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// 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");
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