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diff --git a/macros/qpipopt.sci~ b/macros/qpipopt.sci~ deleted file mode 100644 index 35e604b..0000000 --- a/macros/qpipopt.sci~ +++ /dev/null @@ -1,233 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// Author: Harpreet Singh -// Organization: FOSSEE, IIT Bombay -// Email: harpreet.mertia@gmail.com -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt - - -function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) - // Solves a linear quadratic problem. - // - // Calling Sequence - // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB) - // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0) - // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0,param) - // [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. - // 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. - // 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). - // - // Description - // Search the minimum of a constrained linear quadratic optimization problem specified by : - // find the minimum of f(x) such that - // - // <latex> - // \begin{eqnarray} - // &\mbox{min}_{x} - // & 1/2*x'*Q*x + p'*x \\ - // & \text{subject to} & conLB \leq C(x) \leq conUB \\ - // & & lb \leq x \leq ub \\ - // \end{eqnarray} - // </latex> - // - // 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. - // - // Examples - // //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]; - // 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); - // nbVar = 6; - // nbCon = 5; - // x0 = repmat(0,nbVar,1); - // param = list("MaxIter", 300, "CpuTime", 100); - // [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param) - // - // Examples - // //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 = 3; - // [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) - // - // Authors - // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh - - -//To check the number of input and output argument - [lhs , rhs] = argn(); - -//To check the number of argument given by user - if ( rhs < 9 | rhs > 11 ) then - errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 9, 10 or 11"), "qpipopt", rhs); - error(errmsg) - end - - - nbVar = varargin(1); - nbCon = varargin(2); - Q = varargin(3); - p = varargin(4); - LB = varargin(5); - UB = varargin(6); - conMatrix = varargin(7); - conLB = varargin(8); - conUB = varargin(9); - - - if ( rhs<10 | size(varargin(10)) ==0 ) then - x0 = repmat(0,nbVar,1); - else - x0 = varargin(10); - end - - if ( rhs<11 ) then - param = []; - else - param =varargin(11); - end - - if (modulo(size(param),2)) then - errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipopt"); - error(errmsg); - end - - - options = list(.. - "MaxIter" , [3000], ... - "CpuTime" , [600] ... - ); - - for i = 1:(size(param))/2 - - select param(2*i-1) - case "MaxIter" then - options(1) = param(2*i); - case "CpuTime" then - options(3) = param(2*i); - else - errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipopt", param(2*i-1)); - error(errmsg) - end - end - - //IPOpt wants it in row matrix form - p = p'; - LB = LB'; - UB = UB'; - conLB = conLB'; - conUB = conUB'; - x0 = x0'; - - //Checking the Q matrix which needs to be a symmetric matrix - if ( ~isequal(Q,Q') ) then - errmsg = msprintf(gettext("%s: Q is not a symmetric matrix"), "qpipopt"); - error(errmsg); - end - - //Check the size of Q which should equal to the number of variable - if ( size(Q) ~= [nbVar nbVar]) then - errmsg = msprintf(gettext("%s: The Size of Q is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - //Check the size of p which should equal to the number of variable - if ( size(p,2) ~= [nbVar]) then - errmsg = msprintf(gettext("%s: The Size of p is not equal to the number of variables"), "qpipopt"); - 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"); - error(errmsg); - end - - //Check the size of Lower Bound which should equal to the number of variables - if ( size(LB,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - //Check the size of Upper Bound which should equal to the number of variables - if ( size(UB,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - //Check the size of constraints of Lower Bound which should equal to the number of constraints - if ( size(conLB,2) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "qpipopt"); - error(errmsg); - end - - //Check the size of constraints of Upper Bound which should equal to the number of constraints - if ( size(conUB,2) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "qpipopt"); - error(errmsg); - end - - //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); - end - - - [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options); - - xopt = xopt'; - exitflag = status; - output = struct("Iterations" , []); - output.Iterations = iter; - lambda = struct("lower" , [], .. - "upper" , [], .. - "constraint" , []); - - lambda.lower = Zl; - lambda.upper = Zu; - lambda.constraint = lmbda; - - -endfunction |