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Diffstat (limited to 'docal.sce~')
-rw-r--r-- | docal.sce~ | 27 |
1 files changed, 27 insertions, 0 deletions
diff --git a/docal.sce~ b/docal.sce~ new file mode 100644 index 0000000..290af1b --- /dev/null +++ b/docal.sce~ @@ -0,0 +1,27 @@ +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) |