Optimization: principles and algorithms, by Michel Bierlaire
run2003.m
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1 %> \file
2 %> Runs example 20.3 with the local SQP algorithm of \cite Bier15-book (Table 20.5)
3 %>
4 %> @note Calls \ref localSqp
5 %>
6 %> @ingroup Running
7 %> @ingroup chap20
8 %> @author Michel Bierlaire
9 %> @date Fri Mar 27 15:43:45 2015
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11 x0 = [0.5 ; 1.3] ;
12 lambda0 = 1 ;
13 eps = 1.0e-8 ;
14 [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