Optimization: principles and algorithms, by Michel Bierlaire
chap20
run2003.m
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%> \file
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%> Runs example 20.3 with the local SQP algorithm of \cite Bier15-book (Table 20.5)
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%>
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%> @note Calls \ref
localSqp
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%>
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%> @ingroup Running
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%> @ingroup chap20
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%> @author Michel Bierlaire
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%> @date Fri Mar 27 15:43:45 2015
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x0 = [0.5 ; 1.3] ;
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lambda0 = 1 ;
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eps = 1.0e-8 ;
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[solution,lambda] =
localSqp
(
'ex2003'
,x0,lambda0,eps,1000)
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localSqp
function localSqp(in problem, in x0, in lambda0, in eps, in maxiter)
Applies the local SQP method to solve subject to where and .
Copyright 2015-2018
Michel Bierlaire