diff options
Diffstat (limited to 'tests/general_tests/fmincon')
23 files changed, 344 insertions, 22 deletions
diff --git a/tests/general_tests/fmincon/fmincon_logical12.sce b/tests/general_tests/fmincon/fmincon_logical12.sce index 325cd2c..48715a1 100644 --- a/tests/general_tests/fmincon/fmincon_logical12.sce +++ b/tests/general_tests/fmincon/fmincon_logical12.sce @@ -1,14 +1,13 @@ - // Example with objective function and inequality constraints +// Example with objective function and inequality constraints function y=fun(x) - k=1 - y=0 - for i = 1:20 - y = y + exp(x(i)) - end + y=-sum(exp(x)) endfunction + x0 = [repmat(1,1,20)]; A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; b=[-100 -50]'; + lb = repmat(0,1,20); -k = 0 -[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[]) +ub = repmat(10,1,20); + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,ub) diff --git a/tests/general_tests/fmincon/fmincon_logical13.sce b/tests/general_tests/fmincon/fmincon_logical13.sce index 3c6b87d..5c1246c 100644 --- a/tests/general_tests/fmincon/fmincon_logical13.sce +++ b/tests/general_tests/fmincon/fmincon_logical13.sce @@ -1,10 +1,7 @@ // Example with objective function and inequality constraints function y=fun(x) - y=0 - for i = 1:20 - y = y + exp(x(i)) - end + y=-sum(exp(x)); endfunction x0 = repmat(1,1,20); diff --git a/tests/general_tests/fmincon/fmincon_logical14.sce b/tests/general_tests/fmincon/fmincon_logical14.sce index 2febc72..33e108f 100644 --- a/tests/general_tests/fmincon/fmincon_logical14.sce +++ b/tests/general_tests/fmincon/fmincon_logical14.sce @@ -1,10 +1,7 @@ -// Example with objective function and inequality constraints +// Example with objective function, inequality constraints and non linear constraints function y=fun(x) - y=0 - for i = 1:20 - y = y + exp(x(i)) - end + y=-sum(exp(x)) endfunction x0 = repmat(1,1,20); @@ -15,11 +12,7 @@ b=[-100 -50]'; //Nonlinear constraints function [c,ceq]=nlc(x) - cfor = 0; - for i = 1:20 - cfor = cfor + 2*exp(x(i)) - end - c = [ cfor + 1]; + c = [ sum(2*exp(x)) + 1]; ceq = []; endfunction diff --git a/tests/general_tests/fmincon/fmincon_logical15.sce b/tests/general_tests/fmincon/fmincon_logical15.sce new file mode 100644 index 0000000..a95cf8d --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical15.sce @@ -0,0 +1,19 @@ +// Example with objective function, inequality constraints and non linear constraints + +function y=fun(x) + y = -prod(exp(x)) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(2*exp(x)) + 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical16.sce b/tests/general_tests/fmincon/fmincon_logical16.sce new file mode 100644 index 0000000..fa28254 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical16.sce @@ -0,0 +1,18 @@ +// Example with objective function, inequality constraints and non linear constraints + +function y=fun(x) + y = exp(prod(x)); +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +function [c,ceq]=nlc(x) + c = [ sum(2*exp(x)) + 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical17.sce b/tests/general_tests/fmincon/fmincon_logical17.sce new file mode 100644 index 0000000..520b095 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical17.sce @@ -0,0 +1,13 @@ +// Example with log objective function, inequality constraints + +function y=fun(x) + y = sum(log(x)) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[]) diff --git a/tests/general_tests/fmincon/fmincon_logical18.sce b/tests/general_tests/fmincon/fmincon_logical18.sce new file mode 100644 index 0000000..9fdd9d6 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical18.sce @@ -0,0 +1,14 @@ +// Example with log objective function, inequality constraints + +function y=fun(x) + y = sum(log(x(i))) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); +ub = repmat(10,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,ub) diff --git a/tests/general_tests/fmincon/fmincon_logical19.sce b/tests/general_tests/fmincon/fmincon_logical19.sce new file mode 100644 index 0000000..733e1ec --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical19.sce @@ -0,0 +1,19 @@ +// Example with log objective function, inequality constraints and non linear constraints + +function y=fun(x) + y=sum(log(x)) +endfunction + +x0 = repmat(1,1,3); +lb = repmat(0,1,3); +ub = repmat(10,1,3); + +A=[-1,-5,-3;]; +b=[-100]'; + +function [c,ceq]=nlc(x) +c = [- 0.5*log(x(1)) - 2.5*log(x(2)) - 1.5*log(x(3)) + 50]; +ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,ub) diff --git a/tests/general_tests/fmincon/fmincon_logical20.sce b/tests/general_tests/fmincon/fmincon_logical20.sce new file mode 100644 index 0000000..6a2d92a --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical20.sce @@ -0,0 +1,19 @@ +// Example with log objective function, inequality constraints and non linear constraints + +function y=fun(x) + y = sum(log(x)) +endfunction + +x0 = repmat(1,1,3); +lb = repmat(0,1,3); +ub = repmat(10,1,3); + +A=[-1,-5,-3;]; +b=[-100]'; + +function [c,ceq]=nlc(x) +c = [log(x(1)) + log(x(2)) + log(x(3)) + 1]; +ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,ub) diff --git a/tests/general_tests/fmincon/fmincon_logical21.sce b/tests/general_tests/fmincon/fmincon_logical21.sce new file mode 100644 index 0000000..856fa3a --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical21.sce @@ -0,0 +1,18 @@ +// Example with log objective function, inequality constraints + +function y=fun(x) + y = -prod(log(x)) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +function [c,ceq]=nlc(x) + c = [ sum(log(x)) + 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical22.sce b/tests/general_tests/fmincon/fmincon_logical22.sce new file mode 100644 index 0000000..037e9b1 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical22.sce @@ -0,0 +1,19 @@ +// Example with log objective function, inequality constraints + +function y=fun(x) + y = log(prod(x)); +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(log(x)) + 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical23.sce b/tests/general_tests/fmincon/fmincon_logical23.sce new file mode 100644 index 0000000..59bd9dd --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical23.sce @@ -0,0 +1,11 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum((sin(x)).^2 + (cos(x)).^2) +endfunction + +x0 = [repmat(1,1,3)]; +A=[-1,-5,-3; -0.5,-2.5 -1.5;]; +b=[-100 -50]'; +lb = repmat(0,1,3); + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[]) diff --git a/tests/general_tests/fmincon/fmincon_logical24.sce b/tests/general_tests/fmincon/fmincon_logical24.sce new file mode 100644 index 0000000..7f3c42e --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical24.sce @@ -0,0 +1,16 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum((sin(x)).^2 + (cos(x)).^2) +endfunction + +x0 = [repmat(1,1,3)]; +A=[-1,-5,-3; -0.5,-2.5 -1.5;]; +b=[-100 -50]'; +lb = repmat(0,1,3); + +function [c,ceq]=nlc(x) + c = [ -sum((sin(x)).^2 + (cos(x)).^2) + 1.5]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical25.sce b/tests/general_tests/fmincon/fmincon_logical25.sce new file mode 100644 index 0000000..bc94124 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical25.sce @@ -0,0 +1,12 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum(1/(cos(x))) +endfunction + +x0 = [repmat(1,1,3)]; +A=[-1,-5,-3;]; +b=[-100]'; +lb = repmat(0,1,3); +ub = repmat(10,1,3); + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,ub) diff --git a/tests/general_tests/fmincon/fmincon_logical26.sce b/tests/general_tests/fmincon/fmincon_logical26.sce new file mode 100644 index 0000000..9535ed8 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical26.sce @@ -0,0 +1,17 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum(sin(x)) +endfunction + +x0 = [repmat(1,1,3)]; +A=[-1,-5,-3; -0.5,-2.5 -1.5;]; +b=[-100 -50]'; +lb = repmat(0,1,3); + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(sin(x)./cos(x)) + 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical27.sce b/tests/general_tests/fmincon/fmincon_logical27.sce new file mode 100644 index 0000000..2934f2a --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical27.sce @@ -0,0 +1,19 @@ +// Example with objective function, inequality constraints and non linear constraints + +function y=fun(x) + y = -prod(tan(x)) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(2*cos(x)) - 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical28.sce b/tests/general_tests/fmincon/fmincon_logical28.sce new file mode 100644 index 0000000..08f3b06 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical28.sce @@ -0,0 +1,19 @@ +// Example with objective function, inequality constraints and non linear constraints + +function y=fun(x) + y = cos(prod(x)) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(2*cos(x)) - 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical29.sce b/tests/general_tests/fmincon/fmincon_logical29.sce new file mode 100644 index 0000000..649d7b0 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical29.sce @@ -0,0 +1,11 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum(exp(x) + cos(x).^2) +endfunction + +x0 = [repmat(1,1,3)]; +A=[-1,-5,-3; -0.5,-2.5 -1.5;]; +b=[-100 -50]'; +lb = repmat(0,1,3); + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[]) diff --git a/tests/general_tests/fmincon/fmincon_logical30.sce b/tests/general_tests/fmincon/fmincon_logical30.sce new file mode 100644 index 0000000..cbcbac2 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical30.sce @@ -0,0 +1,17 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum(log(x) + cos(x).^2) +endfunction + +x0 = [repmat(1,1,3)]; +A=[-1,-5,-3; -0.5,-2.5 -1.5;]; +b=[-100 -50]'; +lb = repmat(0,1,3); + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ -sum((sin(x)).^2 + (cos(x)).^2) + 1.5]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical31.sce b/tests/general_tests/fmincon/fmincon_logical31.sce new file mode 100644 index 0000000..4adfa1d --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical31.sce @@ -0,0 +1,17 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum(1/exp(x)) +endfunction + +x0 = [repmat(1,1,3)]; +A=[-1,-5,-3;]; +b=[-100]; +lb = repmat(0,1,3); + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(log(x)) - 10]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical32.sce b/tests/general_tests/fmincon/fmincon_logical32.sce new file mode 100644 index 0000000..3684613 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical32.sce @@ -0,0 +1,17 @@ +// Example with objective function and inequality constraints +function y=fun(x) + y=sum(sin(x)) +endfunction + +x0 = [repmat(3,1,3)]; +A=[-1,-5,-3; -0.5,-2.5 -1.5;]; +b=[-100 -50]'; +lb = repmat(0,1,3); + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(exp(x)./log(x)) - 10]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical33.sce b/tests/general_tests/fmincon/fmincon_logical33.sce new file mode 100644 index 0000000..468aa94 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical33.sce @@ -0,0 +1,19 @@ +// Example with objective function, inequality constraints and non linear constraints + +function y=fun(x) + y = -prod(tan(x)) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(2*exp(x)) - 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) diff --git a/tests/general_tests/fmincon/fmincon_logical34.sce b/tests/general_tests/fmincon/fmincon_logical34.sce new file mode 100644 index 0000000..b615af8 --- /dev/null +++ b/tests/general_tests/fmincon/fmincon_logical34.sce @@ -0,0 +1,19 @@ +// Example with objective function, inequality constraints and non linear constraints + +function y=fun(x) + y = exp(prod(x)) +endfunction + +x0 = repmat(1,1,20); +lb = repmat(0,1,20); + +A=[-1,-5,-3 repmat(0,1,17); -0.5,-2.5 -1.5 repmat(0,1,17);]; +b=[-100 -50]'; + +//Nonlinear constraints +function [c,ceq]=nlc(x) + c = [ sum(2*cos(x) + log(x)) - 1]; + ceq = []; +endfunction + +[xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (fun, x0,A,b,[],[],lb,[],nlc) |