qpipoptmat
Solves a linear quadratic problem.
Calling Sequence
xopt = qpipoptmat(H,f)
xopt = qpipoptmat(H,f,A,b)
xopt = qpipoptmat(H,f,A,b,Aeq,beq)
xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub)
xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0)
xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param)
[xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... )
Parameters
H :
a symmetric matrix of doubles, represents coefficients of quadratic in the quadratic problem.
f :
a vector of doubles, represents coefficients of linear in the quadratic problem
A :
a vector of doubles, represents the linear coefficients in the inequality constraints
b :
a vector of doubles, represents the linear coefficients in the inequality constraints
Aeq :
a 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 vector of doubles, contains lower bounds of the variables.
UB :
a vector of doubles, contains upper bounds of the variables.
x0 :
a vector of doubles, contains initial guess of variables.
param :
a list containing the the parameters to be set.
xopt :
a vector of doubles, the computed solution of the optimization problem.
fopt :
a double, the function value at x.
exitflag :
Integer identifying the reason the algorithm terminated.
output :
Structure containing information about the optimization. Right now it contains number of iteration.
lambda :
Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.
Description
Search the minimum of a constrained linear quadratic optimization problem specified by :
find the minimum of f(x) such that
\begin{eqnarray}
&\mbox{min}_{x}
& 1/2*x'*H*x + f'*x \\
& \text{subject to} & A*x \leq b \\
& & Aeq*x = beq \\
& & lb \leq x \leq ub \\
\end{eqnarray}
We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++.
Examples
Examples
Authors
Keyur Joshi, Saikiran, Iswarya, Harpreet Singh