diff options
author | Harpreet | 2015-12-29 00:38:48 +0530 |
---|---|---|
committer | Harpreet | 2015-12-29 00:38:48 +0530 |
commit | eb9ca1191c94059cd7adcf69805906c809fe9712 (patch) | |
tree | f98e728341812b8a0eb46aa4159b062a22225f05 /macros/qpipoptmat.sci | |
parent | 0eee95dfb1edec6ce52ec3065a3adb1bf169c9f9 (diff) | |
download | FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.tar.gz FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.tar.bz2 FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.zip |
Bugs fixed 4
Diffstat (limited to 'macros/qpipoptmat.sci')
-rw-r--r-- | macros/qpipoptmat.sci | 75 |
1 files changed, 42 insertions, 33 deletions
diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci index e9ed9a5..8e9c67e 100644 --- a/macros/qpipoptmat.sci +++ b/macros/qpipoptmat.sci @@ -29,14 +29,14 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) // b : a vector of double, represents the linear coefficients in the inequality constraints // Aeq : a matrix of double, represents the linear coefficients in the equality constraints // beq : a vector of double, represents the linear coefficients in the equality constraints - // LB : a vector of double, contains lower bounds of the variables. - // UB : a vector of double, contains upper bounds of the variables. + // lb : a vector of double, contains lower bounds of the variables. + // ub : a vector of double, contains upper bounds of the variables. // x0 : a vector of double, contains initial guess of variables. // param : a list containing the the parameters to be set. // xopt : a vector of double, the computed solution of the optimization problem. // fopt : a double, the function value at x. - // exitflag : Integer identifying the reason the algorithm terminated. - // output : Structure containing information about the optimization. Right now it contains number of iteration. + // exitflag : Integer identifying the reason the algorithm terminated.It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the qpipoptmat macro. + // output : Structure containing information about the optimization. This version only contains number of iterations. // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints. // // Description @@ -46,14 +46,14 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) // <latex> // \begin{eqnarray} // &\mbox{min}_{x} - // & 1/2*x'*H*x + f'*x \\ - // & \text{subject to} & A*x \leq b \\ - // & & Aeq*x = beq \\ + // & 1/2⋅x^T⋅H⋅x + f^T⋅x \\ + // & \text{subject to} & A⋅x \leq b \\ + // & & Aeq⋅x = beq \\ // & & lb \leq x \leq ub \\ // \end{eqnarray} // </latex> // - // We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. + // The routine calls Ipopt for solving the quadratic problem, Ipopt is a library written in C++. // // Examples // //Find the value of x that minimize following function @@ -101,9 +101,18 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) error(errmsg) end - H = varargin(1); - f = varargin(2); - nbVar = size(H,1); + H = []; + f = []; + A = []; + b = []; + Aeq = []; + beq = []; + lb = []; + ub = []; + + H = varargin(1); + f = varargin(2); + nbVar = size(H,1); if ( rhs<3 ) then @@ -123,11 +132,11 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) end if ( rhs<7 ) then - LB = repmat(-%inf,nbVar,1); - UB = repmat(%inf,nbVar,1); + lb = repmat(-%inf,nbVar,1); + ub = repmat(%inf,nbVar,1); else - LB = varargin(7); - UB = varargin(8); + lb = varargin(7); + ub = varargin(8); end @@ -143,12 +152,12 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) param =varargin(10); end - if (size(LB,2)==0) then - LB = repmat(-%inf,nbVar,1); + if (size(lb,2)==0) then + lb = repmat(-%inf,nbVar,1); end - if (size(UB,2)==0) then - UB = repmat(%inf,nbVar,1); + if (size(ub,2)==0) then + ub = repmat(%inf,nbVar,1); end if (size(f,2)==0) then @@ -195,12 +204,12 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) f=f'; end - if (size(LB,2)== [nbVar]) then - LB = LB'; + if (size(lb,2)== [nbVar]) then + lb = lb'; end - if (size(UB,2)== [nbVar]) then - UB = UB'; + if (size(ub,2)== [nbVar]) then + ub = ub'; end if (size(b,2)==nbConInEq) then @@ -228,7 +237,6 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) error(errmsg); end - //Check the size of inequality constraint which should be equal to the number of variables if ( size(A,2) ~= nbVar & size(A,2) ~= 0) then errmsg = msprintf(gettext("%s: The number of columns in A must be the same as the number of elements of f"), "qpipoptmat"); @@ -243,13 +251,13 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) //Check the size of Lower Bound which should be equal to the number of variables - if ( size(LB,1) ~= nbVar) then + if ( size(lb,1) ~= nbVar) then errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipoptmat"); error(errmsg); end //Check the size of Upper Bound which should equal to the number of variables - if ( size(UB,1) ~= nbVar) then + if ( size(ub,1) ~= nbVar) then errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipoptmat"); error(errmsg); end @@ -270,6 +278,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) if ( size(x0,1) ~= nbVar) then warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipoptmat"); warning(warnmsg); + x0 = repmat(0,nbVar,1); end //Check if the user gives a matrix instead of a vector @@ -279,12 +288,12 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) error(errmsg); end - if (size(LB,1)~=1)& (size(LB,2)~=1) then + if (size(lb,1)~=1)& (size(ub,2)~=1) then errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "qpipoptmat"); error(errmsg); end - if (size(UB,1)~=1)& (size(UB,2)~=1) then + if (size(ub,1)~=1)& (size(ub,2)~=1) then errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "qpipoptmat"); error(errmsg); end @@ -319,14 +328,14 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) //Converting it into ipopt format f = f'; - LB = LB'; - UB = UB'; + lb = lb'; + ub = ub'; x0 = x0'; conMatrix = [Aeq;A]; nbCon = size(conMatrix,1); conLB = [beq; repmat(-%inf,nbConInEq,1)]'; conUB = [beq;b]' ; - [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,LB,UB,x0,options); + [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,lb,ub,x0,options); xopt = xopt'; exitflag = status; @@ -369,11 +378,11 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) case 12 then printf("\nProblem has too few degrees of freedom.\n"); case 13 then - printf("\nInvalid option thrown back by IPOpt\n"); + printf("\nInvalid option thrown back by Ipopt\n"); case 14 then printf("\nNot enough memory.\n"); case 15 then - printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n"); + printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify Ipopt Authors.\n"); else printf("\nInvalid status returned. Notify the Toolbox authors\n"); break; |