ConSolve - Revision history

Elias at 12:09, 10 January 2012

2012-01-10T12:09:02Z

← Older revision		Revision as of 07:09, 10 January 2012
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	==Calling Syntax==		==Calling Syntax==

	<~~syntaxhighlight~~ lang="matlab">		<source lang="matlab">
	Result = conSolve(Prob, varargin)		Result = conSolve(Prob, varargin)
	Result = tomRun('conSolve', Prob);		Result = tomRun('conSolve', Prob);
	</~~syntaxhighlight~~>		</source>

	==Inputs==		==Inputs==

Elias at 12:00, 10 January 2012

2012-01-10T12:00:03Z

← Older revision		Revision as of 07:00, 10 January 2012
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	</math>		</math>

	where <math>x,x_{L}</math>, <math>x_{U}\in \~~MATHSET~~{R}^{n}</math>,		where <math>x,x_{L}</math>, <math>x_{U}\in \mathbb{R}^{n}</math>,
	<math>c(x)</math>, <math>c_{L}</math>, <math>c_{U}\in \~~MATHSET~~{R}^{m_{1}}</math>,		<math>c(x)</math>, <math>c_{L}</math>, <math>c_{U}\in \mathbb{R}^{m_{1}}</math>,
	<math>A \in \~~MATHSET~~{R}^{m_{2}\times n}</math> and <math>b_{L},b_{U}\in \~~MATHSET~~{R}^{m_{2}}</math>.		<math>A \in \mathbb{R}^{m_{2}\times n}</math> and <math>b_{L},b_{U}\in \mathbb{R}^{m_{2}}</math>.

	==Calling Syntax==		==Calling Syntax==
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	==See Also==		==See Also==

	[[nlpSolve~~\|''nlpSolve'']]~~, ~~[[sTrustr\|''~~sTrustr~~'']]~~		nlpSolve, sTrustr

Elias: /* Outputs */

2011-07-17T18:30:04Z

Outputs

← Older revision		Revision as of 13:30, 17 July 2011
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	\|\|\|''ExitFlag''\|\|Flag giving exit status.		\|\|\|''ExitFlag''\|\|Flag giving exit status.
	\|-		\|-
	\|\|\|''ExitText'\|\|'Text string giving ''ExitFlag ''and ''Inform ''information.		\|\|\|''ExitText''\|\|'Text string giving ''ExitFlag ''and ''Inform ''information.
	\|-valign="top"		\|-valign="top"
	\|\|\|''Inform''\|\|Code telling type of convergence:		\|\|\|''Inform''\|\|Code telling type of convergence:

Elias: /* Inputs */

2011-07-17T18:29:33Z

Inputs

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	\|\|\|''f_Low''\|\|A lower bound on the optimal function value, see LineParam.fLowBnd below.		\|\|\|''f_Low''\|\|A lower bound on the optimal function value, see LineParam.fLowBnd below.
	\|-		\|-
	\|\|\|\|\|\|Used in convergence tests, ~~f k~~(~~x k~~) ''<''= ~~f Low~~. Only a feasible point ~~x k~~ is accepted.		\|\|\|\|\|\|Used in convergence tests, f_k(x_k) ''<''= f_Low. Only a feasible point x_k is accepted.
	\|-		\|-
	\|\|\|''FUNCS.f''\|\|Name of m-file computing the objective function ''f ''(''x'').		\|\|\|''FUNCS.f''\|\|Name of m-file computing the objective function ''f ''(''x'').
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	\|\|\|''FUNCS.c''\|\|Name of m-file computing the vector of constraint functions ''c''(''x'').		\|\|\|''FUNCS.c''\|\|Name of m-file computing the vector of constraint functions ''c''(''x'').
	\|-		\|-
	\|\|\|''FUNCS.dc''\|\|Name of m-file computing the matrix of constraint normals ''?c''(''x'')''/dx''.		\|\|\|''FUNCS.dc''\|\|Name of m-file computing the matrix of constraint normals ''δ''(''x'')''/dx''.
	\|-		\|-
	\|\|\|''PriLevOpt''\|\|Print level.		\|\|\|''PriLevOpt''\|\|Print level.
	\|- valign="top"		\|- valign="top"
	\|\|\|\|''optParam''\|\|Structure with optimization parameters, see ~~Table 141~~. Fields that are used: ''bTol'', ''cTol'', ''~~eps absf~~'', ''~~eps g~~'', ''~~eps x~~'', ''~~eps Rank~~'', ''IterPrint'', ''MaxIter'', ''QN InitMatrix'', ''~~size f~~'', ''~~size x~~'', ''xTol ''and ''wait''.		\|\|\|\|''optParam''\|\|Structure with optimization parameters, see [[TOMLAB Appendix A]]. Fields that are used: ''bTol'', ''cTol'', ''eps_absf'', ''eps_g'', ''eps_x'', ''eps_Rank'', ''IterPrint'', ''MaxIter'', ''QN InitMatrix'', ''size_f'', ''size_x'', ''xTol ''and ''wait''.
	\|-		\|-
	\|\|\|''LineParam''\|\|Structure with line search parameters. See ~~Table 140~~.		\|\|\|''LineParam''\|\|Structure with line search parameters. See [[TOMLAB Appendix A]].
	\|-		\|-
	\|\|\|''fLowBnd''\|\|A lower bound on the global optimum of f(x). The user might also give lower bound estimate in Prob.~~f Low~~ conSolve computes LineParam.fLowBnd as: LineParam.fLowBnd = max(Prob.~~f Low~~,Prob.LineParam.fLowBnd).		\|\|\|''fLowBnd''\|\|A lower bound on the global optimum of f(x). The user might also give lower bound estimate in Prob.f_Low conSolve computes LineParam.fLowBnd as: LineParam.fLowBnd = max(Prob.f_Low,Prob.LineParam.fLowBnd).
	\|-		\|-
	\|''varargin''\|\| colspan="2" \| Other parameters directly sent to low level routines.		\|''varargin''\|\| colspan="2" \| Other parameters directly sent to low level routines.

Elias: /* Outputs */

2011-07-17T18:22:13Z

Outputs

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	\|\|\|''cJac''\|\|Constraint Jacobian at optimum.		\|\|\|''cJac''\|\|Constraint Jacobian at optimum.
	\|-		\|-
	\|\|\|''xState''\|\|State of each variable, described in ~~Table 150~~ .		\|\|\|''xState''\|\|State of each variable, described in [[TOMLAB Appendix B]].
	\|-		\|-
	\|\|\|''bState''\|\|State of each linear constraint, described in ~~Table 151~~.		\|\|\|''bState''\|\|State of each linear constraint, described in [[TOMLAB Appendix B]].
	\|-		\|-
	\|\|\|''cState''\|\|State of each nonlinear constraint.		\|\|\|''cState''\|\|State of each nonlinear constraint.

Elias: /* Inputs */

2011-07-17T18:20:17Z

Inputs

← Older revision		Revision as of 13:20, 17 July 2011
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	\|\|\|''Solver.Alg''\|\|Choice of algorithm. Also affects how derivatives are obtained.		\|\|\|''Solver.Alg''\|\|Choice of algorithm. Also affects how derivatives are obtained.

	See following fields:		See following fields.

	0,1,2: Schittkowski SQP.		0,1,2: Schittkowski SQP.

Elias: /* Inputs */

2011-07-17T18:20:04Z

Inputs

← Older revision		Revision as of 13:20, 17 July 2011
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	\|\|\|''Solver.Alg''\|\|Choice of algorithm. Also affects how derivatives are obtained.		\|\|\|''Solver.Alg''\|\|Choice of algorithm. Also affects how derivatives are obtained.

	See following fields ~~and the table on page 92.~~		See following fields:

	0,1,2: Schittkowski SQP.		0,1,2: Schittkowski SQP.

Elias at 18:19, 17 July 2011

2011-07-17T18:19:08Z

Show changes

Elias at 12:19, 11 July 2011

2011-07-11T12:19:17Z

← Older revision		Revision as of 07:19, 11 July 2011
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			[[Category:Solvers]]
			{{cleanup\|Clean this article.}}

	==Purpose==		==Purpose==

Elias: /* Description */

2011-07-10T11:02:22Z

Description

← Older revision		Revision as of 06:02, 10 July 2011
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	\|4\|\|any\|\|1\|\|any\|\|BFGS, automatic diff gradient\|\|Han-Powell SQP		\|4\|\|any\|\|1\|\|any\|\|BFGS, automatic diff gradient\|\|Han-Powell SQP
	\|}		\|}
	~~'''~~M-files Used~~'''~~		==M-files Used==

	''ResultDef.m'', ''tomSolve.m'', ''LineSearch.m'', ''iniSolve.m'', ''endSolve.m'', ''ProbCheck.m''.		''ResultDef.m'', ''tomSolve.m'', ''LineSearch.m'', ''iniSolve.m'', ''endSolve.m'', ''ProbCheck.m''.