diff --git a/help/en_US/scilab_en_US_help/qpipopt.html b/help/en_US/scilab_en_US_help/qpipopt.html index 46b56c7..fba4521 100644 --- a/help/en_US/scilab_en_US_help/qpipopt.html +++ b/help/en_US/scilab_en_US_help/qpipopt.html @@ -20,7 +20,7 @@ - symphony >> + qpipopt_mat >> @@ -46,7 +46,7 @@

nbCon :

a 1 x 1 matrix of doubles, number of constraints

Q : -

a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.

a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.

p :

a 1 x n matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem

LB : @@ -79,41 +79,38 @@ find the minimum of f(x) such that

Examples

//Find x in R^6 such that:
-
 conMatrix= [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]';
-//with  x between ci and cs:
-lb=[-1000 -10000 0 -1000 -1000 -1000];
-ub=[10000 100 1.5 100 100 1000];
+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'*Q*x + p'*x with
-p=[1;2;3;4;5;6]; Q=eye(6,6);
+p=[1; 2; 3; 4; 5; 6]; Q=eye(6,6);
 nbVar = 6;
 nbCon = 5;
 [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)

Examples

//min. -8*x1 -16*x2 + x1^2 + 4* x2^2
-//  such that
-//     x1 + x2 <= 5,
-//     x1 <= 3,
-//     x1 >= 0,
-//     x2 >= 0
-conMatrix= [1 1];
-conLB=[-%inf];
-conUB = [5];
-//with  x between ci and cs:
-lb=[0,0];
-ub=[3,%inf];
-//and minimize 0.5*x'*Q*x + p'*x with
-p=[-8,-16];
-Q=[1,0;0,4];
+   //Find the value of x that minimize following function
+// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
+// Subject to:
+// x1 + x2 ≤ 2
+// –x1 + 2x2 ≤ 2
+// 2x1 + x2 ≤ 3
+// 0 ≤ x1, 0 ≤ x2.
+Q = [1 -1; -1 2];
+p = [-2; -6];
+conMatrix = [1 1; -1 2; 2 1];
+conUB = [2; 2; 3];
+conLB = [-%inf; -%inf; -%inf];
+lb = [0; 0];
+ub = [%inf; %inf];
 nbVar = 2;
-nbCon = 1;
+nbCon = 3;
 [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) 
 
 Authors
@@ -133,7 +130,7 @@ find the minimum of f(x) such that

- symphony >> + qpipopt_mat >>

diff --git a/help/en_US/scilab_en_US_help/qpipopt_mat.html b/help/en_US/scilab_en_US_help/qpipopt_mat.html new file mode 100644 index 0000000..5e30769 --- /dev/null +++ b/help/en_US/scilab_en_US_help/qpipopt_mat.html @@ -0,0 +1,139 @@ + + + qpipopt_mat + + + +

+ + + + +

+ << qpipopt + +

+ Symphony Toolbox + +

+ symphony >> + +

+ + + + Symphony Toolbox >> Symphony Toolbox > qpipopt_mat + +

+

qpipopt_mat

Solves a linear quadratic problem.

+ + +

Calling Sequence

xopt = qpipopt_mat(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB)
+x = qpipopt_mat(H,f)
+x = qpipopt_mat(H,f,A,b)
+x = qpipopt_mat(H,f,A,b,Aeq,beq)
+x = qpipopt_mat(H,f,A,b,Aeq,beq,lb,ub)
+[xopt,fopt,exitflag,output,lamda] = qpipopt_mat( ... )

+ +

Parameters

H : +: a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.

f : +

a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem

A : +

a m x n matrix of doubles, represents the linear coefficients in the inequality constraints

b : +

a column vector of doubles, represents the linear coefficients in the inequality constraints

Aeq : +

a meq x n matrix of doubles, represents the linear coefficients in the equality constraints

beq : +

a vector of doubles, represents the linear coefficients in the equality constraints

LB : +

a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.

UB : +

a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.

xopt : +

a nx1 matrix of doubles, the computed solution of the optimization problem.

fopt : +

a 1x1 matrix of doubles, the function value at x.

exitflag : +

Integer identifying the reason the algorithm terminated.

output : +

Structure containing information about the optimization.

lambda : +

Structure containing the Lagrange multipliers at the solution x (separated by constraint type).

+ +

Description

Search the minimum of a constrained linear quadratic optimization problem specified by : +find the minimum of f(x) such that

We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird.

+ +

Examples

//Find x in R^6 such that:
+
+Aeq= [1,-1,1,0,3,1;
+-1,0,-3,-4,5,6;
+2,5,3,0,1,0];
+beq=[1; 2; 3];
+A= [0,1,0,1,2,-1;
+-1,0,2,1,1,0];
+b = [-1; 2.5];
+lb=[-1000; -10000; 0; -1000; -1000; -1000];
+ub=[10000; 100; 1.5; 100; 100; 1000];
+//and minimize 0.5*x'*Q*x + p'*x with
+f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
+[xopt,fopt,exitflag,output,lambda]=qpipopt_mat(H,f,A,b,Aeq,beq,lb,ub)
+clear H f A b Aeq beq lb ub;

+ +

Examples

//Find the value of x that minimize following function
+// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
+// Subject to:
+// x1 + x2 ≤ 2
+// –x1 + 2x2 ≤ 2
+// 2x1 + x2 ≤ 3
+// 0 ≤ x1, 0 ≤ x2.
+H = [1 -1; -1 2];
+f = [-2; -6];
+A = [1 1; -1 2; 2 1];
+b = [2; 2; 3];
+lb = [0; 0];
+ub = [%inf; %inf];
+[xopt,fopt,exitflag,output,lambda] = qpipopt_mat(H,f,A,b,[],[],lb,ub)

+ +

Authors

Keyur Joshi, Saikiran, Iswarya, Harpreet Singh

+
+ +

+ + + + + + +

Report an issue
+ << qpipopt + +	+ Symphony Toolbox + +	+ symphony >> + +

+ + diff --git a/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html b/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html index 0f8d441..ed07ab6 100644 --- a/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html +++ b/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html @@ -37,6 +37,12 @@ +

qpipopt_mat — Solves a linear quadratic problem.

+ + + + +

symphony — Solves a mixed integer linear programming constrained optimization problem.

diff --git a/help/en_US/scilab_en_US_help/symphony.html b/help/en_US/scilab_en_US_help/symphony.html index 7e155bc..0af9d1b 100644 --- a/help/en_US/scilab_en_US_help/symphony.html +++ b/help/en_US/scilab_en_US_help/symphony.html @@ -12,7 +12,7 @@

- << qpipopt + << qpipopt_mat	@@ -197,7 +197,7 @@ find the minimum or maximum of f(x) such that
Report an issue
- << qpipopt + << qpipopt_mat	-- cgit