diff options
Diffstat (limited to 'demos/qpipopt.dem.sce')
-rw-r--r-- | demos/qpipopt.dem.sce | 42 |
1 files changed, 22 insertions, 20 deletions
diff --git a/demos/qpipopt.dem.sce b/demos/qpipopt.dem.sce index 8e405e1..3fa7476 100644 --- a/demos/qpipopt.dem.sce +++ b/demos/qpipopt.dem.sce @@ -3,6 +3,28 @@ mode(1) // Demo of qpipopt.sci // +//Ref : example 14 : +//https://www.me.utexas.edu/~jensen/ORMM/supplements/methods/nlpmethod/S2_quadratic.pdf +// min. -8*x1*x1 -16*x2*x2 + x1 + 4*x2 +// such that +// x1 + x2 <= 5, +// x1 <= 3, +// x1 >= 0, +// x2 >= 0 +H = [2 0 +0 8]; +f = [-8; -16]; +A = [1 1;1 0]; +conUB = [5;3]; +conLB = [-%inf; -%inf]; +lb = [0; 0]; +ub = [%inf; %inf]; +nbVar = 2; +nbCon = 2; +[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB) +//Press ENTER to continue +halt() // Press return to continue + //Find x in R^6 such that: A= [1,-1,1,0,3,1; -1,0,-3,-4,5,6; @@ -20,24 +42,4 @@ 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) -// Press ENTER to continue -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]; -conUB = [2; 2; 3]; -conLB = [-%inf; -%inf; -%inf]; -lb = [0; 0]; -ub = [%inf; %inf]; -nbVar = 2; -nbCon = 3; -[xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB) //========= E N D === O F === D E M O =========// |