Scilab Function

quapro - linear quadratic programming solver

Calling Sequence

[x,lagr,f]=quapro(Q,p,C,b [,x0])
[x,lagr,f]=quapro(Q,p,C,b,ci,cs [,x0])
[x,lagr,f]=quapro(Q,p,C,b,ci,cs,me [,x0])
[x,lagr,f]=quapro(Q,p,C,b,ci,cs,me,x0 [,imp])

Parameters

Description

Minimize 0.5*x'*Q*x + p'*x

under the constraint

C*x <= b
   

Minimize 0.5*x'*Q*x + p'*x

under the constraints

C*x <= b          ci <= x <= cs
   

Minimize 0.5*x'*Q*x + p'*x

under the constraints

 C(j,:) x = b(j),  j=1,...,me
 C(j,:) x <= b(j), j=me+1,...,me+md
 ci <= x <= cs
   

If no initial point is given the program computes a feasible initial point which is a vertex of the region of feasible points if x0='v'.

If x0='g', the program computes a feasible initial point which is not necessarily a vertex. This mode is advisable when the quadratic form is positive definite and there are few constraints in the problem or when there are large bounds on the variables that are just security bounds and very likely not active at the optimal solution.

Note that Q is not necessarily non-negative, i.e. Q may have negative eigenvalues.

Examples

See Also

Author