mode(1) // // Demo of intfmincon.sci // //Find x in R^2 such that it minimizes: //f(x)= -x1 -x2/3 //x0=[0,0] //constraint-1 (c1): x1 + x2 <= 2 //constraint-2 (c2): x1 + x2/4 <= 1 //constraint-3 (c3): x1 - x2 <= 2 //constraint-4 (c4): -x1/4 - x2 <= 1 //constraint-5 (c5): -x1 - x2 <= -1 //constraint-6 (c6): -x1 + x2 <= 2 //constraint-7 (c7): x1 + x2 = 2 //Objective function to be minimised function [y,dy]=f(x) y=-x(1)-x(2)/3; dy= [-1,-1/3]; endfunction //Starting point, linear constraints and variable bounds x0=[0 , 0]; intcon = [1] A=[1,1 ; 1,1/4 ; 1,-1 ; -1/4,-1 ; -1,-1 ; -1,1]; b=[2;1;2;1;-1;2]; Aeq=[1,1]; beq=[2]; lb=[]; ub=[]; nlc=[]; //Options options=list("GradObj", "on"); //Calling Ipopt [x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) // Press ENTER to continue halt() // Press return to continue //Find x in R^3 such that it minimizes: //f(x)= x1*x2 + x2*x3 //x0=[0.1 , 0.1 , 0.1] //constraint-1 (c1): x1^2 - x2^2 + x3^2 <= 2 //constraint-2 (c2): x1^2 + x2^2 + x3^2 <= 10 //Objective function to be minimised function [y,dy]=f(x) y=x(1)*x(2)+x(2)*x(3); dy= [x(2),x(1)+x(3),x(2)]; endfunction //Starting point, linear constraints and variable bounds x0=[0.1 , 0.1 , 0.1]; intcon = [2] A=[]; b=[]; Aeq=[]; beq=[]; lb=[]; ub=[]; //Nonlinear constraints function [c,ceq,cg,cgeq]=nlc(x) c = [x(1)^2 - x(2)^2 + x(3)^2 - 2 , x(1)^2 + x(2)^2 + x(3)^2 - 10]; ceq = []; cg=[2*x(1) , -2*x(2) , 2*x(3) ; 2*x(1) , 2*x(2) , 2*x(3)]; cgeq=[]; endfunction //Options options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", "on","GradCon", "on"); //Calling Ipopt [x,fval,exitflag,output] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) // Press ENTER to continue halt() // Press return to continue //The below problem is an unbounded problem: //Find x in R^3 such that it minimizes: //f(x)= -(x1^2 + x2^2 + x3^2) //x0=[0.1 , 0.1 , 0.1] // x1 <= 0 // x2 <= 0 // x3 <= 0 //Objective function to be minimised function y=f(x) y=-(x(1)^2+x(2)^2+x(3)^2); endfunction //Starting point, linear constraints and variable bounds x0=[0.1 , 0.1 , 0.1]; intcon = [3] A=[]; b=[]; Aeq=[]; beq=[]; lb=[]; ub=[0,0,0]; //Options options=list("MaxIter", [1500], "CpuTime", [500]); //Calling Ipopt [x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,[],options) // Press ENTER to continue halt() // Press return to continue //The below problem is an infeasible problem: //Find x in R^3 such that in minimizes: //f(x)=x1*x2 + x2*x3 //x0=[1,1,1] //constraint-1 (c1): x1^2 <= 1 //constraint-2 (c2): x1^2 + x2^2 <= 1 //constraint-3 (c3): x3^2 <= 1 //constraint-4 (c4): x1^3 = 0.5 //constraint-5 (c5): x2^2 + x3^2 = 0.75 // 0 <= x1 <=0.6 // 0.2 <= x2 <= inf // -inf <= x3 <= 1 //Objective function to be minimised function [y,dy]=f(x) y=x(1)*x(2)+x(2)*x(3); dy= [x(2),x(1)+x(3),x(2)]; endfunction //Starting point, linear constraints and variable bounds x0=[1,1,1]; intcon = [2] A=[]; b=[]; Aeq=[]; beq=[]; lb=[0 0.2,-%inf]; ub=[0.6 %inf,1]; //Nonlinear constraints function [c,ceq,cg,cgeq]=nlc(x) c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; cgeq = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; endfunction //Options options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", "on","GradCon", "on"); //Calling Ipopt [x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) // Press ENTER to continue //========= E N D === O F === D E M O =========//