linear constraints and variable bounds -x0=[1,1,1]; -intcon = [2] -A=[]; -b=[]; -Aeq=[]; -beq=[]; -lb=[0 0.2,-%inf]; -ub=[0.6 %inf,1]; -//Nonlinear constraints -function [c,ceq,cg,cgeq]=nlc(x) -c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; -ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; -cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; -cgeq = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; -endfunction -//Options -options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", "on","GradCon", "on"); -//Calling Ipopt -[x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) -// Press ENTER to continue -//========= E N D === O F === D E M O =========// diff --git a/demos/intfminimax.dem.sce b/demos/intfminimax.dem.sce deleted file mode 100644 index db74b92..0000000 --- a/demos/intfminimax.dem.sce +++ /dev/null @@ -1,57 +0,0 @@ -mode(1) -// -// Demo of intfminimax.sci -// - -// A basic case : -// we provide only the objective function and the nonlinear constraint -// function -function f = myfun(x) -f(1)= 2*x(1)^2 + x(2)^2 - 48*x(1) - 40*x(2) + 304; //Objectives -f(2)= -x(1)^2 - 3*x(2)^2; -f(3)= x(1) + 3*x(2) -18; -f(4)= -x(1) - x(2); -f(5)= x(1) + x(2) - 8; -endfunction -// The initial guess -x0 = [0.1,0.1]; -// The expected solution : only 4 digits are guaranteed -xopt = [4 4] -fopt = [0 -64 -2 -8 0] -intcon = [1] -maxfopt = 0 -// Run fminimax -[x,fval,maxfval,exitflag] = intfminimax(myfun, x0,intcon) -// Press ENTER to continue -halt() // Press return to continue - -// A case where we provide the gradient of the objective -// functions and the Jacobian matrix of the constraints. -// The objective function and its gradient -function [f,G] = myfun(x) -f(1)= 2*x(1)^2 + x(2)^2 - 48*x(1) - 40*x(2) + 304; -f(2)= -x(1)^2 - 3*x(2)^2; -f(3)= x(1) + 3*x(2) -18; -f(4)= -x(1) - x(2); -f(5)= x(1) + x(2) - 8; -G = [ 4*x(1) - 48, -2*x(1), 1, -1, 1; -2*x(2) - 40, -6*x(2), 3, -1, 1; ]' -endfunction -// The nonlinear constraints -function [c,ceq,DC,DCeq] = confun(x) -// Inequality constraints -c = [1.5 + x(1)*x(2) - x(1) - x(2), -x(1)*x(2) - 10] -// No nonlinear equality constraints -ceq=[] -DC= [x(2)-1, -x(2); -x(1)-1, -x(1)]' -DCeq = []' -endfunction -// Test with both gradient of objective and gradient of constraints -minimaxOptions = list("GradObj","on","GradCon","on"); -// The initial guess -x0 = [0,10]; -intcon = [2] -// Run intfminimax -[x,fval,maxfval,exitflag] = intfminimax(myfun,x0,intcon,[],[],[],[],[],[], confun, minimaxOptions) -//========= E N D === O F === D E M O =========// diff --git a/demos/intfminunc.dem.sce b/demos/intfminunc.dem.sce deleted file mode 100644 index 97cbb2d..0000000 --- a/demos/intfminunc.dem.sce +++ /dev/null @@ -1,49 +0,0 @@ -mode(1) -// -// Demo of intfminunc.sci -// - -//Find x in R^2 such that it minimizes the Rosenbrock function -//f = 100*(x2 - x1^2)^2 + (1-x1)^2 -//Objective function to be minimised -function y= f(x) -y= 100*(x(2) - x(1)^2)^2 + (1-x(1))^2; -endfunction -//Starting point -x0=[-1,2]; -intcon = [2] -//Options -options=list("MaxIter", [1500], "CpuTime", [500]); -//Calling -[xopt,fopt,exitflag,gradient,hessian]=intfminunc(f,x0,intcon,options) -// Press ENTER to continue -halt() // Press return to continue - -//Find x in R^2 such that the below function is minimum -//f = x1^2 + x2^2 -//Objective function to be minimised -function y= f(x) -y= x(1)^2 + x(2)^2; -endfunction -//Starting point -x0=[2,1]; -intcon = [1]; -[xopt,fopt]=intfminunc(f,x0,intcon) -// Press ENTER to continue -halt() // Press return to continue - -//The below problem is an unbounded problem: -//Find x in R^2 such that the below function is minimum -//f = - x1^2 - x2^2 -//Objective function to be minimised -function [y,g,h] = f(x) -y = -x(1)^2 - x(2)^2; -g = [-2*x(1),-2*x(2)]; -h = [-2,0;0,-2]; -endfunction -//Starting point -x0=[2,1]; -intcon = [1] -options = list("gradobj","ON","hessian","on"); -[xopt,fopt,exitflag,gradient,hessian]=intfminunc(f,x0,intcon,options) -//========= E N D === O F === D E M O =========// diff --git a/demos/intqpipopt.dem.sce b/demos/intqpipopt.dem.sce deleted file mode 100644 index 7c63476..0000000 --- a/demos/intqpipopt.dem.sce +++ /dev/null @@ -1,6 +0,0 @@ -mode(1) -// -// Demo of intqpipopt.sci -// - -//========= E N D === O F === D E M O =========// |