diff options
Diffstat (limited to 'macros/lsqlin.sci')
| -rw-r--r-- | macros/lsqlin.sci | 31 |
1 files changed, 24 insertions, 7 deletions
diff --git a/macros/lsqlin.sci b/macros/lsqlin.sci index 97aaae6..f236c0d 100644 --- a/macros/lsqlin.sci +++ b/macros/lsqlin.sci @@ -9,7 +9,6 @@ // Organization: FOSSEE, IIT Bombay // Email: toolbox@scilab.in - function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // Solves a linear quadratic problem. // @@ -54,6 +53,15 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // // The routine calls Ipopt for solving the linear least square problem, Ipopt is a library written in C++. // + // 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. + // <itemizedlist> + // <listitem>Syntax : options= list("MaxIter", [---], "CpuTime", [---]);</listitem> + // <listitem>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</listitem> + // <listitem>CpuTime : a Scalar, containing the Maximum amount of CPU Time that the solver should take.</listitem> + // <listitem>Default Values : options = list("MaxIter", [3000], "CpuTime", [600]);</listitem> + // </itemizedlist> + // // The exitflag allows to know the status of the optimization which is given back by Ipopt. // <itemizedlist> // <listitem>exitflag=0 : Optimal Solution Found </listitem> @@ -198,22 +206,32 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) error(errmsg); end + //Check type of variables + Checktype("lsqlin", C, "C", 1, "constant") + Checktype("lsqlin", d, "d", 2, "constant") + Checktype("lsqlin", A, "A", 3, "constant") + Checktype("lsqlin", b, "b", 4, "constant") + Checktype("lsqlin", Aeq, "Aeq", 5, "constant") + Checktype("lsqlin", beq, "beq", 6, "constant") + Checktype("lsqlin", lb, "lb", 7, "constant") + Checktype("lsqlin", ub, "ub", 8, "constant") + Checktype("lsqlin", x0, "x0", 9, "constant") if (modulo(size(param),2)) then errmsg = msprintf(gettext("%s: Size of parameters should be even"), "lsqlin"); error(errmsg); end - options = list( "MaxIter" , [3000], ... + options = list( "MaxIter" , [3000], ... "CpuTime" , [600] ... - ); + ); for i = 1:(size(param))/2 - select param(2*i-1) - case "MaxIter" then + select convstr(param(2*i-1),'l') + case "maxiter" then options(2*i) = param(2*i); - case "CpuTime" then + case "cputime" then options(2*i) = param(2*i); else errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "lsqlin", param(2*i-1)); @@ -227,7 +245,6 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // Check if the user gives row vector // and Changing it to a column matrix - if (size(d,2)== [nbVar]) then d=d'; end |