Mercurial > hg > octave-lyh
diff scripts/optimization/sqp.m @ 6741:00116015904d
[project @ 2007-06-18 16:07:14 by jwe]
author | jwe |
---|---|
date | Mon, 18 Jun 2007 16:07:14 +0000 |
parents | 2a04f026ef54 |
children | 40e1255eda0e |
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--- a/scripts/optimization/sqp.m +++ b/scripts/optimization/sqp.m @@ -20,30 +20,36 @@ ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{x}, @var{obj}, @var{info}, @var{iter}, @var{nf}, @var{lambda}] =} sqp (@var{x}, @var{phi}, @var{g}, @var{h}) ## Solve the nonlinear program -## @ifinfo +## @iftex +## @tex +## $$ +## \min_x \phi (x) +## $$ +## @end tex +## @end iftex +## @ifnottex ## ## @example ## min phi (x) ## x ## @end example ## -## @end ifinfo +## @end ifnottex +## subject to ## @iftex ## @tex +## $$ +## g(x) = 0 \qquad h(x) \geq 0 +## $$ ## @end tex ## @end iftex -## subject to -## @ifinfo +## @ifnottex ## ## @example ## g(x) = 0 ## h(x) >= 0 ## @end example -## @end ifinfo -## @iftex -## @tex -## @end tex -## @end iftex +## @end ifnottex ## ## @noindent ## using a successive quadratic programming method. @@ -109,11 +115,22 @@ ## function and the second should point to a function that computes the ## gradient of the constraint function: ## +## @iftex +## @tex +## $$ +## \Bigg( {\partial f(x) \over \partial x_1}, +## {\partial f(x) \over \partial x_2}, \ldots, +## {\partial f(x) \over \partial x_N} \Bigg)^T +## $$ +## @end tex +## @end iftex +## @ifnottex ## @example ## [ d f(x) d f(x) d f(x) ] ## transpose ( [ ------ ----- ... ------ ] ) ## [ dx_1 dx_2 dx_N ] ## @end example +## @end ifnottex ## ## Here is an example of calling @code{sqp}: ##