Optimization: principles and algorithms, by Michel Bierlaire
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Sequential quadratic programming

List of Octave codes related to Chapter 20 of [1]. More...

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file  ex1906.m
 

\[\min f(x)=100(x_2-x_1^2)^2+(1-x_1)^2\]

subject to

\[x_1-x_2^2-\frac{1}{2} \]


 
file  ex2002.m
 

\[\min f(x)=x_1+x_2\]

subject to

\[x_1^2+(x_2-1)^2-1=0 \]


 
file  ex2003.m
 

\[\min f(x)=2(x_1^2+x_2^2-1)-x_1\]

subject to

\[x_1^2+x_2^2=1 \]


 
file  globalSqp.m
 Algorithm 20.2: global SQP algorithm.
 
file  localSqp.m
 Algorithm 20.1: local SQP algorithm.
 
file  run2002.m
 Runs example 20.2 with the local SQP algorithm of [1] (Tables 20.1, 20.2, 20.3, 20.4)
 
file  run2003.m
 Runs example 20.3 with the local SQP algorithm of [1] (Table 20.5)
 
file  run2004.m
 Runs example 20.4 with the local SQP algorithm of [1] (Table 20.6)
 
file  run2007.m
 Runs example 20.7 with the global SQP algorithm of [1] (Tables 20.7, 20.8)
 

Detailed Description

List of Octave codes related to Chapter 20 of [1].

Copyright 2015-2016 Michel Bierlaire