diff options
Diffstat (limited to 'tests/general_tests/fmincon/fmincon_grad1.sce')
-rw-r--r-- | tests/general_tests/fmincon/fmincon_grad1.sce | 44 |
1 files changed, 44 insertions, 0 deletions
diff --git a/tests/general_tests/fmincon/fmincon_grad1.sce b/tests/general_tests/fmincon/fmincon_grad1.sce new file mode 100644 index 0000000..bf72b8f --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_grad1.sce @@ -0,0 +1,44 @@ + +//Incompatibility between user defined gradient function and dimensions of the starting point x0 + +function y=f(x) + y=x(1)*x(2)+x(2)*x(3); +endfunction + +x0=[1,1,1]; +A=[]; +b=[]; +Aeq=[]; +beq=[]; +lb=[0 0.2,-%inf]; +ub=[0.6 %inf,1]; + +//Error +//fmincon: Gradient function of Objective and x0 did not match +//at line 606 of function fmincon called by : +//fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) +//at line 44 of exec file called by : +//exec fmincon_grad1.sce + +function [c,ceq]=nlc(x) + c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; + ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; +endfunction + +//x(4) is invalid here +function y= fGrad(x) + y= [x(2),x(1)+x(3),x(4)]; +endfunction + +function y= lHess(x,obj,lambda) + y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; +endfunction + +function [cg,ceqg] = cGrad(x) + cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; + ceqg = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; +endfunction + +options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", fGrad, "Hessian", lHess,"GradCon",cGrad); + +[x,fval,exitflag,output,lambda,grad,hessian] =fmincon(f,x0,A,b,Aeq,beq,lb,ub,nlc,options) |