Mercurial > hg > octave-nkf

comparison scripts/optimization/qp.m @ 20375:f1d0f506ee78 stable

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
doc: Update more docstrings to have one sentence summary as first line. Reviewed optimization, polynomial, signal script directories. * scripts/optimization/fminbnd.m, scripts/optimization/fminsearch.m, scripts/optimization/fminunc.m, scripts/optimization/fsolve.m, scripts/optimization/fzero.m, scripts/optimization/glpk.m, scripts/optimization/lsqnonneg.m, scripts/optimization/pqpnonneg.m, scripts/optimization/qp.m, scripts/optimization/sqp.m, scripts/polynomial/compan.m, scripts/polynomial/mkpp.m, scripts/polynomial/mpoles.m, scripts/polynomial/pchip.m, scripts/polynomial/poly.m, scripts/polynomial/polyaffine.m, scripts/polynomial/polyder.m, scripts/polynomial/polyeig.m, scripts/polynomial/polyfit.m, scripts/polynomial/polygcd.m, scripts/polynomial/polyint.m, scripts/polynomial/polyout.m, scripts/polynomial/polyval.m, scripts/polynomial/ppder.m, scripts/polynomial/ppint.m, scripts/polynomial/ppjumps.m, scripts/polynomial/ppval.m, scripts/polynomial/residue.m, scripts/polynomial/roots.m, scripts/polynomial/spline.m, scripts/polynomial/splinefit.m, scripts/polynomial/unmkpp.m, scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m, scripts/signal/arma_rnd.m, scripts/signal/autoreg_matrix.m, scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/detrend.m, scripts/signal/diffpara.m, scripts/signal/durbinlevinson.m, scripts/signal/fftconv.m, scripts/signal/fftfilt.m, scripts/signal/fftshift.m, scripts/signal/filter2.m, scripts/signal/freqz.m, scripts/signal/hamming.m, scripts/signal/hanning.m, scripts/signal/hurst.m, scripts/signal/ifftshift.m, scripts/signal/periodogram.m, scripts/signal/sinc.m, scripts/signal/sinetone.m, scripts/signal/sinewave.m, scripts/signal/spectral_adf.m, scripts/signal/spectral_xdf.m, scripts/signal/spencer.m, scripts/signal/stft.m, scripts/signal/synthesis.m, scripts/signal/unwrap.m, scripts/signal/yulewalker.m: Update more docstrings to have one sentence summary as first line.
author Rik <rik@octave.org>
date Mon, 04 May 2015 21:50:57 -0700
parents 9fc020886ae9
children 83792dd9bcc1
comparison
equal deleted inserted replaced
20374:df437a52bcaf 20375:f1d0f506ee78
22 ## @deftypefnx {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@var{x0}, @var{H}, @var{q}) 22 ## @deftypefnx {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@var{x0}, @var{H}, @var{q})
23 ## @deftypefnx {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@var{x0}, @var{H}, @var{q}, @var{A}, @var{b}) 23 ## @deftypefnx {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@var{x0}, @var{H}, @var{q}, @var{A}, @var{b})
24 ## @deftypefnx {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}) 24 ## @deftypefnx {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})
25 ## @deftypefnx {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}) 25 ## @deftypefnx {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})
26 ## @deftypefnx {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@dots{}, @var{options}) 26 ## @deftypefnx {Function File} {[@var{x}, @var{obj}, @var{info}, @var{lambda}] =} qp (@dots{}, @var{options})
27 ## Solve the quadratic program 27 ## Solve a quadratic program (QP).
28 ##
29 ## Solve the quadratic program defined by
28 ## @tex 30 ## @tex
29 ## $$ 31 ## $$
30 ## \min_x {1 \over 2} x^T H x + x^T q 32 ## \min_x {1 \over 2} x^T H x + x^T q
31 ## $$ 33 ## $$
32 ## @end tex 34 ## @end tex
58 ## 60 ##
59 ## @end ifnottex 61 ## @end ifnottex
60 ## @noindent 62 ## @noindent
61 ## using a null-space active-set method. 63 ## using a null-space active-set method.
62 ## 64 ##
63 ## Any bound (@var{A}, @var{b}, @var{lb}, @var{ub}, @var{A_lb}, 65 ## Any bound (@var{A}, @var{b}, @var{lb}, @var{ub}, @var{A_lb}, @var{A_ub})
64 ## @var{A_ub}) may be set to the empty matrix (@code{[]}) if not 66 ## may be set to the empty matrix (@code{[]}) if not present. If the initial
65 ## present. If the initial guess is feasible the algorithm is faster. 67 ## guess is feasible the algorithm is faster.
66 ## 68 ##
67 ## @table @var 69 ## @table @var
68 ## @item options 70 ## @item options
69 ## An optional structure containing the following 71 ## An optional structure containing the following parameter(s) used to define
70 ## parameter(s) used to define the behavior of the solver. Missing elements 72 ## the behavior of the solver. Missing elements in the structure take on
71 ## in the structure take on default values, so you only need to set the 73 ## default values, so you only need to set the elements that you wish to
72 ## elements that you wish to change from the default. 74 ## change from the default.
73 ## 75 ##
74 ## @table @code 76 ## @table @code
75 ## @item MaxIter (default: 200) 77 ## @item MaxIter (default: 200)
76 ## Maximum number of iterations. 78 ## Maximum number of iterations.
77 ## @end table 79 ## @end table