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Diffstat (limited to 'qpipopt/qpipopt_logical_1.sce')
-rw-r--r-- | qpipopt/qpipopt_logical_1.sce | 39 |
1 files changed, 39 insertions, 0 deletions
diff --git a/qpipopt/qpipopt_logical_1.sce b/qpipopt/qpipopt_logical_1.sce new file mode 100644 index 0000000..38a8cdd --- /dev/null +++ b/qpipopt/qpipopt_logical_1.sce @@ -0,0 +1,39 @@ +//Find x in R^6 such that: +// A simple example with constraints +conMatrix= [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'*Q*x + p'*x with +p=[1; 2; 3; 4; 5; 6]; Q=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,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param) + +//Output +//lambda = +// +// lower: [1.512D-11,7.496D-12] +// upper: [0,0] +// constraint: [3.1111111,0.4444444,2.999D-11] +// output = +// +// Iterations: 7 +// exitflag = +// +// 0 +// fopt = +// +// - 8.2222223 +// xopt = +// +// 0.6666667 +// 1.3333333 + |