diff options
Diffstat (limited to 'macros/lsqlin.sci')
| -rw-r--r-- | macros/lsqlin.sci | 23 |
1 files changed, 15 insertions, 8 deletions
diff --git a/macros/lsqlin.sci b/macros/lsqlin.sci index 532e6ad..960b4db 100644 --- a/macros/lsqlin.sci +++ b/macros/lsqlin.sci @@ -22,19 +22,19 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin( ... ) // // Parameters - // C : a matrix of double, represents the multiplier of the solution x in the expression C*x - d. Number of columns in C is equal to the number of elements in x. - // d : a vector of double, represents the additive constant term in the expression C*x - d. Number of elements in d is equal to the number of rows in C matrix. - // A : a vector of double, represents the linear coefficients in the inequality constraints - // b : a vector of double, represents the linear coefficients in the inequality constraints - // Aeq : a matrix of double, represents the linear coefficients in the equality constraints - // beq : a vector of double, represents the linear coefficients in the equality constraints + // C : a matrix of double, represents the multiplier of the solution x in the expression C⋅x - d. Number of columns in C is equal to the number of elements in x. + // d : a vector of double, represents the additive constant term in the expression C⋅x - d. Number of elements in d is equal to the number of rows in C matrix. + // A : a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b. + // b : a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b. + // Aeq : a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq. + // beq : a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq. // lb : a vector of double, contains lower bounds of the variables. // ub : a vector of double, contains upper bounds of the variables. // x0 : a vector of double, contains initial guess of variables. // param : a list containing the parameters to be set. // xopt : a vector of double, the computed solution of the optimization problem. - // resnorm : a double, objective value returned as the scalar value norm(C*x-d)^2. - // residual : a vector of double, solution residuals returned as the vector d-C*x. + // resnorm : a double, objective value returned as the scalar value norm(C⋅x-d)^2. + // residual : a vector of double, solution residuals returned as the vector d-C⋅x. // exitflag : The exit status. See below for details. // output : The structure consist of statistics about the optimization. See below for details. // lambda : The structure consist of the Lagrange multipliers at the solution of problem. See below for details. @@ -341,6 +341,13 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) end end + for i = 1:nbVar + if(lb(i)>ub(i)) + errmsg = msprintf(gettext("%s: Problem has inconsistent variable bounds"), "lsqlin"); + error(errmsg); + end + end + //Converting it into Quadratic Programming Problem H = C'*C; |