summaryrefslogtreecommitdiff
path: root/qpipoptmat/qpipoptmat_logical2.sce
blob: 4571a34b22d48a55ef057fe632f513cd85cafb12 (plain)
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
//Find x in R^6 such that:
// A simple example with constraints

Aeq= [1,-1,1,0,3,1;
-1,0,-3,-4,5,6;
2,5,3,0,1,0];
beq=[1; 2; 3];
A= [0,1,0,1,2,-1;
-1,0,2,1,1,0];
b = [-1; 2.5];
lb=[-1000; -10000; 0; -1000; -1000; -1000];
ub=[10000; 100; 1.5; 100; 100; 1000];
x0 = repmat(0,6,1);
param = list("MaxIter", 300, "CpuTime", 100);
//and minimize 0.5*x'*Q*x + p'*x with
f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
[xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param)

//Output	
// lambda  =
// 
//   lower: [9.982D-15,1.000D-15,7.345D-11,1.005D-14,9.994D-15,1.003D-14]
//   upper: [1.000D-15,9.966D-14,7.481D-12,9.525D-14,1.006D-13,9.969D-15]
//   ineqlin: [0.3091368,1.197D-12]
//   eqlin: [-1.5564027,-0.1698164,-0.7054782]
// output  =
// 
//   Iterations: 13
// exitflag  =
// 
//  0  
// fopt  =
// 
//  - 14.843248  
// xopt  =
// 
//    1.7975426  
//  - 0.3381487  
//    0.1633880  
//  - 4.9884023  
//    0.6054943  
//  - 3.1155623