diff options
Diffstat (limited to 'macros/qpipoptmat.sci')
| -rw-r--r-- | macros/qpipoptmat.sci | 93 |
1 files changed, 62 insertions, 31 deletions
diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci index 6ae20c0..7924ba6 100644 --- a/macros/qpipoptmat.sci +++ b/macros/qpipoptmat.sci @@ -23,18 +23,18 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) // [xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... ) // // Parameters - // H : a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. - // f : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem - // A : a m x n matrix of doubles, represents the linear coefficients in the inequality constraints - // b : a column vector of doubles, represents the linear coefficients in the inequality constraints - // Aeq : a meq x n matrix of doubles, represents the linear coefficients in the equality constraints + // H : a vector of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. + // f : a vector of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem + // A : a vector of doubles, represents the linear coefficients in the inequality constraints + // b : a vector of doubles, represents the linear coefficients in the inequality constraints + // Aeq : a matrix of doubles, represents the linear coefficients in the equality constraints // beq : a vector of doubles, represents the linear coefficients in the equality constraints - // 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. - // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables. + // LB : a vector of doubles, where n is number of variables, contains lower bounds of the variables. + // UB : a vector of doubles, where n is number of variables, contains upper bounds of the variables. + // x0 : a vector of doubles, contains initial guess of variables. // param : a list containing the the parameters to be set. - // xopt : a nx1 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). @@ -108,7 +108,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) nbVar = size(H,1); - if ( rhs<2 ) then + if ( rhs<3 ) then A = [] b = [] else @@ -116,7 +116,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) b = varargin(4); end - if ( rhs<4 ) then + if ( rhs<5 ) then Aeq = [] beq = [] else @@ -124,7 +124,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) beq = varargin(6); end - if ( rhs<6 ) then + if ( rhs<7 ) then LB = repmat(-%inf,nbVar,1); UB = repmat(%inf,nbVar,1); else @@ -139,24 +139,32 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) x0 = varargin(9); end - if ( rhs<10 ) then + if ( rhs<10 | size(varargin(10)) ==0 ) then param = list(); else param =varargin(10); end + 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 (modulo(size(param),2)) then - errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipoptmat"); - error(errmsg); + 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"), "qpipoptmat"); error(errmsg); end - options = list(.. "MaxIter" , [3000], ... "CpuTime" , [600] ... @@ -178,34 +186,57 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) nbConInEq = size(A,1); nbConEq = size(Aeq,1); +// Check if the user gives row vector +// and Changing it to a column matrix + + + if (size(f,2)== [nbVar]) then + f=f'; + end + + if (size(LB,2)== [nbVar]) then + LB = LB'; + end + + if (size(UB,2)== [nbVar]) then + UB = UB'; + end + + if (size(b,2)==nbConInEq) then + b = b'; + end + + if (size(beq,2)== nbConEq) then + beq = beq'; + end + + if (size(x0,2)== [nbVar]) then + x0=x0'; + end + //Checking the H matrix which needs to be a symmetric matrix - if ( H~=H') then + if ( ~isequal(H,H')) then errmsg = msprintf(gettext("%s: H is not a symmetric matrix"), "qpipoptmat"); error(errmsg); end - //Check the size of H which should equal to the number of variable - if ( size(H) ~= [nbVar nbVar]) then - errmsg = msprintf(gettext("%s: The Size of H is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end //Check the size of f which should equal to the number of variable if ( size(f,1) ~= [nbVar]) then - errmsg = msprintf(gettext("%s: The Size of f is not equal to the number of variables"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of rows and columns in H must be equal the number of elements of f"), "qpipoptmat"); error(errmsg); end //Check the size of inequality constraint which should be equal to the number of variables if ( size(A,2) ~= nbVar & size(A,2) ~= 0) then - errmsg = msprintf(gettext("%s: The size of inequality constraints is not equal to the number of variables"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of columns in A must be the same as the number of elements of f"), "qpipoptmat"); error(errmsg); end //Check the size of equality constraint which should be equal to the number of variables if ( size(Aeq,2) ~= nbVar & size(Aeq,2) ~= 0 ) then - errmsg = msprintf(gettext("%s: The size of equality constraints is not equal to the number of variables"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of columns in Aeq must be the same as the number of elements of f"), "qpipoptmat"); error(errmsg); end @@ -224,20 +255,20 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) //Check the size of constraints of Lower Bound which should equal to the number of constraints if ( size(b,1) ~= nbConInEq & size(b,1) ~= 0) then - errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraints is not equal to the number of constraints"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of rows in A must be the same as the number of elementsof b"), "qpipoptmat"); error(errmsg); end //Check the size of constraints of Upper Bound which should equal to the number of constraints if ( size(beq,1) ~= nbConEq & size(beq,1) ~= 0) then - errmsg = msprintf(gettext("%s: The Upper Bound of equality constraints is not equal to the number of constraints"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of rows in Aeq must be the same as the number of elements of beq"), "qpipoptmat"); error(errmsg); end //Check the size of initial of variables which should equal to the number of variables if ( size(x0,1) ~= nbVar) then - errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipoptmat"); - 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 |