1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
|
//Example where user provides hessian
function y=f(x)
y=x(1)*x(2)+x(2)*x(3);
endfunction
//Starting point, linear constraints and variable bounds
x0=[0.1 , 0.1 , 0.1];
A=[];
b=[];
Aeq=[];
beq=[];
lb=[];
ub=[];
intcon=[1,2];
//Nonlinear constraints
// function [c,ceq]=nlc(x)
// c = [x(1)^2 - x(2)^2 + x(3)^2 - 2 ; x(1)^2 + x(2)^2 + x(3)^2 - 10]';
// ceq = [];
// endfunction
nlc="Hello";
//Hessian of the Lagrange Function
function y= lHess(x,obj,lambda)
y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,-2,0;0,0,2] + lambda(2)*[2,0,0;0,2,0;0,0,2]
endfunction
//Options
options=list("MaxIter", [100], "CpuTime", [1500], "Hessian", lHess);
//Calling fmincon
[xopt,fopt,exitflag,output,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options)
// !--error 10000
// intfmincon: Expected type ["constant" or "function"] for input argument nlc at input #10, but got "string" instead.
// at line 56 of function Checktype called by :
// at line 263 of function intfmincon called by :
// [xopt,fopt,exitflag,output,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options)
// at line 30 of exec file called by :
// exec intfmincon_logical10.sce
|
