qpipopt_mat added

1 files changed, 43 insertions, 35 deletions

diff --git a/macros/qpipopt.sci b/macros/qpipopt.sci
index 0d1b6b6..4f8c535 100644
--- a/macros/qpipopt.sci
+++ b/macros/qpipopt.sci
@@ -20,7 +20,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
   //   Parameters
   //   nbVar : a 1 x 1 matrix of doubles, number of variables
   //   nbCon : a 1 x 1 matrix of doubles, number of constraints
-  //   Q : a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.
+  //   Q : a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.
   //   p : a 1 x n matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem
   //   LB : a 1 x n matrix of doubles, where n is number of variables, contains lower bounds of the variables.
   //   UB : a 1 x n matrix of doubles, where n is number of variables, contains upper bounds of the variables.
@@ -50,42 +50,39 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
   //
   // Examples
   //      //Find x in R^6 such that:
-  //      
   //      conMatrix= [1,-1,1,0,3,1;
   //                 -1,0,-3,-4,5,6;
   //                  2,5,3,0,1,0
   //                  0,1,0,1,2,-1;
   //                 -1,0,2,1,1,0];
-  //      conLB=[1 2 3 -%inf -%inf]';
-  //      conUB = [1 2 3 -1 2.5]';
-  //      //with  x between ci and cs:
-  //      lb=[-1000 -10000 0 -1000 -1000 -1000];
-  //      ub=[10000 100 1.5 100 100 1000];
+  //      conLB=[1;2;3;-%inf;-%inf];
+  //      conUB = [1;2;3;-1;2.5];
+  //      lb=[-1000;-10000; 0; -1000; -1000; -1000];
+  //      ub=[10000; 100; 1.5; 100; 100; 1000];
   //      //and minimize 0.5*x'*Q*x + p'*x with
-  //      p=[1 2 3 4 5 6]; Q=eye(6,6);
+  //      p=[1; 2; 3; 4; 5; 6]; Q=eye(6,6);
   //      nbVar = 6;
   //      nbCon = 5;
   //      [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)
   //    
   // Examples 
-  //      //min. -8*x1 -16*x2 + x1^2 + 4* x2^2
-  //      //  such that
-  //      //     x1 + x2 <= 5,
-  //      //     x1 <= 3,
-  //      //     x1 >= 0,
-  //      //     x2 >= 0
-  //      conMatrix= [1 1];
-  //      conLB=[-%inf];
-  //      conUB = [5];
-  //      //with  x between ci and cs:
-  //      lb=[0,0];
-  //      ub=[3,%inf];
-  //      //and minimize 0.5*x'*Q*x + p'*x with
-  //      p=[-8,-16]; 
-  //      Q=[1,0;0,4];
-  //      nbVar = 2;
-  //      nbCon = 1;
-  //      [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)
+  //    //Find the value of x that minimize following function
+  //    // f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
+  //    // Subject to:
+  //    // x1 + x2 ≤ 2
+  //    // –x1 + 2x2 ≤ 2
+  //    // 2x1 + x2 ≤ 3
+  //    // 0 ≤ x1, 0 ≤ x2.
+  //	Q = [1 -1; -1 2]; 
+  //	p = [-2; -6];
+  //    conMatrix = [1 1; -1 2; 2 1];
+  //	conUB = [2; 2; 3];
+  //	conLB = [-%inf; -%inf; -%inf];
+  //	lb = [0; 0];
+  //	ub = [%inf; %inf];
+  //	nbVar = 2;
+  //	nbCon = 3;
+  //	[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)
   // 
   // Authors
   // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
@@ -109,10 +106,21 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
    UB = varargin(6);
    conMatrix = varargin(7);
    conLB = varargin(8);
-   conLB = conLB';  //IPOpt wants it in row matrix form 
    conUB = varargin(9);
-   conUB = conUB';	//IPOpt wants it in row matrix form
    
+   //IPOpt wants it in row matrix form
+   p = p';
+   LB = LB';
+   UB = UB';
+   conLB = conLB';
+   conUB = conUB';
+   
+   //Checking the Q matrix which needs to be a symmetric matrix
+   if ( Q~=Q') then
+      errmsg = msprintf(gettext("%s: Q is not a symmetric matrix"), "qpipopt");
+      error(errmsg);
+   end
+
    //Check the size of Q which should equal to the number of variable
    if ( size(Q) ~= [nbVar nbVar]) then
       errmsg = msprintf(gettext("%s: The Size of Q is not equal to the number of variables"), "qpipopt");
@@ -126,31 +134,31 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
    end
    
    
-//Check the size of constraint which should equal to the number of constraints
-   if ( size(conMatrix,1) ~= nbCon) then
-      errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipopt");
+   //Check the size of constraint which should equal to the number of variables
+   if ( size(conMatrix,2) ~= nbVar) then
+      errmsg = msprintf(gettext("%s: The size of constraints is not equal to the number of variables"), "qpipopt");
       error(errmsg);
    end
 
-//Check the size of Lower Bound which should equal to the number of variables
+   //Check the size of Lower Bound which should equal to the number of variables
    if ( size(LB,2) ~= nbVar) then
       errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipopt");
       error(errmsg);
    end
 
-//Check the size of Upper Bound which should equal to the number of variables
+   //Check the size of Upper Bound which should equal to the number of variables
    if ( size(UB,2) ~= nbVar) then
       errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipopt");
       error(errmsg);
    end
 
-//Check the size of constraints of Lower Bound which should equal to the number of constraints
+   //Check the size of constraints of Lower Bound which should equal to the number of constraints
    if ( size(conLB,2) ~= nbCon) then
       errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "qpipopt");
       error(errmsg);
    end
 
-//Check the size of constraints of Upper Bound which should equal to the number of constraints
+   //Check the size of constraints of Upper Bound which should equal to the number of constraints
    if ( size(conUB,2) ~= nbCon) then
       errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "qp_ipopt");
       error(errmsg);