Mercurial > hg > octave-lyh
diff scripts/optimization/qp.m @ 6741:00116015904d
[project @ 2007-06-18 16:07:14 by jwe]
author | jwe |
---|---|
date | Mon, 18 Jun 2007 16:07:14 +0000 |
parents | 2a715c6409a5 |
children | 9de60a998cf3 |
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--- a/scripts/optimization/qp.m +++ b/scripts/optimization/qp.m @@ -18,33 +18,39 @@ ## 02110-1301, USA. ## -*- texinfo -*- -## @deftypefn {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@var{x0}, @var{H}, @var{q}, @var{A}, @var{b}, @var{lb}, @var{ub}, @var{A_lb}, @var{Ain}, @var{A_ub}) +## @deftypefn {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@var{x0}, @var{H}, @var{q}, @var{A}, @var{b}, @var{lb}, @var{ub}, @var{A_lb}, @var{A_in}, @var{A_ub}) ## Solve the quadratic program -## @ifinfo +## @iftex +## @tex +## $$ +## \min_x {1 \over 2} x^T H x + x^T q +## $$ +## @end tex +## @end iftex +## @ifnottex ## ## @example ## min 0.5 x'*H*x + x'*q ## x ## @end example ## -## @end ifinfo +## @end ifnottex +## subject to ## @iftex ## @tex +## $$ +## Ax = b \qquad lb \leq x \leq ub \qquad A_{lb} \leq A_{in} \leq A_{ub} +## $$ ## @end tex ## @end iftex -## subject to -## @ifinfo +## @ifnottex ## ## @example ## A*x = b ## lb <= x <= ub -## A_lb <= Ain*x <= A_ub +## A_lb <= A_in*x <= A_ub ## @end example -## @end ifinfo -## @iftex -## @tex -## @end tex -## @end iftex +## @end ifnottex ## ## @noindent ## using a null-space active-set method.