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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 03:47:43 -0700 (PDT) |
Juan Pablo Carbajal-2 wrote
> Nevertheless the function g is not meaningful when Lb or Ub are 0 ...
> Do you set the initial guess with this property?
> What are you trying to achieve?
You are right - when Lb ( Ub ) is zero, equality constraint function becomes
just:
g = @( x ) sum( x ) - Ub;
I am trying to achieve a kind of /universal solution/ - I run Octave script
from another process, prepearing data for it (see dlmread above). I would
like to have an opportunity to set Lb to -1.0 or to 0.0 while /runnig the
same script/, somewhat:
# I am not sure the following syntax is possible
if ( Lb < 0.0 )
g = @( x ) [ sum( x( x <= 0.0 ) ); sum( x( x >= 0.0 ) ) ] - [ Lb; Ub ];
else
g = @( x ) sum( x ) - Ub;
endif
As for initial guess, I set it this way (assume that Lb = -1.0):
R = ones( rows( Y ), 1 );
R( 2:2:end ) = R( 2:2:end ) * ( 2.0 / rows( Y ) ) * Ub; # sum( R( R >= 0.0 )
) = 1.0
R( 1:2:end ) = R( 1:2:end ) * ( 2.0 / rows( Y ) ) * Lb; # sum( R( R <= 0.0 )
) = -1.0
--
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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, 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 <=
- 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