diff options
Diffstat (limited to 'macros/qpipoptmat.sci')
| -rw-r--r-- | macros/qpipoptmat.sci | 38 |
1 files changed, 20 insertions, 18 deletions
diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci index 8e9c67e..d019aa1 100644 --- a/macros/qpipoptmat.sci +++ b/macros/qpipoptmat.sci @@ -1,13 +1,13 @@ // 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 +// Author: Harpreet Singh +// Organization: FOSSEE, IIT Bombay +// Email: toolbox@scilab.in function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) @@ -35,13 +35,13 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) // param : a list containing the the parameters to be set. // xopt : a vector of double, the computed solution of the optimization problem. // fopt : a double, the function value at x. - // exitflag : Integer identifying the reason the algorithm terminated.It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the qpipoptmat macro. + // residual : a vector of double, solution residuals returned as the vector d-C*x. + // exitflag : A flag showing returned exit flag from Ipopt. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the lsqlin macro. // output : Structure containing information about the optimization. This version only contains number of iterations. - // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints. + // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper bound multiplier and linear equality, inequality constraint multiplier. // // Description // Search the minimum of a constrained linear quadratic optimization problem specified by : - // find the minimum of f(x) such that // // <latex> // \begin{eqnarray} @@ -56,17 +56,19 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) // The routine calls Ipopt for solving the quadratic problem, Ipopt is a library written in C++. // // 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. - // H = [1 -1; -1 2]; - // f = [-2; -6]; - // A = [1 1; -1 2; 2 1]; - // b = [2; 2; 3]; + // //Ref : example 14 : + // //https://www.me.utexas.edu/~jensen/ORMM/supplements/methods/nlpmethod/S2_quadratic.pdf + // // min. -8*x1*x1 -16*x2*x2 + x1 + 4*x2 + // // such that + // // x1 + x2 <= 5, + // // x1 <= 3, + // // x1 >= 0, + // // x2 >= 0 + // H = [2 0 + // 0 8]; + // f = [-8; -16]; + // A = [1 1;1 0]; + // b = [5;3]; // lb = [0; 0]; // ub = [%inf; %inf]; // [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub) @@ -87,7 +89,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) // param = list("MaxIter", 300, "CpuTime", 100); // //and minimize 0.5*x'*H*x + f'*x with // f=[1; 2; 3; 4; 5; 6]; H=eye(6,6); - // [xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param) + // [xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param) // Authors // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh |