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Diffstat (limited to 'tests/general_tests/intfmincon/intfmincon_logical9.sce')
-rw-r--r-- | tests/general_tests/intfmincon/intfmincon_logical9.sce | 63 |
1 files changed, 63 insertions, 0 deletions
diff --git a/tests/general_tests/intfmincon/intfmincon_logical9.sce b/tests/general_tests/intfmincon/intfmincon_logical9.sce new file mode 100644 index 0000000..d7630d7 --- /dev/null +++ b/tests/general_tests/intfmincon/intfmincon_logical9.sce @@ -0,0 +1,63 @@ +// Example where user provides gradient of the constraints + +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 + +//Gradient of Non-Linear Constraints +function [cg,ceqg] = cGrad(x) +cg=[2*x(1) , -2*x(2); 2*x(1) , 2*x(2)]; +ceqg=[]; +endfunction + +options = list("MaxIter", [150], "CpuTime", [500], "GradCon", cGrad) + +//Output +//Optimal Solution Found. +// hessian = +// +// 3353468.3 3.95D-323 +// 0. 0. +// gradient = +// +// 1.0000000 3. +// lambda = +// +// lower: [1.818D-08,6.061D-09] +// upper: [6.061D-09,0.6917463] +// ineqlin: [0.3458731,7.273D-08,3.030D-09,3.463D-09,9.091D-09,9.091D-09] +// eqlin: -2.2520096 +// ineqnonlin: [6.061D-09,0.9061364] +// eqnonlin: [0x0 constant] +// output = +// +// Iterations: 20 +// Cpu_Time: 0.34 +// Objective_Evaluation: 23 +// Dual_Infeasibility: 2.793D-09 +// Message: "Optimal Solution Found" +// exitflag = +// +// 0 +// fopt = +// +// 2.5 +// x0pt = +// +// 0.5000000 +// 1.5 + +[x0pt,fopt,exitflag,gradient,hessian] = intfmincon(f,x0,intcon, A, b, Aeq, beq, lb, ub, nlc, options) |