\$LastChangedDate: 2008-03-26 09:50:39 +0100 (Wed, 26 Mar 2008) \$ qld linear quadratic programming solver Calling Sequence [x,lagr]=qld(Q,p,C,b,ci,cs,me [,tol]) [x,lagr,info]=qld(Q,p,C,b,ci,cs,me [,tol]) Parameters Q real positive definite symmetric matrix (dimension n x n). p real (column) vector (dimension n) C real matrix (dimension (me + md) x n) b RHS column vector (dimension (me + md)) ci column vector of lower-bounds (dimension n). If there are no lower bound constraints, put ci = []. If some components of x are bounded from below, set the other (unconstrained) values of ci to a very large negative number (e.g. ci(j) = -number_properties('huge'). cs column vector of upper-bounds. (Same remarks as above). me number of equality constraints (i.e. C(1:me,:)*x = b(1:me)) tol :Floatting point number, required prÃ©cision. x optimal solution found. lagr vector of Lagrange multipliers. If lower and upper-bounds ci,cs are provided, lagr has n + me + md components and lagr(1:n) is the Lagrange vector associated with the bound constraints and lagr (n+1 : n + me + md) is the Lagrange vector associated with the linear constraints. (If an upper-bound (resp. lower-bound) constraint i is active lagr(i) is > 0 (resp. <0). If no bounds are provided, lagr has only me + md components. info integer, return the execution status instead of sending errors. info==1 : Too many iterations needed info==2 : Accuracy insufficient to statisfy convergence criterion info==5 : Length of working array is too short info==10: The constraints are inconsistent Description This function requires Q to be positive definite, if it is not the case, one may use the The contributed toolbox "quapro". Examples See Also qpsolve optim The contributed toolbox "quapro" may also be of interest, in particular for singular Q. Authors K.Schittkowski , University of Bayreuth, Germany A.L. Tits and J.L. Zhou , University of Maryland Used Functions ql0001.f in modules/optimization/src/fortran/ql0001.f