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/qpipoptmat.html | 35 +++++++++++++++------------- 1 file changed, 19 insertions(+), 16 deletions(-) (limited to 'help/en_US/scilab_en_US_help/qpipoptmat.html') diff --git a/help/en_US/scilab_en_US_help/qpipoptmat.html b/help/en_US/scilab_en_US_help/qpipoptmat.html index 73c7298..6c195ea 100644 --- a/help/en_US/scilab_en_US_help/qpipoptmat.html +++ b/help/en_US/scilab_en_US_help/qpipoptmat.html @@ -70,32 +70,35 @@

a vector of double, the computed solution of the optimization problem.

fopt :

a double, the function value at x.

+
residual : +

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 qpipoptmat 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 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 quadratic optimization problem specified by : -find the minimum of f(x) such that

+

Search the minimum of a constrained linear quadratic optimization problem specified by :

The routine calls Ipopt for solving the quadratic problem, Ipopt is a library written in C++.

Examples

- 
//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];
-b = [2; 2; 3];
+   
//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];
+b = [5;3];
 lb = [0; 0];
 ub = [%inf; %inf];
 [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub)
@@ -116,7 +119,7 @@ find the minimum of f(x) such that

 param = list("MaxIter", 300, "CpuTime", 100);
 //and minimize 0.5*x'*H*x + f'*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)

+[xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param)

Authors

-- cgit