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
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
|
// Copyright (C) 2017 - IIT Bombay - FOSSEE
//
// Author: Georgey John
// Organization: FOSSEE, IIT Bombay
// Email: toolbox@scilab.in
//
// 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
//Constrained optimization
function [y,dy]=f(x)
y=-x(1)^2-x(2)^2-x(2)/3;
endfunction
x0=[0 , 0];
intcon = [1]
A=[1,1 ; 1,1/4 ; 1,-1 ; -1/4,-1 ; -1,-1 ; -1,1];
b=[2;1;2;1;-1;2];
Aeq=[1,1];
beq=[2];
lb=[];
ub=[];
nlc=[];
[xopt,fopt,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc)
assert_close ( xopt , [ 0 2 ]' , 0.0005 );
assert_close ( fopt , [ -4.6666 ]' , 0.0005 );
assert_checkequal( double(exitflag) , 0 );
printf("Test Successful");
|