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Diffstat (limited to 'help/en_US/lsqlin.xml')
| -rw-r--r-- | help/en_US/lsqlin.xml | 41 |
1 files changed, 37 insertions, 4 deletions
diff --git a/help/en_US/lsqlin.xml b/help/en_US/lsqlin.xml index c6ec286..0904933 100644 --- a/help/en_US/lsqlin.xml +++ b/help/en_US/lsqlin.xml @@ -56,7 +56,7 @@ <varlistentry><term>x0 :</term> <listitem><para> a vector of double, contains initial guess of variables.</para></listitem></varlistentry> <varlistentry><term>param :</term> - <listitem><para> a list containing the the parameters to be set.</para></listitem></varlistentry> + <listitem><para> a list containing the parameters to be set.</para></listitem></varlistentry> <varlistentry><term>xopt :</term> <listitem><para> a vector of double, the computed solution of the optimization problem.</para></listitem></varlistentry> <varlistentry><term>resnorm :</term> @@ -64,11 +64,11 @@ <varlistentry><term>residual :</term> <listitem><para> a vector of double, solution residuals returned as the vector d-C*x.</para></listitem></varlistentry> <varlistentry><term>exitflag :</term> - <listitem><para> A flag showing returned exit flag from Ipopt. 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 lsqlin macro.</para></listitem></varlistentry> + <listitem><para> The exit status. See below for details.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> Structure containing information about the optimization. This version only contains number of iterations.</para></listitem></varlistentry> + <listitem><para> The structure consist of statistics about the optimization. See below for details.</para></listitem></varlistentry> <varlistentry><term>lambda :</term> - <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper bound multiplier and linear equality, inequality constraint multiplier.</para></listitem></varlistentry> + <listitem><para> The structure consist of the Lagrange multipliers at the solution of problem. See below for details.</para></listitem></varlistentry> </variablelist> </refsection> @@ -92,6 +92,39 @@ Search the minimum of a constrained linear least square problem specified by : The routine calls Ipopt for solving the linear least square problem, Ipopt is a library written in C++. </para> <para> +The exitflag allows to know the status of the optimization which is given back by Ipopt. +<itemizedlist> +<listitem>exitflag=0 : Optimal Solution Found </listitem> +<listitem>exitflag=1 : Maximum Number of Iterations Exceeded. Output may not be optimal.</listitem> +<listitem>exitflag=2 : Maximum CPU Time exceeded. Output may not be optimal.</listitem> +<listitem>exitflag=3 : Stop at Tiny Step.</listitem> +<listitem>exitflag=4 : Solved To Acceptable Level.</listitem> +<listitem>exitflag=5 : Converged to a point of local infeasibility.</listitem> +</itemizedlist> + </para> + <para> +For more details on exitflag see the ipopt documentation, go to http://www.coin-or.org/Ipopt/documentation/ + </para> + <para> +The output data structure contains detailed informations about the optimization process. +It has type "struct" and contains the following fields. +<itemizedlist> +<listitem>output.iterations: The number of iterations performed during the search</listitem> +<listitem>output.constrviolation: The max-norm of the constraint violation.</listitem> +</itemizedlist> + </para> + <para> +The lambda data structure contains the Lagrange multipliers at the end +of optimization. In the current version the values are returned only when the the solution is optimal. +It has type "struct" and contains the following fields. +<itemizedlist> +<listitem>lambda.lower: The Lagrange multipliers for the lower bound constraints.</listitem> +<listitem>lambda.upper: The Lagrange multipliers for the upper bound constraints.</listitem> +<listitem>lambda.eqlin: The Lagrange multipliers for the linear equality constraints.</listitem> +<listitem>lambda.ineqlin: The Lagrange multipliers for the linear inequality constraints.</listitem> +</itemizedlist> + </para> + <para> </para> </refsection> |