From d5356061fbd3a9b3052dee25bd9c82c375c42e22 Mon Sep 17 00:00:00 2001 From: Harpreet Date: Thu, 31 Dec 2015 16:03:57 +0530 Subject: Macros example updated --- help/en_US/scilab_en_US_help/lsqlin.html | 72 +++++++++++++++----------------- 1 file changed, 33 insertions(+), 39 deletions(-) (limited to 'help/en_US/scilab_en_US_help/lsqlin.html') diff --git a/help/en_US/scilab_en_US_help/lsqlin.html b/help/en_US/scilab_en_US_help/lsqlin.html index aef773d..e9253c5 100644 --- a/help/en_US/scilab_en_US_help/lsqlin.html +++ b/help/en_US/scilab_en_US_help/lsqlin.html @@ -70,13 +70,13 @@
resnorm :

a double, objective value returned as the scalar value norm(C*x-d)^2.

residual : -

a vector of double, solution residuals returned as the vector C*x-d.

+

a vector of double, solution residuals returned as the vector d-C*x.

exitflag : -

Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the lsqlin macro.

+

A flag showing returned exit flag from Ipopt. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the lsqlin macro.

output :

Structure containing information about the optimization. This version only contains number of iterations.

lambda : -

Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper bound multiplier and linear equality, inequality constraints.

+

Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper bound multiplier and linear equality, inequality constraint multiplier.

Description

Search the minimum of a constrained linear least square problem specified by :

@@ -86,47 +86,41 @@

Examples

//A simple linear least square example
-C = [0.9501    0.7620    0.6153    0.4057
-0.2311    0.4564    0.7919    0.9354
-0.6068    0.0185    0.9218    0.9169
-0.4859    0.8214    0.7382    0.4102
-0.8912    0.4447    0.1762    0.8936];
-d = [0.0578
-0.3528
-0.8131
-0.0098
-0.1388];
-A = [0.2027    0.2721    0.7467    0.4659
-0.1987    0.1988    0.4450    0.4186
-0.6037    0.0152    0.9318    0.8462];
-b = [0.5251
-0.2026
-0.6721];
+C = [ 2 0;
+-1 1;
+0 2]
+d = [1
+0
+-1];
+A = [10 -2;
+-2 10];
+b = [4
+-4];
 [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b)
 // Press ENTER to continue

Examples

//A basic example for equality, inequality constraints and variable bounds
-C = [0.9501    0.7620    0.6153    0.4057
-0.2311    0.4564    0.7919    0.9354
-0.6068    0.0185    0.9218    0.9169
-0.4859    0.8214    0.7382    0.4102
-0.8912    0.4447    0.1762    0.8936];
-d = [0.0578
-0.3528
-0.8131
-0.0098
-0.1388];
-A =[0.2027    0.2721    0.7467    0.4659
-0.1987    0.1988    0.4450    0.4186
-0.6037    0.0152    0.9318    0.8462];
-b =[0.5251
-0.2026
-0.6721];
-Aeq = [3 5 7 9];
-beq = 4;
-lb = -0.1*ones(4,1);
-ub = 2*ones(4,1);
+C = [1 1 1;
+1 1 0;
+0 1 1;
+1 0 0;
+0 0 1]
+d = [89;
+67;
+53;
+35;
+20;]
+A = [3 2 1;
+2 3 4;
+1 2 3];
+b = [191
+209
+162];
+Aeq = [1 2 1];
+beq = 10;
+lb = repmat(0.1,3,1);
+ub = repmat(4,3,1);
 [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub)

Authors

-- cgit