diff options
Diffstat (limited to 'help/en_US/qpipopt.xml')
| -rw-r--r-- | help/en_US/qpipopt.xml | 57 |
1 files changed, 29 insertions, 28 deletions
diff --git a/help/en_US/qpipopt.xml b/help/en_US/qpipopt.xml index 6dd578d..3ba2107 100644 --- a/help/en_US/qpipopt.xml +++ b/help/en_US/qpipopt.xml @@ -62,11 +62,11 @@ <varlistentry><term>fopt :</term> <listitem><para> a double, the function value at x.</para></listitem></varlistentry> <varlistentry><term>exitflag :</term> - <listitem><para> 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 qpipopt macro.</para></listitem></varlistentry> + <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> <varlistentry><term>output :</term> <listitem><para> Structure containing information about the optimization. This version only contains number of iterations</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 and linear equality, inequality constraints.</para></listitem></varlistentry> + <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> </variablelist> </refsection> @@ -74,7 +74,6 @@ <title>Description</title> <para> Search the minimum of a constrained linear quadratic optimization problem specified by : -find the minimum of f(x) such that </para> <para> <latex> @@ -96,6 +95,33 @@ The routine calls Ipopt for solving the quadratic problem, Ipopt is a library wr <refsection> <title>Examples</title> <programlisting role="example"><![CDATA[ +//Ref : example 14 : +//https://www.me.utexas.edu/~jensen/ORMM/supplements/methods/nlpmethod/S2_quadratic.pdf +// min. -8*x1*x1 -16*x2*x2 + x1 + 4*x2 +// such that +// x1 + x2 <= 5, +// x1 <= 3, +// x1 >= 0, +// x2 >= 0 +H = [2 0 +0 8]; +f = [-8; -16]; +A = [1 1;1 0]; +conUB = [5;3]; +conLB = [-%inf; -%inf]; +lb = [0; 0]; +ub = [%inf; %inf]; +nbVar = 2; +nbCon = 2; +[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB) +//Press ENTER to continue + + ]]></programlisting> +</refsection> + +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ //Find x in R^6 such that: A= [1,-1,1,0,3,1; -1,0,-3,-4,5,6; @@ -113,31 +139,6 @@ nbCon = 5; x0 = repmat(0,nbVar,1); param = list("MaxIter", 300, "CpuTime", 100); [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0,param) -// Press ENTER to continue - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//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. -H = [1 -1; -1 2]; -f = [-2; -6]; -A = [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,H,f,lb,ub,A,conLB,conUB) ]]></programlisting> </refsection> |