// Copyright (C) 2015 - IIT Bombay - FOSSEE // // Author: Harpreet Singh // Organization: FOSSEE, IIT Bombay // Email: harpreet.mertia@gmail.com // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt // <-- JVM NOT MANDATORY --> // <-- ENGLISH IMPOSED --> // // assert_close -- // Returns 1 if the two real matrices computed and expected are close, // i.e. if the relative distance between computed and expected is lesser than epsilon. // Arguments // computed, expected : the two matrices to compare // epsilon : a small number // function flag = assert_close ( computed, expected, epsilon ) if expected==0.0 then shift = norm(computed-expected); else shift = norm(computed-expected)/norm(expected); end // if shift < epsilon then // flag = 1; // else // flag = 0; // end // if flag <> 1 then pause,end flag = assert_checktrue ( shift < epsilon ); endfunction // // assert_equal -- // Returns 1 if the two real matrices computed and expected are equal. // Arguments // computed, expected : the two matrices to compare // epsilon : a small number // //function flag = assert_equal ( computed , expected ) // if computed==expected then // flag = 1; // else // flag = 0; // end // if flag <> 1 then pause,end //endfunction //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 = 3; [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 ); assert_close ( fopt , [ - 8.2222223] , 1.e-7 ); assert_checkequal( exitflag , int32(0) );