diff options
Diffstat (limited to 'macros/qpipopt.sci')
| -rw-r--r-- | macros/qpipopt.sci | 88 |
1 files changed, 68 insertions, 20 deletions
diff --git a/macros/qpipopt.sci b/macros/qpipopt.sci index 8f3945e..5f08067 100644 --- a/macros/qpipopt.sci +++ b/macros/qpipopt.sci @@ -20,19 +20,19 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) // [xopt,fopt,exitflag,output,lamda] = qpipopt( ... ) // // Parameters - // nbVar : a 1 x 1 matrix of doubles, number of variables - // nbCon : a 1 x 1 matrix of doubles, number of constraints - // Q : a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. - // p : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem - // LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables. - // UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables. - // conMatrix : a m x n matrix of doubles, where n is number of variables and m is number of constraints, contains matrix representing the constraint matrix - // conLB : a m x 1 matrix of doubles, where m is number of constraints, contains lower bounds of the constraints. - // conUB : a m x 1 matrix of doubles, where m is number of constraints, contains upper bounds of the constraints. - // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables. + // nbVar : a double, number of variables + // nbCon : a double, number of constraints + // Q : a symmetric matrix of doubles, represents coefficients of quadratic in the quadratic problem. + // p : a vector of doubles, represents coefficients of linear in the quadratic problem + // LB : a vector of doubles, contains lower bounds of the variables. + // UB : a vector of doubles, where n is number of variables, contains upper bounds of the variables. + // conMatrix : a matrix of doubles, contains matrix representing the constraint matrix + // conLB : a vector of doubles, contains lower bounds of the constraints. + // conUB : a vector of doubles, contains upper bounds of the constraints. + // x0 : a vector of doubles, contains initial guess of variables. // param : a list containing the the parameters to be set. - // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem. - // fopt : a 1x1 matrix of doubles, the function value at x. + // xopt : a vector of doubles, the computed solution of the optimization problem. + // fopt : a double, the function value at x. // exitflag : Integer identifying the reason the algorithm terminated. // output : Structure containing information about the optimization. // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type). @@ -114,19 +114,31 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) conLB = varargin(8); conUB = varargin(9); - + if (size(LB,2)==0) then + LB = repmat(-%inf,nbVar,1); + end + + if (size(UB,2)==0) then + UB = repmat(%inf,nbVar,1); + end + if ( rhs<10 | size(varargin(10)) ==0 ) then x0 = repmat(0,nbVar,1); else x0 = varargin(10); end - if ( rhs<11 ) then + if ( rhs<11 | size(varargin(11)) ==0 ) then param = list(); else param =varargin(11); end + if (type(param) ~= 15) then + errmsg = msprintf(gettext("%s: param should be a list "), "qpipopt"); + error(errmsg); + end + if (modulo(size(param),2)) then errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipopt"); error(errmsg); @@ -137,6 +149,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) "MaxIter" , [3000], ... "CpuTime" , [600] ... ); + for i = 1:(size(param))/2 select param(2*i-1) @@ -150,6 +163,33 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) end end +// Check if the user gives row vector +// and Changing it to a column matrix + + if (size(p,2)== [nbVar]) then + p=p'; + end + + if (size(LB,2)== [nbVar]) then + LB = LB'; + end + + if (size(UB,2)== [nbVar]) then + UB = UB'; + end + + if (size(conUB,2)== [nbCon]) then + conUB = conUB'; + end + + if (size(conLB,2)== [nbCon]) then + conLB = conLB'; + end + + if (size(x0,2)== [nbVar]) then + x0=x0'; + end + //IPOpt wants it in row matrix form p = p'; LB = LB'; @@ -176,10 +216,17 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) error(errmsg); end - - //Check the size of constraint which should equal to the number of variables - if ( size(conMatrix,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The size of constraints is not equal to the number of variables"), "qpipopt"); + if (nbCon) then + //Check the size of constraint which should equal to the number of variables + if ( size(conMatrix,2) ~= nbVar) then + errmsg = msprintf(gettext("%s: The size of constraints is not equal to the number of variables"), "qpipopt"); + error(errmsg); + end + end + + //Check the number of constraint + if ( size(conMatrix,1) ~= nbCon) then + errmsg = msprintf(gettext("%s: The number of constraints is not equal to the number of constraint given i.e. %d"), "qpipopt", nbCon); error(errmsg); end @@ -209,9 +256,10 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) //Check the size of initial of variables which should equal to the number of variables if ( size(x0,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipopt"); - error(errmsg); + warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipopt"); + warning(warnmsg); end + [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options); |