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
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
|
//Find x in R^6 such that:
// An example with constraints, variable bounds and intial guess
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);
//Output
//
//Optimal Solution Found.
//
// lower: [1x6 constant]
// upper: [1x6 constant]
// constraint: [1x5 constant]
//
// lambda
//
// Iterations: 13
// ConstrViolation: 9.968D-09
// output
//
// 0
//
// exitflag
//
// - 14.843248
//
// fopt
//
// 1.7975426
// - 0.3381487
// 0.1633880
// - 4.9884023
// 0.6054943
// - 3.1155623
//
// xopt
[xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0);
disp("xopt",xopt,"fopt",fopt,"exitflag",exitflag,"output",output,"lambda",lambda)
|