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<h3 class="section">24.2 Quadratic Programming</h3>
<p>Octave can also solve Quadratic Programming problems, this is
<pre class="example"> min 0.5 x'*H*x + x'*q
</pre>
<p>subject to
<pre class="example"> A*x = b
lb <= x <= ub
A_lb <= A_in*x <= A_ub
</pre>
<!-- ./optimization/qp.m -->
<p><a name="doc_002dqp"></a>
<div class="defun">
— Function File: [<var>x</var>, <var>obj</var>, <var>info</var>, <var>lambda</var>] = <b>qp</b> (<var>x0, H, q, A, b, lb, ub, A_lb, A_in, A_ub</var>)<var><a name="index-qp-1802"></a></var><br>
<blockquote><p>Solve the quadratic program
<pre class="example"> min 0.5 x'*H*x + x'*q
x
</pre>
<p>subject to
<pre class="example"> A*x = b
lb <= x <= ub
A_lb <= A_in*x <= A_ub
</pre>
<p class="noindent">using a null-space active-set method.
<p>Any bound (<var>A</var>, <var>b</var>, <var>lb</var>, <var>ub</var>, <var>A_lb</var>,
<var>A_ub</var>) may be set to the empty matrix (<code>[]</code>) if not
present. If the initial guess is feasible the algorithm is faster.
<p>The value <var>info</var> is a structure with the following fields:
<dl>
<dt><code>solveiter</code><dd>The number of iterations required to find the solution.
<br><dt><code>info</code><dd>An integer indicating the status of the solution, as follows:
<dl>
<dt>0<dd>The problem is feasible and convex. Global solution found.
<br><dt>1<dd>The problem is not convex. Local solution found.
<br><dt>2<dd>The problem is not convex and unbounded.
<br><dt>3<dd>Maximum number of iterations reached.
<br><dt>6<dd>The problem is infeasible.
</dl>
</dl>
</p></blockquote></div>
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distrib
>
Mandriva
>
2010.0
>
i586
>
media
>
contrib-release
>
by-pkgid
>
3e60ff9d4d6f58c8fbd17208f14089fa
>
files
>
341
