diff options
Diffstat (limited to 'help/en_US/scilab_en_US_help/lsqlin.html')
| -rw-r--r-- | help/en_US/scilab_en_US_help/lsqlin.html | 247 |
1 files changed, 181 insertions, 66 deletions
diff --git a/help/en_US/scilab_en_US_help/lsqlin.html b/help/en_US/scilab_en_US_help/lsqlin.html index 5a26c54..07a5369 100644 --- a/help/en_US/scilab_en_US_help/lsqlin.html +++ b/help/en_US/scilab_en_US_help/lsqlin.html @@ -16,7 +16,7 @@ </td> <td width="40%" class="center"> - <span class="top"><a href="section_031bbc67ce78762a40093bfdff4eaa3b.html">FOSSEE Optimization Toolbox</a></span> + <span class="top"><a href="section_44e1f57c5225357b5fe53cb5fad967e9.html">FOSSEE Optimization Toolbox</a></span> </td> <td width="30%" class="next"> @@ -29,7 +29,7 @@ - <span class="path"><a href="index.html">FOSSEE Optimization Toolbox</a> >> <a href="section_031bbc67ce78762a40093bfdff4eaa3b.html">FOSSEE Optimization Toolbox</a> > lsqlin</span> + <span class="path"><a href="index.html">FOSSEE Optimization Toolbox</a> >> <a href="section_44e1f57c5225357b5fe53cb5fad967e9.html">FOSSEE Optimization Toolbox</a> > lsqlin</span> <br /><br /> <div class="refnamediv"><h1 class="refname">lsqlin</h1> @@ -41,67 +41,66 @@ <span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> <span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> <span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> <span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">resnorm</span><span class="default">,</span><span class="default">residual</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lambda</span><span class="default">] = </span><span class="functionid">lsqlin</span><span class="default">( ... )</span></pre></div></div> -<div class="refsection"><h3 class="title">Parameters</h3> +<div class="refsection"><h3 class="title">Input Parameters</h3> <dl><dt><span class="term">C :</span> - <dd><p class="para">a matrix of double, represents the multiplier of the solution x in the expression C⋅x - d. Number of columns in C is equal to the number of elements in x.</p></dd></dt> + <dd><p class="para">A matrix of doubles, representing the multiplier of x in the expression C⋅x - d. The number of columns in C is equal to the number of elements in x.</p></dd></dt> <dt><span class="term">d :</span> - <dd><p class="para">a vector of double, represents the additive constant term in the expression C⋅x - d. Number of elements in d is equal to the number of rows in C matrix.</p></dd></dt> + <dd><p class="para">A vector of doubles, representing the additive constant term in the expression C⋅x - d. The number of elements in d is equal to the number of rows in C matrix.</p></dd></dt> <dt><span class="term">A :</span> - <dd><p class="para">a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</p></dd></dt> + <dd><p class="para">A matrix of doubles, containing the coefficients of linear inequality constraints of size (m X n) where 'm' is the number of linear inequality constraints.</p></dd></dt> <dt><span class="term">b :</span> - <dd><p class="para">a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</p></dd></dt> + <dd><p class="para">A vector of doubles, related to 'A' and represents the linear coefficients in the linear inequality constraints of size (m X 1).</p></dd></dt> <dt><span class="term">Aeq :</span> - <dd><p class="para">a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</p></dd></dt> + <dd><p class="para">A matrix of doubles, containing the coefficients of linear equality constraints of size (m1 X n) where 'm1' is the number of linear equality constraints.</p></dd></dt> <dt><span class="term">beq :</span> - <dd><p class="para">a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</p></dd></dt> + <dd><p class="para">A vector of double, vector of doubles, related to 'Aeq' and represents the linear coefficients in the equality constraints of size (m1 X 1).</p></dd></dt> <dt><span class="term">lb :</span> - <dd><p class="para">a vector of double, contains lower bounds of the variables.</p></dd></dt> + <dd><p class="para">A vector of doubles, containing the lower bounds of the variables of size (1 X n) or (n X 1) where 'n' is the number of variables.</p></dd></dt> <dt><span class="term">ub :</span> - <dd><p class="para">a vector of double, contains upper bounds of the variables.</p></dd></dt> + <dd><p class="para">A vector of doubles, containing the upper bounds of the variables of size (1 X n) or (n X 1) where 'n' is the number of variables.</p></dd></dt> <dt><span class="term">x0 :</span> - <dd><p class="para">a vector of double, contains initial guess of variables.</p></dd></dt> - <dt><span class="term">param :</span> - <dd><p class="para">a list containing the parameters to be set.</p></dd></dt> - <dt><span class="term">xopt :</span> - <dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt> + <dd><p class="para">A vector of doubles, containing the starting values of variables of size (1 X n) or (n X 1) where 'n' is the number of variables.</p></dd></dt> + <dt><span class="term">options :</span> + <dd><p class="para">A list, containing the option for user to specify. See below for details.</p></dd></dt></dl></div> +<div class="refsection"><h3 class="title">Outputs</h3> + <dl><dt><span class="term">xopt :</span> + <dd><p class="para">A vector of doubles, containing the computed solution of the optimization problem.</p></dd></dt> <dt><span class="term">resnorm :</span> - <dd><p class="para">a double, objective value returned as the scalar value norm(C⋅x-d)^2.</p></dd></dt> + <dd><p class="para">A double, containing the objective value returned as a scalar value norm(C⋅x-d)^2.</p></dd></dt> <dt><span class="term">residual :</span> - <dd><p class="para">a vector of double, solution residuals returned as the vector d-C⋅x.</p></dd></dt> + <dd><p class="para">A vector of doubles, containing the solution residuals, returned as a vector d-C⋅x.</p></dd></dt> <dt><span class="term">exitflag :</span> - <dd><p class="para">The exit status. See below for details.</p></dd></dt> + <dd><p class="para">An integer, containing the flag which denotes the reason for termination of algorithm. See below for details.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">The structure consist of statistics about the optimization. See below for details.</p></dd></dt> + <dd><p class="para">A structure, containing the information about the optimization. See below for details.</p></dd></dt> <dt><span class="term">lambda :</span> - <dd><p class="para">The structure consist of the Lagrange multipliers at the solution of problem. See below for details.</p></dd></dt></dl></div> - + <dd><p class="para">A structure, containing the Lagrange multipliers of the lower bounds, upper bounds and constraints at the optimized point. See below for details.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> - <p class="para">Search the minimum of a constrained linear least square problem specified by :</p> - <p class="para"><span><img src='./_LaTeX_lsqlin.xml_1.png' style='position:relative;top:41px;width:230px;height:90px'/></span></p> - <p class="para">The routine calls Ipopt for solving the linear least square problem, Ipopt is a library written in C++.</p> - <p class="para">The options allows the user to set various parameters of the Optimization problem. -It should be defined as type "list" and contains the following fields. -<ul class="itemizedlist"><li>Syntax : options= list("MaxIter", [---], "CpuTime", [---]);</li> -<li>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</li> -<li>CpuTime : a Scalar, containing the Maximum amount of CPU Time that the solver should take.</li> -<li>Default Values : options = list("MaxIter", [3000], "CpuTime", [600]);</li></ul></p> - <p class="para">The exitflag allows to know the status of the optimization which is given back by Ipopt. -<ul class="itemizedlist"><li>exitflag=0 : Optimal Solution Found</li> -<li>exitflag=1 : Maximum Number of Iterations Exceeded. Output may not be optimal.</li> -<li>exitflag=2 : Maximum CPU Time exceeded. Output may not be optimal.</li> -<li>exitflag=3 : Stop at Tiny Step.</li> -<li>exitflag=4 : Solved To Acceptable Level.</li> -<li>exitflag=5 : Converged to a point of local infeasibility.</li></ul></p> - <p class="para">For more details on exitflag see the ipopt documentation, go to http://www.coin-or.org/Ipopt/documentation/</p> - <p class="para">The output data structure contains detailed informations about the optimization process. -It has type "struct" and contains the following fields. -<ul class="itemizedlist"><li>output.iterations: The number of iterations performed during the search</li> + <p class="para">Search the minimum of a constrained linear least square problem specified by:</p> + <p class="para"><span><img src='./_LaTeX_lsqlin.xml_1.png' style='position:relative;top:41px;width:277px;height:90px'/></span></p> + <p class="para">lsqlin calls Ipopt, an optimization library written in C++, to solve the linear least squares problem.</p> + <p class="para">The options should be defined as type "list" and consist of the following fields:</p> + <p class="para">options= list("MaxIter", [---], "CpuTime", [---]);</p> + <p class="para"><ul class="itemizedlist"><li>MaxIter : A Scalar, specifying the maximum number of iterations that the solver should take.</li> +<li>CpuTime : A Scalar, specifying the maximum amount of CPU time in seconds that the solver should take.</li></ul></p> + <p class="para">The default values for the various items are given as:</p> + <p class="para">options = list("MaxIter", [3000], "CpuTime", [600]);</p> + <p class="para">The exitflag allows the user to know the status of the optimization which is returned by Ipopt. The values it can take and what they indicate is described below: +<ul class="itemizedlist"><li>0 : Optimal Solution Found</li> +<li>1 : Maximum Number of Iterations Exceeded. Output may not be optimal.</li> +<li>2 : Maximum amount of CPU Time exceeded. Output may not be optimal.</li> +<li>3 : Stop at Tiny Step.</li> +<li>4 : Solved To Acceptable Level.</li> +<li>5 : Converged to a point of local infeasibility.</li></ul></p> + <p class="para">For more details on exitflag, see the Ipopt documentation which can be found on http://www.coin-or.org/Ipopt/documentation/</p> + <p class="para">The output data structure contains detailed information about the optimization process. +It is of type "struct" and contains the following fields. +<ul class="itemizedlist"><li>output.iterations: The number of iterations performed.</li> <li>output.constrviolation: The max-norm of the constraint violation.</li></ul></p> - <p class="para">The lambda data structure contains the Lagrange multipliers at the end -of optimization. In the current version the values are returned only when the the solution is optimal. + <p class="para">The lambda data structure contains the Lagrange multipliers at the end of optimization. In the current version, the values are returned only when the the solution is optimal. It has type "struct" and contains the following fields. <ul class="itemizedlist"><li>lambda.lower: The Lagrange multipliers for the lower bound constraints.</li> <li>lambda.upper: The Lagrange multipliers for the upper bound constraints.</li> @@ -109,23 +108,41 @@ It has type "struct" and contains the following fields. <li>lambda.ineqlin: The Lagrange multipliers for the linear inequality constraints.</li></ul></p> <p class="para"></p></div> -<div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//A simple linear least square example</span> -<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">2</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> -<span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> -<span class="scilabnumber">0</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span> -<span class="scilabid">d</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> -<span class="scilabnumber">0</span> -<span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">10</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> -<span class="scilaboperator">-</span><span class="scilabnumber">2</span> <span class="scilabnumber">10</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">4</span> -<span class="scilaboperator">-</span><span class="scilabnumber">4</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabopenclose">)</span> -<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> - -<div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//A basic example for equality, inequality constraints and variable bounds</span> + +<p class="para">A few examples displaying the various functionalities of lsqlin have been provided below. You will find a series of problems and the appropriate code snippets to solve them.</p> +<div class="refsection"><h3 class="title">Example</h3> + <p class="para">We begin with a simple objective function subjected to three inequality constraints.</p> + <p class="para"><span><img src='./_LaTeX_lsqlin.xml_2.png' style='position:relative;top:27px;width:330px;height:225px'/></span></p> + <p class="para"></p> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Example 1:An example with inequality constraints.</span> +<span class="scilabcomment">//Initializing C and D.</span> +<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span> +<span class="scilabid">d</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">89</span><span class="scilabdefault">;</span> +<span class="scilabnumber">67</span><span class="scilabdefault">;</span> +<span class="scilabnumber">53</span><span class="scilabdefault">;</span> +<span class="scilabnumber">35</span><span class="scilabdefault">;</span> +<span class="scilabnumber">20</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear inequality constraints below.</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">3</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">191</span> +<span class="scilabnumber">209</span> +<span class="scilabnumber">162</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Run lsqlin</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Example</h3> + <p class="para">Here we build up on the previous example by adding equality constraints. +We add the following constraint to the problem specified above:</p> + <p class="para"><span><img src='./_LaTeX_lsqlin.xml_3.png' style='position:relative;top:8px;width:161px;height:24px'/></span></p> + <p class="para"></p> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Example 2: Using inequality and equality constraints.</span> +<span class="scilabcomment">//Initializing C and D.</span> <span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> @@ -135,19 +152,117 @@ It has type "struct" and contains the following fields. <span class="scilabnumber">67</span><span class="scilabdefault">;</span> <span class="scilabnumber">53</span><span class="scilabdefault">;</span> <span class="scilabnumber">35</span><span class="scilabdefault">;</span> -<span class="scilabnumber">20</span><span class="scilabdefault">;</span><span class="scilabopenclose">]</span> +<span class="scilabnumber">20</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear inequality constraints below.</span> <span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">3</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> <span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">191</span> <span class="scilabnumber">209</span> <span class="scilabnumber">162</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear equality constraints below.</span> <span class="scilabid">Aeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">beq</span> <span class="scilaboperator">=</span> <span class="scilabnumber">10</span><span class="scilabdefault">;</span> -<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0.1</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> -<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Run lsqlin</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Example</h3> + <p class="para">In this example, we proceed to add the upper and lower bounds to the objective function.</p> + <p class="para"><span><img src='./_LaTeX_lsqlin.xml_4.png' style='position:relative;top:27px;width:129px;height:62px'/></span></p> + <p class="para"></p> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Example 3: Using equality, inequality constraints and variable bounds</span> +<span class="scilabcomment">//Initializing C and D.</span> +<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span> +<span class="scilabid">d</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">89</span><span class="scilabdefault">;</span> +<span class="scilabnumber">67</span><span class="scilabdefault">;</span> +<span class="scilabnumber">53</span><span class="scilabdefault">;</span> +<span class="scilabnumber">35</span><span class="scilabdefault">;</span> +<span class="scilabnumber">20</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear inequality constraints below.</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">3</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">191</span> +<span class="scilabnumber">209</span> +<span class="scilabnumber">162</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear equality constraints below.</span> +<span class="scilabid">Aeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span> <span class="scilaboperator">=</span> <span class="scilabnumber">10</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//The upper and lower bounds for the objective function are defined in simple vectors as shown below.</span> +<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0.1</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Run lsqlin</span> <span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<div class="refsection"><h3 class="title">Example</h3> + <p class="para">In this example, we proceed to provide an initial value for x to facilitate the computation. We also further enhance the functionality of lsqlin by setting input options. This provides us with the ability to control the solver parameters such as the maximum number of solver iterations and the max. CPU time allowed for the computation.</p> + <p class="para"></p> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Example 4: Using equality, inequality constraints and variable bounds, initializing x and options.</span> +<span class="scilabcomment">//Initializing C and D.</span> +<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span> +<span class="scilabid">d</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">89</span><span class="scilabdefault">;</span> +<span class="scilabnumber">67</span><span class="scilabdefault">;</span> +<span class="scilabnumber">53</span><span class="scilabdefault">;</span> +<span class="scilabnumber">35</span><span class="scilabdefault">;</span> +<span class="scilabnumber">20</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear inequality constraints below.</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">3</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">191</span> +<span class="scilabnumber">209</span> +<span class="scilabnumber">162</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear equality constraints below.</span> +<span class="scilabid">Aeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span> <span class="scilaboperator">=</span> <span class="scilabnumber">10</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//The upper and lower bounds for the objective function are defined in simple vectors as shown below.</span> +<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0.1</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Initializing x.</span> +<span class="scilabid">x0</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabopenclose">]</span> +<span class="scilabcomment">//Setting the options</span> +<span class="scilabid">options</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://list">list</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">MaxIter</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabopenclose">[</span><span class="scilabnumber">5000</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">CpuTime</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Run lsqlin</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Example</h3> + <p class="para">Infeasible Problems: Find x in R^3 such that it minimizes: +We add the following constraint to the objective function specified above:</p> + <p class="para"><span><img src='./_LaTeX_lsqlin.xml_5.png' style='position:relative;top:27px;width:357px;height:62px'/></span></p> + <p class="para"></p> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Example 5: Infeasible problem</span> +<span class="scilabcomment">//Initializing C and D.</span> +<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span> +<span class="scilabid">d</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">89</span><span class="scilabdefault">;</span> +<span class="scilabnumber">67</span><span class="scilabdefault">;</span> +<span class="scilabnumber">53</span><span class="scilabdefault">;</span> +<span class="scilabnumber">35</span><span class="scilabdefault">;</span> +<span class="scilabnumber">20</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear inequality constraints below.</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">3</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> +<span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">191</span> +<span class="scilabnumber">209</span> +<span class="scilabnumber">162</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//We specify the linear equality constraints below.</span> +<span class="scilabid">Aeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span> <span class="scilaboperator">=</span> <span class="scilabnumber">200</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Run lsqlin</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + <div class="refsection"><h3 class="title">Authors</h3> <ul class="itemizedlist"><li class="member">Harpreet Singh</li></ul></div> <br /> @@ -161,7 +276,7 @@ It has type "struct" and contains the following fields. </td> <td width="40%" class="center"> - <span class="top"><a href="section_031bbc67ce78762a40093bfdff4eaa3b.html">FOSSEE Optimization Toolbox</a></span> + <span class="top"><a href="section_44e1f57c5225357b5fe53cb5fad967e9.html">FOSSEE Optimization Toolbox</a></span> </td> <td width="30%" class="next"> |