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-rw-r--r--tests/general_tests/fmincon/fmincon_hess1.sce44
1 files changed, 44 insertions, 0 deletions
diff --git a/tests/general_tests/fmincon/fmincon_hess1.sce b/tests/general_tests/fmincon/fmincon_hess1.sce
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+++ b/tests/general_tests/fmincon/fmincon_hess1.sce
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+
+//Incompatibility between user defined hessian 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: Hessian function of Objective and x0 did not match
+//at line 625 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_hess1.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
+
+function y= fGrad(x)
+ y= [x(2),x(1)+x(3),x(2)];
+endfunction
+
+//x(4) is invalid here
+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(4),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)