XGitUrl: 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 lowerbounds (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 upperbounds. (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 lowerbounds (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 upperbounds. (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
+
+