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Diffstat (limited to 'tests/general_tests/fmincon/fmincon_cputime.sce')
-rw-r--r-- | tests/general_tests/fmincon/fmincon_cputime.sce | 56 |
1 files changed, 56 insertions, 0 deletions
diff --git a/tests/general_tests/fmincon/fmincon_cputime.sce b/tests/general_tests/fmincon/fmincon_cputime.sce new file mode 100644 index 0000000..25e5aef --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_cputime.sce @@ -0,0 +1,56 @@ +// Example where maxiter exceeds the preset value + +function y=fun(x) +y=x(1)*x(1)+x(2)*x(2); +endfunction + +x0 = [1,2]; +A=[1,1 ; 1,1/4 ; 1,-1 ; -1/4,-1 ; -1,-1 ; -1,1]; +b=[2;1;2;1;-1;2]; +Aeq = [1,3] +beq= [5] +lb = [0 0] +ub = [2 1.5] + +function [c,ceq]=nlc(x) +c = [x(1)^2 - x(2)^2 + 0.5 , x(1)^2 + x(2)^2 - 2.5]; +ceq = []; +endfunction + +options = list("MaxIter", [150], "CpuTime", [0.005]) + +//Output +//Maximum CPU Time exceeded. Output may not be optimal. +// hessian = +// +// 1.79D-316 3.95D-323 +// 2.12D-314 4.34D+276 +// gradient = +// +// 3.96 2.97 +// lambda = +// +// lower: [0,0] +// upper: [0,0] +// ineqlin: [0,0,0,0,0,0] +// eqlin: 0 +// ineqnonlin: [0,0] +// eqnonlin: [0x0 constant] +// output = +// +// Iterations: 0 +// Cpu_Time: 0.016 +// Objective_Evaluation: 1 +// Dual_Infeasibility: 1.4815294 +// exitflag = +// +// 2 +// fopt = +// +// 0. +// xopt = +// +// 1.98 +// 1.485 + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0, A, b, Aeq, beq, lb, ub, nlc, options) |