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Re: Newbie question - sqp solver equality constraints function
From: |
alexegin |
Subject: |
Re: Newbie question - sqp solver equality constraints function |
Date: |
Thu, 29 Jun 2017 02:11:57 -0700 (PDT) |
Juan Pablo Carbajal-2 wrote
> Good luck and come back soon!
Hello again :)
I have the following code working:
clear all;
Y = 2.0 * rand( 5, 1 ) - 1.0;
f = 0.0025;
Lb = -1.0; # Lower bound
Ub = 1.0; # Upper bound
# Initial guess
R = ones( rows( Y ), 1 );
R( 2:2:end ) = R( 2:2:end ) * ( 2.0 / rows( Y ) ) * Ub;
R( 1:2:end ) = R( 1:2:end ) * ( 2.0 / rows( Y ) ) * Lb;
# Objective function
phi = @( x ) sumsq( x );
# Equality constraint function
g = @( x ) [ sum( x( x <= 0.0 ) ); sum( x( x >= 0.0 ) ) ] - [ Lb; Ub ];
# Non-equality constraint function
h = @( x ) f - x.' * Y;
# Solver
tic;
[ x, obj, info, iter, nf, l ] = sqp( R, phi, g, h, Lb, Ub );
tm = toc();
But if I set lower bound to zero ( *Lb = 0.0* ) I have the following error:
*error: qp: equality constraint matrix must be full row rank*
What am I doing wrong? I am stuck ...
--
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- Newbie question - sqp solver equality constraints function, alexegin, 2017/06/21
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/21
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/24
- Re: Newbie question - sqp solver equality constraints function,
alexegin <=
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/29