Mercurial > hg > octave-nkf
comparison scripts/optimization/sqp.m @ 8167:17352ccd860e
describe additional arguments in sqp() documentation string
author | Ivan Sutoris <ivan.sutoris@gmail.com> |
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date | Sat, 27 Sep 2008 16:53:40 +0200 |
parents | d54f113aa983 |
children | eb63fbe60fab |
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8166:4024fc815f8d | 8167:17352ccd860e |
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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) |