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Diffstat (limited to 'help/en_US/qpipoptmat.xml')
| -rw-r--r-- | help/en_US/qpipoptmat.xml | 68 |
1 files changed, 33 insertions, 35 deletions
diff --git a/help/en_US/qpipoptmat.xml b/help/en_US/qpipoptmat.xml index f3830f4..2ea714d 100644 --- a/help/en_US/qpipoptmat.xml +++ b/help/en_US/qpipoptmat.xml @@ -24,12 +24,12 @@ <refsynopsisdiv> <title>Calling Sequence</title> <synopsis> - x = qpipoptmat(H,f) - x = qpipoptmat(H,f,A,b) - x = qpipoptmat(H,f,A,b,Aeq,beq) - x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub) - x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0) - x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param) + xopt = qpipoptmat(H,f) + xopt = qpipoptmat(H,f,A,b) + xopt = qpipoptmat(H,f,A,b,Aeq,beq) + xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub) + xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0) + xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param) [xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... ) </synopsis> @@ -65,9 +65,9 @@ <varlistentry><term>exitflag :</term> <listitem><para> Integer identifying the reason the algorithm terminated.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> Structure containing information about the optimization.</para></listitem></varlistentry> + <listitem><para> Structure containing information about the optimization. Right now it contains number of iteration.</para></listitem></varlistentry> <varlistentry><term>lambda :</term> - <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</para></listitem></varlistentry> + <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</para></listitem></varlistentry> </variablelist> </refsection> @@ -82,14 +82,14 @@ find the minimum of f(x) such that \begin{eqnarray} &\mbox{min}_{x} & 1/2*x'*H*x + f'*x \\ -& \text{subject to} & A.x \leq b \\ -& & Aeq.x \leq beq \\ +& \text{subject to} & A*x \leq b \\ +& & Aeq*x = beq \\ & & lb \leq x \leq ub \\ \end{eqnarray} </latex> </para> <para> -We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird. +We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. </para> <para> </para> @@ -98,30 +98,6 @@ We are calling IPOpt for solving the quadratic problem, IPOpt is a library writt <refsection> <title>Examples</title> <programlisting role="example"><![CDATA[ -//Find x in R^6 such that: - -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) -clear H f A b Aeq beq lb ub; - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ //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: @@ -136,7 +112,29 @@ b = [2; 2; 3]; lb = [0; 0]; ub = [%inf; %inf]; [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub) +// Press ENTER to continue + + ]]></programlisting> +</refsection> +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +//Find x in R^6 such that: +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) ]]></programlisting> </refsection> |