SOL LPOPT - Revision history

Elias at 17:03, 22 January 2012

2012-01-22T17:03:33Z

← Older revision		Revision as of 13:03, 22 January 2012
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	===Description of Inputs===		===Description of Inputs===

	~~<figtable id~~=~~"tab~~:~~specs">~~		====Table: The following fields are used:====

	{\| class="wikitable"		{\| class="wikitable"
	~~\|+<caption>The following fields are used:</caption>~~
	~~\|-valign="top"~~
	!#\|\|SPECS keyword text\|\|Lower\|\|Default\|\|Upper\|\|Comment		!#\|\|SPECS keyword text\|\|Lower\|\|Default\|\|Upper\|\|Comment
	\|-valign="top"		\|-valign="top"
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	\|-valign="top"		\|-valign="top"
	\|52.\|\|EXPAND FREQUENCY\|\|''> ''0\|\|5		\|52.\|\|EXPAND FREQUENCY\|\|''> ''0\|\|5
	~~</figtable>~~

Elias at 15:16, 9 December 2011

2011-12-09T15:16:05Z

← Older revision		Revision as of 11:16, 9 December 2011
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	</math>		</math>

	where <math>c, x \in \~~MATHSET~~{R}^n</math>, <math>A \in \~~MATHSET~~{R}^{m_1 \times		where <math>c, x \in \mathbb{R}^n</math>, <math>A \in \mathbb{R}^{m_1 \times
	n}</math>, and <math>b_L,b_U \in \~~MATHSET~~{R}^{n+m_1}</math>.		n}</math>, and <math>b_L,b_U \in \mathbb{R}^{n+m_1}</math>.

	If isempty(c) (or all(c==0), then a feasible point problem is solved (FP). Otherwise a standard linear programming problem is solved (LP)		If isempty(c) (or all(c==0), then a feasible point problem is solved (FP). Otherwise a standard linear programming problem is solved (LP)
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	</math>		</math>

	where <math>c, x, x_L, x_U \in \~~MATHSET~~{R}^n</math>, <math>A \in \~~MATHSET~~{R}^{m_1		where <math>c, x, x_L, x_U \in \mathbb{R}^n</math>, <math>A \in \mathbb{R}^{m_1
	\times n}</math>, and <math>b_L,b_U \in \~~MATHSET~~{R}^{m_1}</math>.		\times n}</math>, and <math>b_L,b_U \in \mathbb{R}^{m_1}</math>.

	===Calling Syntax===		===Calling Syntax===

Elias: /* Direct Solver Call */

2011-08-25T13:59:44Z

Direct Solver Call

← Older revision		Revision as of 09:59, 25 August 2011
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	==Direct Solver Call==		==Direct Solver Call==

	A direct solver call is not recommended unless the user is 100 % sure that no other solvers will be used for the problem. Please refer to ~~Section 3.4.2~~ for information on how to use LPOPT with TOMLAB.		A direct solver call is not recommended unless the user is 100 % sure that no other solvers will be used for the problem. Please refer to [[#Using TOMLAB]] for information on how to use LPOPT with TOMLAB.

	===Purpose===		===Purpose===

Elias at 13:20, 22 August 2011

2011-08-22T13:20:51Z

Show changes

Elias: Created page with "{{Part Of Manual|title=the SOL Manual|link=SOL}} ==Direct Solver Call== A direct solver call is not recommended unless the user is 100 % sure that no other solvers will..."

2011-08-21T16:38:22Z

Created page with "{{Part Of Manual|title=the SOL Manual|link=SOL}} ==Direct Solver Call== A direct solver call is not recommended unless the user is 100 % sure that no other solvers will..."

New page

{{Part Of Manual|title=the SOL Manual|link=[[SOL|SOL]]}}
==Direct Solver Call==

A direct solver call is not recommended unless the user is 100 % sure that no other solvers will be used for the problem. Please refer to Section 3.4.2 for information on how to use LPOPT with TOMLAB.

===Purpose===

''lpopt ''solves dense linear optimization problems defined as

If isempty(c) (or all(c==0), then a feasible point problem is solved (FP). Otherwise a standard linear programming problem is solved (LP)

===Calling Syntax===

<pre>
[Inform, Iter, iState, Ax, cLamda, Obj, x] = lpopt(A, bl, bu, c, Warm, x, iState, SpecsFile, PrintFile, SummFile, PriLev, optPar );
</pre>

===Description of Inputs===

{| class="wikitable"
!colspan="2"|The following fields are used:
|-valign="top"
|''A ''||Constraint matrix, m x n (DENSE).
|-valign="top"
|''bl ''||Lower bounds on (x,Ax), m+n x 1 vector (DENSE).
|-valign="top"
|''bu ''||Upper bounds on (x,Ax), m+n x 1 vector (DENSE).
|-valign="top"
|''c ''||Linear objective function cost coeffs, n x 1 (DENSE). If length(c) ''< ''n, setting c(1:n)=0;
|-valign="top"
|''Warm''||If Warm ''> ''0, then warm start, otherwise cold Start. Default 0. If warm start, then x and iState must be set properly. Normally the values from last call to lpopt are used.
|-valign="top"
|''x''||Initial estimate of solution vector x. (DENSE) If length(x) ¡ n, the rest of the elements in x are set to 0.
|-valign="top"
|''iState''||Working set (if Warm start) (n+m) x 1 (DENSE) If length(iState) ¡ n+m, setting iState(1:n+m)=0;

''iState(i)=0: ''Corresponding constraint not in the initial QP working set.

''iState(i)=1: ''Inequality constraint at its lower bound in QP working set.

''iState(i)=2: ''Inequality constraint at its upper bound in QP working set.

''iState(i)=3: ''Equality constraint in the initial QP working set,bl(i)==bu(i).

|-valign="top"
|''SpecsFile ''||Name of the OPTIONS File, see TOMLAB Guide.
|-valign="top"
|''PrintFile ''||Name of the Print file. Name includes the path, maximal number of characters = 500.
|-valign="top"
|''SummFile ''||Name of the Summary file. Name includes the path, maximal number of char- acters = 500.
|-valign="top"
|''PriLev ''||Print level in the lpopt MEX-interface.

= 0 Silent.

= 1 Summary information.

= 2 More detailed information. if isempty(PriLev), set as 0.
|-valign="top"
|''optPar ''||Vector with optimization parameters overriding defaults and the optionally specified SPECS file. If length(optPar) ¡ 62, lpopt sets the rest of the values to missing value (-999).
|}

===Description of Outputs===

{| class="wikitable"
!colspan="2"|The following fields are used:
|-valign="top"
|''Inform''||Result of LPOPT run.

0 = Optimal solution with unique minimizer found.

1 = A dead point was reached.

2 = The solution appears to be unbounded (or badly scaled).

3 = The constraints could not be satisfied. The problem has no feasible solu- tion.

4 = Too many iterations, in either phase.

5 = The Maximum degrees of freedom is too small. The reduced Hessian must expand if further progress is too be made.

6 = An input parameter was invalid.

7 = The problem type was not recognized. Other = UNKNOWN LPOPT Inform value.
|-valign="top"
|''Iter''||Number of iterations.
|-valign="top"
|''iState ''||Status of working set, se input description of iState.
|-valign="top"
|''Ax ''||A*x.
|-valign="top"
|''cLamda ''||Lagrangian multipliers (dual solution vector) (m x 1 vector).
|-valign="top"
|''Obj ''||Objective function value at optimum.
|-valign="top"
|''x ''||Solution vector with decision variable values (n x 1 vector).
|}