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Diffstat (limited to 'help/en_US/qpipoptmat.xml')
| -rw-r--r-- | help/en_US/qpipoptmat.xml | 33 |
1 files changed, 18 insertions, 15 deletions
diff --git a/help/en_US/qpipoptmat.xml b/help/en_US/qpipoptmat.xml index 8d0bc0c..1334603 100644 --- a/help/en_US/qpipoptmat.xml +++ b/help/en_US/qpipoptmat.xml @@ -62,12 +62,14 @@ <listitem><para> a vector of double, the computed solution of the optimization problem.</para></listitem></varlistentry> <varlistentry><term>fopt :</term> <listitem><para> a double, the function value at x.</para></listitem></varlistentry> + <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> 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.</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> @@ -75,7 +77,6 @@ <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> @@ -98,17 +99,19 @@ The routine calls Ipopt for solving the quadratic problem, Ipopt is a library wr <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]; +//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]; +b = [5;3]; lb = [0; 0]; ub = [%inf; %inf]; [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub) @@ -134,7 +137,7 @@ x0 = repmat(0,6,1); param = list("MaxIter", 300, "CpuTime", 100); //and minimize 0.5*x'*H*x + f'*x with f=[1; 2; 3; 4; 5; 6]; H=eye(6,6); -[xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param) +[xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param) ]]></programlisting> </refsection> |