comparison scripts/optimization/sqp.m @ 8167:17352ccd860e

describe additional arguments in sqp() documentation string
author Ivan Sutoris <ivan.sutoris@gmail.com>
date Sat, 27 Sep 2008 16:53:40 +0200
parents d54f113aa983
children eb63fbe60fab
comparison
equal deleted inserted replaced
8166:4024fc815f8d 8167:17352ccd860e
15 ## You should have received a copy of the GNU General Public License 15 ## You should have received a copy of the GNU General Public License
16 ## along with Octave; see the file COPYING. If not, see 16 ## along with Octave; see the file COPYING. If not, see
17 ## <http://www.gnu.org/licenses/>. 17 ## <http://www.gnu.org/licenses/>.
18 18
19 ## -*- texinfo -*- 19 ## -*- texinfo -*-
20 ## @deftypefn {Function File} {[@var{x}, @var{obj}, @var{info}, @var{iter}, @var{nf}, @var{lambda}] =} sqp (@var{x}, @var{phi}, @var{g}, @var{h}) 20 ## @deftypefn {Function File} {[@var{x}, @var{obj}, @var{info}, @var{iter}, @var{nf}, @var{lambda}] =} sqp (@var{x}, @var{phi}, @var{g}, @var{h}, @var{lb}, @var{ub}, @var{maxiter}, @var{tolerance})
21 ## Solve the nonlinear program 21 ## Solve the nonlinear program
22 ## @iftex 22 ## @iftex
23 ## @tex 23 ## @tex
24 ## $$ 24 ## $$
25 ## \min_x \phi (x) 25 ## \min_x \phi (x)
36 ## @end ifnottex 36 ## @end ifnottex
37 ## subject to 37 ## subject to
38 ## @iftex 38 ## @iftex
39 ## @tex 39 ## @tex
40 ## $$ 40 ## $$
41 ## g(x) = 0 \qquad h(x) \geq 0 41 ## g(x) = 0 \qquad h(x) \geq 0 \qquad lb \leq x \leq ub
42 ## $$ 42 ## $$
43 ## @end tex 43 ## @end tex
44 ## @end iftex 44 ## @end iftex
45 ## @ifnottex 45 ## @ifnottex
46 ## 46 ##
47 ## @example 47 ## @example
48 ## g(x) = 0 48 ## g(x) = 0
49 ## h(x) >= 0 49 ## h(x) >= 0
50 ## lb <= x <= ub
50 ## @end example 51 ## @end example
51 ## @end ifnottex 52 ## @end ifnottex
52 ## 53 ##
53 ## @noindent 54 ## @noindent
54 ## using a successive quadratic programming method. 55 ## using a successive quadratic programming method.
128 ## [ d f(x) d f(x) d f(x) ] 129 ## [ d f(x) d f(x) d f(x) ]
129 ## transpose ( [ ------ ----- ... ------ ] ) 130 ## transpose ( [ ------ ----- ... ------ ] )
130 ## [ dx_1 dx_2 dx_N ] 131 ## [ dx_1 dx_2 dx_N ]
131 ## @end example 132 ## @end example
132 ## @end ifnottex 133 ## @end ifnottex
134 ##
135 ## The fifth and sixth arguments are vectors containing lower and upper bounds
136 ## on @var{x}. These must be consistent with equality and inequality
137 ## constraints @var{g} and @var{h}. If the bounds are not specified, or are
138 ## empty, they are set to -@var{realmax} and @var{realmax} by default.
139 ##
140 ## The seventh argument is max. number of iterations. If not specified,
141 ## the default value is 100.
142 ##
143 ## The eighth argument is tolerance for stopping criteria. If not specified,
144 ## the default value is @var{eps}.
133 ## 145 ##
134 ## Here is an example of calling @code{sqp}: 146 ## Here is an example of calling @code{sqp}:
135 ## 147 ##
136 ## @example 148 ## @example
137 ## function r = g (x) 149 ## function r = g (x)