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comparison scripts/optimization/sqp.m @ 7361:a2870fd8ac58

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[project @ 2008-01-12 07:50:54 by jwe]
author jwe
date Sat, 12 Jan 2008 07:50:55 +0000
parents 120f3135952f
children fe9a44d753d6
comparison
equal deleted inserted replaced
7360:1e716cb4b2a3 7361:a2870fd8ac58
710 if (! isempty (cigradfcn)) 710 if (! isempty (cigradfcn))
711 res = [feval(cigradfcn,x); eye(numel(x)); -eye(numel(x))]; 711 res = [feval(cigradfcn,x); eye(numel(x)); -eye(numel(x))];
712 endif 712 endif
713 713
714 ### endfunction 714 ### endfunction
715
716 %! function r = g (x)
717 %!
718 %! r = [ sumsq(x)-10;
719 %! x(2)*x(3)-5*x(4)*x(5);
720 %! x(1)^3+x(2)^3+1 ];
721 %! endfunction
722 %!
723 %! function obj = phi (x)
724 %! obj = exp(prod(x)) - 0.5*(x(1)^3+x(2)^3+1)^2;
725 %! endfunction
726 %!
727 %!test
728 %! x0 = [-1.8; 1.7; 1.9; -0.8; -0.8];
729 %!
730 %! [x, obj, info, iter, nf, lambda] = sqp (x0, @phi, @g, [])
731 %!
732 %! x_opt = [-1.717143501952599;
733 %! 1.595709610928535;
734 %! 1.827245880097156;
735 %! -0.763643103133572;
736 %! -0.763643068453300];
737 %!
738 %! obj_opt = 0.0539498477702739
739 %!
740 %! assert (all (abs (x-x_opt) < sqrt (eps)) && abs (obj-obj_opt) < sqrt (eps));