diff options
Diffstat (limited to 'help')
17 files changed, 344 insertions, 53 deletions
diff --git a/help/en_US/master_help.xml b/help/en_US/master_help.xml index 85ff9e0..791d3d0 100644 --- a/help/en_US/master_help.xml +++ b/help/en_US/master_help.xml @@ -2,6 +2,7 @@ <!DOCTYPE book [ <!--Begin Entities--> <!ENTITY a6b85f6e0c98751f20b68663a23cb4cd2 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/qpipopt.xml"> +<!ENTITY a44928acec52adf395379e18fcff06730 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/qpipopt_mat.xml"> <!ENTITY aca972f273143ecb39f56b42e4723ac67 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/symphony.xml"> <!ENTITY a9953e61e8dd264a86df73772d3055e7f SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/symphony_mat.xml"> <!ENTITY acc223314e8a8bc290a13618df33a6237 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/Symphony Native Function/sym_addConstr.xml"> @@ -79,6 +80,7 @@ <part xml:id='section_19f4f1e5726c01d683e8b82be0a7e910'> <title>Symphony Toolbox</title> &a6b85f6e0c98751f20b68663a23cb4cd2; +&a44928acec52adf395379e18fcff06730; &aca972f273143ecb39f56b42e4723ac67; &a9953e61e8dd264a86df73772d3055e7f; <chapter xml:id='section_508f0b211d17ea6769714cc144e6b731'> diff --git a/help/en_US/qpipopt.xml b/help/en_US/qpipopt.xml index d93f758..144fe18 100644 --- a/help/en_US/qpipopt.xml +++ b/help/en_US/qpipopt.xml @@ -38,7 +38,7 @@ <varlistentry><term>nbCon :</term> <listitem><para> a 1 x 1 matrix of doubles, number of constraints</para></listitem></varlistentry> <varlistentry><term>Q :</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> + <listitem><para> a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.</para></listitem></varlistentry> <varlistentry><term>p :</term> <listitem><para> a 1 x n matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem</para></listitem></varlistentry> <varlistentry><term>LB :</term> @@ -91,19 +91,17 @@ We are calling IPOpt for solving the quadratic problem, IPOpt is a library writt <title>Examples</title> <programlisting role="example"><![CDATA[ //Find x in R^6 such that: - conMatrix= [1,-1,1,0,3,1; -1,0,-3,-4,5,6; 2,5,3,0,1,0 0,1,0,1,2,-1; -1,0,2,1,1,0]; -conLB=[1 2 3 -%inf -%inf]'; -conUB = [1 2 3 -1 2.5]'; -//with x between ci and cs: -lb=[-1000 -10000 0 -1000 -1000 -1000]; -ub=[10000 100 1.5 100 100 1000]; +conLB=[1;2;3;-%inf;-%inf]; +conUB = [1;2;3;-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 -p=[1;2;3;4;5;6]; Q=eye(6,6); +p=[1; 2; 3; 4; 5; 6]; Q=eye(6,6); nbVar = 6; nbCon = 5; [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) @@ -114,23 +112,22 @@ nbCon = 5; <refsection> <title>Examples</title> <programlisting role="example"><![CDATA[ -//min. -8*x1 -16*x2 + x1^2 + 4* x2^2 -// such that -// x1 + x2 <= 5, -// x1 <= 3, -// x1 >= 0, -// x2 >= 0 -conMatrix= [1 1]; -conLB=[-%inf]; -conUB = [5]; -//with x between ci and cs: -lb=[0,0]; -ub=[3,%inf]; -//and minimize 0.5*x'*Q*x + p'*x with -p=[-8,-16]; -Q=[1,0;0,4]; +//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. +Q = [1 -1; -1 2]; +p = [-2; -6]; +conMatrix = [1 1; -1 2; 2 1]; +conUB = [2; 2; 3]; +conLB = [-%inf; -%inf; -%inf]; +lb = [0; 0]; +ub = [%inf; %inf]; nbVar = 2; -nbCon = 1; +nbCon = 3; [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) ]]></programlisting> diff --git a/help/en_US/qpipopt_mat.xml b/help/en_US/qpipopt_mat.xml new file mode 100644 index 0000000..7dec2b1 --- /dev/null +++ b/help/en_US/qpipopt_mat.xml @@ -0,0 +1,142 @@ +<?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} +&\mbox{min}_{x} +& 1/2*x'*H*x + f'*x \\ +& \text{subject to} & A.x \leq b \\ +& & Aeq.x \leq beq \\ +& & 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> diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS Binary files differindex 388e399..1b55b83 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB Binary files differindex 7682874..3b7b18b 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS b/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS Binary files differindex d55c7ec..e290f81 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS b/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS Binary files differindex b598af6..7fd9ab2 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA b/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA index 60e895c..59337ab 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA @@ -1,2 +1,2 @@ JavaSearch 1.0 -TMAP bs=2048 rt=1 fl=-1 id1=1344 id2=1 +TMAP bs=2048 rt=1 fl=-1 id1=1347 id2=1 diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP b/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP Binary files differindex 31347cf..0f25c4d 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP diff --git a/help/en_US/scilab_en_US_help/_LaTeX_qpipopt_mat.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_qpipopt_mat.xml_1.png Binary files differnew file mode 100644 index 0000000..b6e2743 --- /dev/null +++ b/help/en_US/scilab_en_US_help/_LaTeX_qpipopt_mat.xml_1.png diff --git a/help/en_US/scilab_en_US_help/index.html b/help/en_US/scilab_en_US_help/index.html index 49a4619..2b1442a 100644 --- a/help/en_US/scilab_en_US_help/index.html +++ b/help/en_US/scilab_en_US_help/index.html @@ -38,6 +38,12 @@ +<li><a href="qpipopt_mat.html" class="refentry">qpipopt_mat</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li> + + + + + <li><a href="symphony.html" class="refentry">symphony</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem.</span></li> diff --git a/help/en_US/scilab_en_US_help/jhelpmap.jhm b/help/en_US/scilab_en_US_help/jhelpmap.jhm index 54670c0..1601f23 100644 --- a/help/en_US/scilab_en_US_help/jhelpmap.jhm +++ b/help/en_US/scilab_en_US_help/jhelpmap.jhm @@ -4,6 +4,7 @@ <mapID target="index" url="index.html"/> <mapID target="section_19f4f1e5726c01d683e8b82be0a7e910" url="section_19f4f1e5726c01d683e8b82be0a7e910.html"/> <mapID target="qpipopt" url="qpipopt.html"/> +<mapID target="qpipopt_mat" url="qpipopt_mat.html"/> <mapID target="symphony" url="symphony.html"/> <mapID target="symphony_mat" url="symphony_mat.html"/> <mapID target="section_508f0b211d17ea6769714cc144e6b731" url="section_508f0b211d17ea6769714cc144e6b731.html"/> diff --git a/help/en_US/scilab_en_US_help/jhelptoc.xml b/help/en_US/scilab_en_US_help/jhelptoc.xml index b2d66e1..463b86d 100644 --- a/help/en_US/scilab_en_US_help/jhelptoc.xml +++ b/help/en_US/scilab_en_US_help/jhelptoc.xml @@ -4,6 +4,7 @@ <tocitem target="index" text="Symphony Toolbox"> <tocitem target="section_19f4f1e5726c01d683e8b82be0a7e910" text="Symphony Toolbox"> <tocitem target="qpipopt" text="qpipopt"/> +<tocitem target="qpipopt_mat" text="qpipopt_mat"/> <tocitem target="symphony" text="symphony"/> <tocitem target="symphony_mat" text="symphony_mat"/> <tocitem target="section_508f0b211d17ea6769714cc144e6b731" text="Symphony Native Functions"> diff --git a/help/en_US/scilab_en_US_help/qpipopt.html b/help/en_US/scilab_en_US_help/qpipopt.html index 46b56c7..fba4521 100644 --- a/help/en_US/scilab_en_US_help/qpipopt.html +++ b/help/en_US/scilab_en_US_help/qpipopt.html @@ -20,7 +20,7 @@ </td> <td width="30%" class="next"> - <span class="next"><a href="symphony.html">symphony >></a></span> + <span class="next"><a href="qpipopt_mat.html">qpipopt_mat >></a></span> </td> </tr></table> @@ -46,7 +46,7 @@ <dt><span class="term">nbCon :</span> <dd><p class="para">a 1 x 1 matrix of doubles, number of constraints</p></dd></dt> <dt><span class="term">Q :</span> - <dd><p class="para">a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.</p></dd></dt> + <dd><p class="para">a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.</p></dd></dt> <dt><span class="term">p :</span> <dd><p class="para">a 1 x n matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem</p></dd></dt> <dt><span class="term">LB :</span> @@ -79,41 +79,38 @@ find the minimum of f(x) such that</p> <div class="refsection"><h3 class="title">Examples</h3> <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find x in R^6 such that:</span> - <span class="scilabid">conMatrix</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span> <span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">conLB</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilaboperator">-</span><span class="scilabconstants">%inf</span> <span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> -<span class="scilabid">conUB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2.5</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> -<span class="scilabcomment">//with x between ci and cs:</span> -<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1000</span> <span class="scilaboperator">-</span><span class="scilabnumber">10000</span> <span class="scilabnumber">0</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">10000</span> <span class="scilabnumber">100</span> <span class="scilabnumber">1.5</span> <span class="scilabnumber">100</span> <span class="scilabnumber">100</span> <span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">conLB</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span><span class="scilabnumber">3</span><span class="scilabdefault">;</span><span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span><span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">conUB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span><span class="scilabnumber">3</span><span class="scilabdefault">;</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2.5</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span><span class="scilaboperator">-</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.5</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabcomment">//and minimize 0.5*x</span><span class="scilabcomment">'</span><span class="scilabcomment">*Q*x + p</span><span class="scilabcomment">'</span><span class="scilabcomment">*x with</span> -<span class="scilabid">p</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span><span class="scilabnumber">3</span><span class="scilabdefault">;</span><span class="scilabnumber">4</span><span class="scilabdefault">;</span><span class="scilabnumber">5</span><span class="scilabdefault">;</span><span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">Q</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://eye">eye</a><span class="scilabopenclose">(</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabid">p</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">Q</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://eye">eye</a><span class="scilabopenclose">(</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <span class="scilabnumber">6</span><span class="scilabdefault">;</span> <span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">Q</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//min. -8*x1 -16*x2 + x1^2 + 4* x2^2</span> -<span class="scilabcomment">// such that</span> -<span class="scilabcomment">// x1 + x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 5,</span> -<span class="scilabcomment">// x1 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 3,</span> -<span class="scilabcomment">// x1 </span><span class="scilabcomment">></span><span class="scilabcomment">= 0,</span> -<span class="scilabcomment">// x2 </span><span class="scilabcomment">></span><span class="scilabcomment">= 0</span> -<span class="scilabid">conMatrix</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">conLB</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">conUB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">5</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabcomment">//with x between ci and cs:</span> -<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabcomment">//and minimize 0.5*x</span><span class="scilabcomment">'</span><span class="scilabcomment">*Q*x + p</span><span class="scilabcomment">'</span><span class="scilabcomment">*x with</span> -<span class="scilabid">p</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">8</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">16</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">Q</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find the value of x that minimize following function</span> +<span class="scilabcomment">// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2</span> +<span class="scilabcomment">// Subject to:</span> +<span class="scilabcomment">// x1 + x2 ≤ 2</span> +<span class="scilabcomment">// –x1 + 2x2 ≤ 2</span> +<span class="scilabcomment">// 2x1 + x2 ≤ 3</span> +<span class="scilabcomment">// 0 ≤ x1, 0 ≤ x2.</span> +<span class="scilabid">Q</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">p</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">conMatrix</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">conUB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">conLB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> -<span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> <span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">Q</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Authors</h3> @@ -133,7 +130,7 @@ find the minimum of f(x) such that</p> </td> <td width="30%" class="next"> - <span class="next"><a href="symphony.html">symphony >></a></span> + <span class="next"><a href="qpipopt_mat.html">qpipopt_mat >></a></span> </td> </tr></table> diff --git a/help/en_US/scilab_en_US_help/qpipopt_mat.html b/help/en_US/scilab_en_US_help/qpipopt_mat.html new file mode 100644 index 0000000..5e30769 --- /dev/null +++ b/help/en_US/scilab_en_US_help/qpipopt_mat.html @@ -0,0 +1,139 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>qpipopt_mat</title> + <style type="text/css" media="all"> + @import url("scilab_code.css"); + @import url("xml_code.css"); + @import url("c_code.css"); + @import url("style.css"); + </style> + </head> + <body> + <div class="manualnavbar"> + <table width="100%"><tr> + <td width="30%"> + <span class="previous"><a href="qpipopt.html"><< qpipopt</a></span> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="section_19f4f1e5726c01d683e8b82be0a7e910.html">Symphony Toolbox</a></span> + + </td> + <td width="30%" class="next"> + <span class="next"><a href="symphony.html">symphony >></a></span> + + </td> + </tr></table> + <hr /> + </div> + + + + <span class="path"><a href="index.html">Symphony Toolbox</a> >> <a href="section_19f4f1e5726c01d683e8b82be0a7e910.html">Symphony Toolbox</a> > qpipopt_mat</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">qpipopt_mat</h1> + <p class="refpurpose">Solves a linear quadratic problem.</p></div> + + +<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipopt_mat</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">Q</span><span class="default">,</span><span class="default">p</span><span class="default">,</span><span class="default">LB</span><span class="default">,</span><span class="default">UB</span><span class="default">,</span><span class="default">conMatrix</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">)</span> +<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipopt_mat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">)</span> +<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipopt_mat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipopt_mat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipopt_mat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lamda</span><span class="default">] = </span><span class="functionid">qpipopt_mat</span><span class="default">( ... )</span></pre></div></div> + +<div class="refsection"><h3 class="title">Parameters</h3> + <dl><dt><span class="term">H :</span> + <dd><p class="para">a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.</p></dd></dt> + <dt><span class="term">f :</span> + <dd><p class="para">a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem</p></dd></dt> + <dt><span class="term">A :</span> + <dd><p class="para">a m x n matrix of doubles, represents the linear coefficients in the inequality constraints</p></dd></dt> + <dt><span class="term">b :</span> + <dd><p class="para">a column vector of doubles, represents the linear coefficients in the inequality constraints</p></dd></dt> + <dt><span class="term">Aeq :</span> + <dd><p class="para">a meq x n matrix of doubles, represents the linear coefficients in the equality constraints</p></dd></dt> + <dt><span class="term">beq :</span> + <dd><p class="para">a vector of doubles, represents the linear coefficients in the equality constraints</p></dd></dt> + <dt><span class="term">LB :</span> + <dd><p class="para">a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.</p></dd></dt> + <dt><span class="term">UB :</span> + <dd><p class="para">a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.</p></dd></dt> + <dt><span class="term">xopt :</span> + <dd><p class="para">a nx1 matrix of doubles, the computed solution of the optimization problem.</p></dd></dt> + <dt><span class="term">fopt :</span> + <dd><p class="para">a 1x1 matrix of doubles, the function value at x.</p></dd></dt> + <dt><span class="term">exitflag :</span> + <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> + <dt><span class="term">output :</span> + <dd><p class="para">Structure containing information about the optimization.</p></dd></dt> + <dt><span class="term">lambda :</span> + <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</p></dd></dt></dl></div> + +<div class="refsection"><h3 class="title">Description</h3> + <p class="para">Search the minimum of a constrained linear quadratic optimization problem specified by : +find the minimum of f(x) such that</p> + <p class="para"><span><img src='./_LaTeX_qpipopt_mat.xml_1.png' style='position:relative;top:40px;width:284px;height:88px'/></span></p> + <p class="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.</p> + <p class="para"></p></div> + +<div class="refsection"><h3 class="title">Examples</h3> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find x in R^6 such that:</span> + +<span class="scilabid">Aeq</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">;</span> +<span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2.5</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.5</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//and minimize 0.5*x</span><span class="scilabcomment">'</span><span class="scilabcomment">*Q*x + p</span><span class="scilabcomment">'</span><span class="scilabcomment">*x with</span> +<span class="scilabid">f</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">H</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://eye">eye</a><span class="scilabopenclose">(</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipopt_mat</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabopenclose">)</span> +<span class="scilabid">clear</span> <span class="scilabid">H</span> <span class="scilabid">f</span> <span class="scilabid">A</span> <span class="scilabid">b</span> <span class="scilabid">Aeq</span> <span class="scilabid">beq</span> <span class="scilabid">lb</span> <span class="scilabid">ub</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Examples</h3> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find the value of x that minimize following function</span> +<span class="scilabcomment">// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2</span> +<span class="scilabcomment">// Subject to:</span> +<span class="scilabcomment">// x1 + x2 ≤ 2</span> +<span class="scilabcomment">// –x1 + 2x2 ≤ 2</span> +<span class="scilabcomment">// 2x1 + x2 ≤ 3</span> +<span class="scilabcomment">// 0 ≤ x1, 0 ≤ x2.</span> +<span class="scilabid">H</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">f</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">qpipopt_mat</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Authors</h3> + <ul class="itemizedlist"><li class="member">Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</li></ul></div> + <br /> + + <div class="manualnavbar"> + <table width="100%"> + <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr> +<tr> + <td width="30%"> + <span class="previous"><a href="qpipopt.html"><< qpipopt</a></span> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="section_19f4f1e5726c01d683e8b82be0a7e910.html">Symphony Toolbox</a></span> + + </td> + <td width="30%" class="next"> + <span class="next"><a href="symphony.html">symphony >></a></span> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html b/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html index 0f8d441..ed07ab6 100644 --- a/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html +++ b/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html @@ -37,6 +37,12 @@ +<li><a href="qpipopt_mat.html" class="refentry">qpipopt_mat</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li> + + + + + <li><a href="symphony.html" class="refentry">symphony</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem.</span></li> diff --git a/help/en_US/scilab_en_US_help/symphony.html b/help/en_US/scilab_en_US_help/symphony.html index 7e155bc..0af9d1b 100644 --- a/help/en_US/scilab_en_US_help/symphony.html +++ b/help/en_US/scilab_en_US_help/symphony.html @@ -12,7 +12,7 @@ <div class="manualnavbar"> <table width="100%"><tr> <td width="30%"> - <span class="previous"><a href="qpipopt.html"><< qpipopt</a></span> + <span class="previous"><a href="qpipopt_mat.html"><< qpipopt_mat</a></span> </td> <td width="40%" class="center"> @@ -197,7 +197,7 @@ find the minimum or maximum of f(x) such that</p> <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr> <tr> <td width="30%"> - <span class="previous"><a href="qpipopt.html"><< qpipopt</a></span> + <span class="previous"><a href="qpipopt_mat.html"><< qpipopt_mat</a></span> </td> <td width="40%" class="center"> |
