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author | Harpreet | 2015-10-20 14:23:25 +0530 |
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committer | Harpreet | 2015-10-20 14:23:25 +0530 |
commit | e4b59ea62dd9903445375c2aa1f52a52c5eab99f (patch) | |
tree | d761e8819990b031344e58c9016562bea157c05b /demos | |
parent | e34332a406e4f3fba9b99c6f9ec5138edfcc6aa2 (diff) | |
download | symphony-e4b59ea62dd9903445375c2aa1f52a52c5eab99f.tar.gz symphony-e4b59ea62dd9903445375c2aa1f52a52c5eab99f.tar.bz2 symphony-e4b59ea62dd9903445375c2aa1f52a52c5eab99f.zip |
qpipopt_mat added
Diffstat (limited to 'demos')
-rw-r--r-- | demos/qpipopt.dem.sce | 42 | ||||
-rw-r--r-- | demos/qpipopt_mat.dem.sce | 40 | ||||
-rw-r--r-- | demos/symphony_knapsack.sce | 2 |
3 files changed, 61 insertions, 23 deletions
diff --git a/demos/qpipopt.dem.sce b/demos/qpipopt.dem.sce index 4f20a4a..3b36ff1 100644 --- a/demos/qpipopt.dem.sce +++ b/demos/qpipopt.dem.sce @@ -4,40 +4,38 @@ mode(1) // //Find x in R^6 such that: -halt() // Press return to continue - 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]; +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); +p=[1; 2; 3; 4; 5; 6]; Q=eye(6,6); nbVar = 6; nbCon = 5; [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) halt() // Press return to continue -//min. -8*x1 -16*x2 + x1^2 + 4* x2^2 -// such that -// x1 + x2 <= 5, -// x1 <= 3, -// x1 >= 0, -// x2 >= 0 -conMatrix= [1 1]; -conLB=[-%inf]; -conUB = [5]; -lb=[0,0]; -ub=[3,%inf]; -//and minimize 0.5*x'*Q*x + p'*x with -p=[-8,-16]; -Q=[1,0;0,4]; +//Find the value of x that minimize following function +// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2 +// Subject to: +// x1 + x2 ≤ 2 +// –x1 + 2x2 ≤ 2 +// 2x1 + x2 ≤ 3 +// 0 ≤ x1, 0 ≤ x2. +Q = [1 -1; -1 2]; +p = [-2; -6]; +conMatrix = [1 1; -1 2; 2 1]; +conUB = [2; 2; 3]; +conLB = [-%inf; -%inf; -%inf]; +lb = [0; 0]; +ub = [%inf; %inf]; nbVar = 2; -nbCon = 1; +nbCon = 3; [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) halt() // Press return to continue diff --git a/demos/qpipopt_mat.dem.sce b/demos/qpipopt_mat.dem.sce new file mode 100644 index 0000000..0f65036 --- /dev/null +++ b/demos/qpipopt_mat.dem.sce @@ -0,0 +1,40 @@ +mode(1) +// +// Demo of qpipopt_mat.sci +// + +//Find x in R^6 such that: +halt() // Press return to continue + +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]; +//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]=qpipopt_mat(H,f,A,b,Aeq,beq,lb,ub) +clear H f A b Aeq beq lb ub; +halt() // Press return to continue + +//Find the value of x that minimize following function +// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2 +// Subject to: +// x1 + x2 ≤ 2 +// –x1 + 2x2 ≤ 2 +// 2x1 + x2 ≤ 3 +// 0 ≤ x1, 0 ≤ x2. +H = [1 -1; -1 2]; +f = [-2; -6]; +A = [1 1; -1 2; 2 1]; +b = [2; 2; 3]; +lb = [0; 0]; +ub = [%inf; %inf]; +[xopt,fopt,exitflag,output,lambda] = qpipopt_mat(H,f,A,b,[],[],lb,ub) +halt() // Press return to continue + +//========= E N D === O F === D E M O =========// diff --git a/demos/symphony_knapsack.sce b/demos/symphony_knapsack.sce index 12a6788..42c192c 100644 --- a/demos/symphony_knapsack.sce +++ b/demos/symphony_knapsack.sce @@ -93,7 +93,7 @@ conLB=repmat(0,nbCon,1); // Upper Bound of constraints conUB=[11927 13727 11551 13056 13460 ]'; -options = ["time_limit" "40"]; +options = ["tie_limit" "40"]; // The expected solution : |