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-<?xml version="1.0" encoding="UTF-8"?>
-
-<!--
- *
- * This help file was generated from qpipopt_mat.sci using help_from_sci().
- *
- -->
-
-<refentry version="5.0-subset Scilab" xml:id="qpipopt_mat" xml:lang="en"
- xmlns="http://docbook.org/ns/docbook"
- xmlns:xlink="http://www.w3.org/1999/xlink"
- xmlns:svg="http://www.w3.org/2000/svg"
- xmlns:ns3="http://www.w3.org/1999/xhtml"
- xmlns:mml="http://www.w3.org/1998/Math/MathML"
- xmlns:scilab="http://www.scilab.org"
- xmlns:db="http://docbook.org/ns/docbook">
-
- <refnamediv>
- <refname>qpipopt_mat</refname>
- <refpurpose>Solves a linear quadratic problem.</refpurpose>
- </refnamediv>
-
-
-<refsynopsisdiv>
- <title>Calling Sequence</title>
- <synopsis>
- xopt = qpipopt_mat(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB)
- x = qpipopt_mat(H,f)
- x = qpipopt_mat(H,f,A,b)
- x = qpipopt_mat(H,f,A,b,Aeq,beq)
- x = qpipopt_mat(H,f,A,b,Aeq,beq,lb,ub)
- [xopt,fopt,exitflag,output,lamda] = qpipopt_mat( ... )
-
- </synopsis>
-</refsynopsisdiv>
-
-<refsection>
- <title>Parameters</title>
- <variablelist>
- <varlistentry><term>H :</term>
- <listitem><para> a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.</para></listitem></varlistentry>
- <varlistentry><term>f :</term>
- <listitem><para> a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem</para></listitem></varlistentry>
- <varlistentry><term>A :</term>
- <listitem><para> a m x n matrix of doubles, represents the linear coefficients in the inequality constraints</para></listitem></varlistentry>
- <varlistentry><term>b :</term>
- <listitem><para> a column vector of doubles, represents the linear coefficients in the inequality constraints</para></listitem></varlistentry>
- <varlistentry><term>Aeq :</term>
- <listitem><para> a meq x n matrix of doubles, represents the linear coefficients in the equality constraints</para></listitem></varlistentry>
- <varlistentry><term>beq :</term>
- <listitem><para> a vector of doubles, represents the linear coefficients in the equality constraints</para></listitem></varlistentry>
- <varlistentry><term>LB :</term>
- <listitem><para> a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.</para></listitem></varlistentry>
- <varlistentry><term>UB :</term>
- <listitem><para> a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.</para></listitem></varlistentry>
- <varlistentry><term>xopt :</term>
- <listitem><para> a nx1 matrix of doubles, the computed solution of the optimization problem.</para></listitem></varlistentry>
- <varlistentry><term>fopt :</term>
- <listitem><para> a 1x1 matrix of doubles, the function value at x.</para></listitem></varlistentry>
- <varlistentry><term>exitflag :</term>
- <listitem><para> Integer identifying the reason the algorithm terminated.</para></listitem></varlistentry>
- <varlistentry><term>output :</term>
- <listitem><para> Structure containing information about the optimization.</para></listitem></varlistentry>
- <varlistentry><term>lambda :</term>
- <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</para></listitem></varlistentry>
- </variablelist>
-</refsection>
-
-<refsection>
- <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>
-\begin{eqnarray}
-&amp;\mbox{min}_{x}
-&amp; 1/2*x'*H*x + f'*x \\
-&amp; \text{subject to} &amp; A.x \leq b \\
-&amp; &amp; Aeq.x \leq beq \\
-&amp; &amp; lb \leq x \leq ub \\
-\end{eqnarray}
-</latex>
- </para>
- <para>
-We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. The code has been written by ​Andreas Wächter and ​Carl Laird.
- </para>
- <para>
-</para>
-</refsection>
-
-<refsection>
- <title>Examples</title>
- <programlisting role="example"><![CDATA[
-//Find x in R^6 such that:
-
-Aeq= [1,-1,1,0,3,1;
--1,0,-3,-4,5,6;
-2,5,3,0,1,0];
-beq=[1; 2; 3];
-A= [0,1,0,1,2,-1;
--1,0,2,1,1,0];
-b = [-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
-f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
-[xopt,fopt,exitflag,output,lambda]=qpipopt_mat(H,f,A,b,Aeq,beq,lb,ub)
-clear H f A b Aeq beq lb ub;
-
- ]]></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];
-b = [2; 2; 3];
-lb = [0; 0];
-ub = [%inf; %inf];
-[xopt,fopt,exitflag,output,lambda] = qpipopt_mat(H,f,A,b,[],[],lb,ub)
-
- ]]></programlisting>
-</refsection>
-
-<refsection>
- <title>Authors</title>
- <simplelist type="vert">
- <member>Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</member>
- </simplelist>
-</refsection>
-</refentry>