// 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 x in R^6 such that: 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", 300, "CpuTime", 100); [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0,param) assert_close ( xopt , [1.7975426 -0.3381487 0.1633880 -4.9884023 0.6054943 -3.1155623]' , 1.e-7 ); assert_close ( fopt , [ -14.843248] , 1.e-7 ); assert_checkequal( exitflag , int32(0) ); printf("Test Successful");