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## Re: qp(): how do I get a simple inequality constraint?

**From**: |
Leo Butler |

**Subject**: |
Re: qp(): how do I get a simple inequality constraint? |

**Date**: |
Fri, 23 Sep 2011 09:58:41 -0400 |

**User-agent**: |
Gnus/5.110018 (No Gnus v0.18) Emacs/23.2 (gnu/linux) |

forkandwait <address@hidden> writes:
>* Hi all,*
>
>* I am trying to use qp to do an example in Caswell's Matrix Population Models*
>* 2001 (p147). (I also know very little about optimization, so please bear with*
>* me.)*
>
>* Octave's qp seems to have different parameters than either ML's quadprog or*
>* Caswell's 2001 version of qp. Since I don't really know what is going on, I *
>* am*
>* trying to work the example "formally".*
>
>* Here is the set up. The problem in Caswell is posed as:*
>
>* min (p'*G*p)/2 + f'*p*
>
>* subject to C*p <= b*
>
>
>* In his sample code to qp (with no initial guess of x0), that is written as:*
>
>* p = qp(G, f, C, b)*
>
>* However the Octave documentation states that with qp(X0,H,Q,A,B), A*x = b --*
>* i.e. that A and b define an EQUALITY constraint, not an inequality constraint.*
>
>* How do I get an inequality constraint like Caswell's, and make sure not to *
>* have*
>* any equality constraints? Do I use A_LB and set the other parameters == []?*
>
>* Thanks for any help!*
In my first post, I should have said to use A_lb, A_in and A_ub to
enforce the inequallity on your slack variable, as you divined.

**qp(): how do I get a simple inequality constraint?**, *forkandwait*, `2011/09/22`
**Re: qp(): how do I get a simple inequality constraint?**, *Leo Butler*, `2011/09/23`
**Re: qp(): how do I get a simple inequality constraint?**,
*Leo Butler* **<=**
**Re: qp(): how do I get a simple inequality constraint?**, *forkandwait*, `2011/09/23`
**Re: qp(): how do I get a simple inequality constraint?**, *Jordi GutiĆ©rrez Hermoso*, `2011/09/23`
**Re: qp(): how do I get a simple inequality constraint?**, *Leo Butler*, `2011/09/24`
**Re: qp(): how do I get a simple inequality constraint?**, *fork*, `2011/09/26`
**Re: qp(): how do I get a simple inequality constraint?**, *Leo Butler*, `2011/09/27`
**Re: qp(): how do I get a simple inequality constraint?**, *fork*, `2011/09/27`