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sqp: What are the equality and inequality constraint functions?

 From: Sebastian Schubert Subject: sqp: What are the equality and inequality constraint functions? Date: Wed, 12 Jan 2011 17:45:50 +0100 User-agent: KMail/1.13.5 (Linux/2.6.34.7-0.7-desktop; KDE/4.4.4; x86_64; ; )

Hi,

I have a non-linear, non-quadratic function to minimize with some
constraints and sqp might be usable. However, I don't fully understand
the manual. From the first part, especially,

---------------
Function File: [X, OBJ, INFO, ITER, NF, LAMBDA] = sqp (X, PHI, G,
H, LB, UB, MAXITER, TOLERANCE)
Solve the nonlinear program

min phi (x)
x

subject to

g(x)  = 0
h(x) >= 0
lb <= x <= ub
---------------

it looks like there is only a constraint for every single element of x
seperately (lb(1)<=x(1)<=ub(1), lb(2)<=x(2)<=ub(2), lb(3)<=x(3)<=ub(3),
...). One of my constraints is 0 <= x(i) <= 1 so I do need this. In
addition, I also need sum(x) = 1. With qp I was able to implement this
but is this also possible with sqp? The manual speaks of "the equality
and inequality constraint functions (which) must be of the form
r = f (x)
in which X is a vector and R is a vector." How is this connected to the
first part of the doc cited above?

Thank you
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