diff options
Diffstat (limited to 'macros/linprog.sci')
| -rw-r--r-- | macros/linprog.sci | 15 |
1 files changed, 10 insertions, 5 deletions
diff --git a/macros/linprog.sci b/macros/linprog.sci index e3e2c71..5b12241 100644 --- a/macros/linprog.sci +++ b/macros/linprog.sci @@ -51,9 +51,18 @@ function [xopt,fopt,exitflag,output,lambda] = linprog (varargin) // & & lb \leq x \leq ub \\ // \end{eqnarray} // </latex> + // // The routine calls Clp for solving the linear programming problem, Clp is a library written in C++. // - // The exitflag allows to know the status of the optimization which is given back by Ipopt. + // The options allows the user to set various parameters of the Optimization problem. + // It should be defined as type "list" and contains the following fields. In the current version it only contains maxiter. + // <itemizedlist> + // <listitem>Syntax : options= list("MaxIter", [---]);</listitem> + // <listitem>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</listitem> + // <listitem>Default Values : options = list("MaxIter", [3000]);</listitem> + // </itemizedlist> + // + // The exitflag allows to know the status of the optimization which is given back by CLP. // <itemizedlist> // <listitem>exitflag=0 : Optimal Solution Found </listitem> // <listitem>exitflag=1 : Primal Infeasible </listitem> @@ -64,8 +73,6 @@ function [xopt,fopt,exitflag,output,lambda] = linprog (varargin) // <listitem>exitflag=6 : Dual objective limit reached.</listitem> // </itemizedlist> // - // For more details on exitflag see the ipopt documentation, go to http://www.coin-or.org/Ipopt/documentation/ - // // The output data structure contains detailed informations about the optimization process. // It has type "struct" and contains the following fields. // <itemizedlist> @@ -77,8 +84,6 @@ function [xopt,fopt,exitflag,output,lambda] = linprog (varargin) // 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> |