From 29e8e8bbd43892c7fa146c165fdf128f786d6a7b Mon Sep 17 00:00:00 2001 From: Harpreet Date: Mon, 2 Nov 2015 16:20:08 +0530 Subject: README.rst added --- help/en_US/qpipoptmat.xml | 149 ++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 149 insertions(+) create mode 100644 help/en_US/qpipoptmat.xml (limited to 'help/en_US/qpipoptmat.xml') diff --git a/help/en_US/qpipoptmat.xml b/help/en_US/qpipoptmat.xml new file mode 100644 index 0000000..eb8e737 --- /dev/null +++ b/help/en_US/qpipoptmat.xml @@ -0,0 +1,149 @@ + + + + + + + + qpipoptmat + Solves a linear quadratic problem. + + + + + Calling Sequence + + 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,fopt,exitflag,output,lamda] = qpipoptmat( ... ) + + + + + + Parameters + + H : + a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. + f : + a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem + A : + a m x n matrix of doubles, represents the linear coefficients in the inequality constraints + b : + a column vector of doubles, represents the linear coefficients in the inequality constraints + Aeq : + a meq x n matrix of doubles, represents the linear coefficients in the equality constraints + beq : + a vector of doubles, represents the linear coefficients in the equality constraints + LB : + a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables. + UB : + a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables. + x0 : + a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables. + param : + a list containing the the parameters to be set. + xopt : + a nx1 matrix of doubles, the computed solution of the optimization problem. + fopt : + a 1x1 matrix of doubles, the function value at x. + exitflag : + Integer identifying the reason the algorithm terminated. + output : + Structure containing information about the optimization. + lambda : + Structure containing the Lagrange multipliers at the solution x (separated by constraint type). + + + + + Description + +Search the minimum of a constrained linear quadratic optimization problem specified by : +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 \\ +& & lb \leq x \leq ub \\ +\end{eqnarray} + + + +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. + + + + + + + Examples + + + + + Examples + + + + + Authors + + Keyur Joshi, Saikiran, Iswarya, Harpreet Singh + + + -- cgit