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Diffstat (limited to 'tests/general_tests/fmincon/fmincon_logical3.sce')
-rw-r--r-- | tests/general_tests/fmincon/fmincon_logical3.sce | 49 |
1 files changed, 49 insertions, 0 deletions
diff --git a/tests/general_tests/fmincon/fmincon_logical3.sce b/tests/general_tests/fmincon/fmincon_logical3.sce new file mode 100644 index 0000000..9c56f7b --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical3.sce @@ -0,0 +1,49 @@ +// Example with objective function, equality, inequality constraints and variable bounds + +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] + +//Output +//Optimal Solution Found. +// hessian = +// +// 2. 0. +// 0. 2. +// gradient = +// +// 0.9999999 3. +// lambda = +// +// lower: [1.820D-08,6.060D-09] +// upper: [6.059D-09,0.7267088] +// ineqlin: [0.3633544,7.251D-08,3.030D-09,3.463D-09,9.093D-09,9.096D-09] +// eqlin: -1.3633544 +// ineqnonlin: [0x0 constant] +// eqnonlin: [0x0 constant] +// output = +// +// Iterations: 21 +// Cpu_Time: 0.2 +// Objective_Evaluation: 26 +// Dual_Infeasibility: 9.075D-11 +// exitflag = +// +// 0 +// fopt = +// +// 2.5 +// xopt = +// +// 0.5000000 +// 1.5 + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0, A, b, Aeq, beq, lb, ub) |