X-Git-Url: http://gitweb.scilab.org/?p=scilab.git;a=blobdiff_plain;f=scilab%2Fmodules%2Foptimization%2Fhelp%2Fen_US%2Fqpsolve.xml;h=9ee5c15aa60b088299c9e3144c610f9e083082bc;hp=9cbca5bf8fca9dd1d2bebabff79638f96af96fdf;hb=a2a0a5bdfb33abec17d1a3d4c0c784a83ceb91c1;hpb=be5c54d100223145f813da887ddbc37108b084d1 diff --git a/scilab/modules/optimization/help/en_US/qpsolve.xml b/scilab/modules/optimization/help/en_US/qpsolve.xml index 9cbca5b..9ee5c15 100644 --- a/scilab/modules/optimization/help/en_US/qpsolve.xml +++ b/scilab/modules/optimization/help/en_US/qpsolve.xml @@ -1,30 +1,151 @@ -March 2008qpsolve linear quadratic programming solver - - - - - - Calling Sequence[x [,iact [,iter [,f]]]]=qpsolve(Q,p,C,b,ci,cs,me) - ParametersQreal positive definite symmetric matrix (dimension n x n).preal (column) vector (dimension n)Creal matrix (dimension (me + md) x - n). This matrix may be stored as either a dense - matrix either a sparse one. bRHS column vector (dimension (me + md))cicolumn 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').cscolumn vector of upper-bounds. (Same remarks as above).menumber of equality constraints (i.e. C(1:me,:)*x = b(1:me))xoptimal solution found.iactvector, indicator of active constraints. The first non - zero entries give the index of the active constraintsiter. 2x1 vector, first component gives the number of "main" - iterations, the second one says how many constraints were - deleted after they became active. - DescriptionMinimize 0.5*x'*Q*x + p'*xunder the constraints + + + March 2008 + + + + qpsolve + + linear quadratic programming solver + + + + Calling Sequence + + [x [,iact [,iter [,f]]]]=qpsolve(Q,p,C,b,ci,cs,me) + + + + 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). + This matrix may be stored as either a dense matrix either a sparse + one. + + + + + 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)) + + + + + x + + + optimal solution found. + + + + + iact + + + vector, indicator of active constraints. The first non zero + entries give the index of the active constraints + + + + + iter + + + . 2x1 vector, first component gives the number of "main" + iterations, the second one says how many constraints were deleted + after they became active. + + + + + + + Description + + Minimize 0.5*x'*Q*x + p'*x + + under the constraints + + C(j,:) x = b(j), j=1,...,me - C(j,:) x <= b(j), j=me+1,...,me+md - ci <= x <= cs + C(j,:) x <= b(j), j=me+1,...,me+md + ci <= x <= cs - ]]>This function requires Q to be positive definite, if it is - not the case, one may use the quapro function. - Examples + + This function requires Q to be positive definite, + if it is not the case, one may use the quapro function. + + + + Examples + + //Find x in R^6 such that: //C1*x = b1 (3 equality constraints i.e me=3) @@ -32,7 +153,7 @@ C1= [1,-1,1,0,3,1; -1,0,-3,-4,5,6; 2,5,3,0,1,0]; b1=[1;2;3]; -//C2*x <= b2 (2 inequality constraints) +//C2*x <= b2 (2 inequality constraints) C2=[0,1,0,1,2,-1; -1,0,2,1,1,0]; b2=[-1;2.5]; @@ -47,21 +168,48 @@ me=3; [x,iact,iter,f]=qpsolve(Q,p,C,b,ci,cs,me) //Only linear constraints (1 to 4) are active - ]]> - See Also - - quapro - - - optim - - - qp_solve - - - AuthorsS. Steer, INRIA (Scilab interface)Berwin A. Turlach,School of Mathematics and - Statistics (M019), The University of Western Australia, Crawley, - AUSTRALIA (solver code) - Used Functionsqpgen1.f (also named QP.solve.f) developped by Berwin A. Turlach according to the Goldfarb/Idnani algorithm - - \ No newline at end of file + + + + + See Also + + + optim + qp_solve + qld + + The contributed toolbox "quapro" may also be of interest, in + particular for singular Q. + + + + Authors + + + + S. Steer + + + , INRIA (Scilab interface) + + + + + Berwin A. Turlach + + + ,School of Mathematics and Statistics (M019), The University + of Western Australia, Crawley, AUSTRALIA (solver code) + + + + + + + Used Functions + + qpgen1.f (also named QP.solve.f) developped by Berwin A. Turlach + according to the Goldfarb/Idnani algorithm + +