diff options
Diffstat (limited to 'tests/general_tests/qpipopt/qpipopt_maxiter.sce')
-rw-r--r-- | tests/general_tests/qpipopt/qpipopt_maxiter.sce | 46 |
1 files changed, 46 insertions, 0 deletions
diff --git a/tests/general_tests/qpipopt/qpipopt_maxiter.sce b/tests/general_tests/qpipopt/qpipopt_maxiter.sce new file mode 100644 index 0000000..5851630 --- /dev/null +++ b/tests/general_tests/qpipopt/qpipopt_maxiter.sce @@ -0,0 +1,46 @@ +//Find x in R^6 such that: +// A simple example with constraints +A= [1,-1,1,0,3,1; +-1,0,-3,-4,5,6; +2,5,3,0,1,0 +0,1,0,1,2,-1; +-1,0,2,1,1,0]; +conLB=[1;2;3;-%inf;-%inf]; +conUB = [1;2;3;-1;2.5]; +lb=[-1000;-10000; 0; -1000; -1000; -1000]; +ub=[10000; 100; 1.5; 100; 100; 1000]; +//and minimize 0.5*x'*H*x + f'*x with +f=[1; 2; 3; 4; 5; 6]; H=eye(6,6); +nbVar = 6; +nbCon = 5; +x0 = repmat(0,nbVar,1); +param = list("MaxIter", 1); + +//Output +//Maximum Number of Iterations Exceeded. Output may not be optimal. +// lambda = +// +// lower: [0x0 constant] +// upper: [0x0 constant] +// constraint: [0x0 constant] +// output = +// +// Iterations: 1 +// exitflag = +// +// 1 +// fopt = +// +// - 9.9784864 +// xopt = +// +// 0.9103357 +// - 0.1104630 +// 0.0476471 +// - 2.0070896 +// 0.2116560 +// - 1.1624291 + +[xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0,param) + + |