Optimization: principles and algorithms, by Michel Bierlaire
run2007.m
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1 %> \file
2 %> Runs example 20.7 with the global SQP algorithm of \cite Bier15-book (Tables 20.7, 20.8)
3 %>
4 %> @note Calls \ref globalSqp
5 %>
6 %> @ingroup Running
7 %> @ingroup chap20
8 %> @author Michel Bierlaire
9 %> @date Fri Mar 27 16:02:07 2015
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11 x0 = [-0.1 ; 1] ;
12 lambda0 = 1 ;
13 eps = 1.0e-8 ;
14 [solution,lambda] = globalSqp('ex2002',x0,lambda0,eps,1000)
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16 x0 = [0.1 ; 1] ;
17 lambda0 = 1 ;
18 eps = 1.0e-8 ;
19 [solution,lambda] = globalSqp('ex2002',x0,lambda0,eps,1000)
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globalSqp
function globalSqp(in problem, in x0, in lambda0, in eps, in maxiter)
Applies the global SQP method to solve subject to where and .
ex2002
function ex2002(in x, in index)
Copyright 2015-2018 Michel Bierlaire