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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 05:12:55 -0700 (PDT) |
Juan Pablo Carbajal-2 wrote
> ...
> Yeah, that's fine.
> Make sure your initial guess is also compatible with Lb and Ub.
It is amazing, but - *yes, it is fine*! After answering you I put it that
way and - it works! Now I have the following code with the initial guess
setting:
R = ones( rows( Y ), 1 );
if ( Lb < 0.0 )
R( 2:2:end ) = R( 2:2:end ) * ( ( Ub - Lb ) / rows( Y ) ) * Ub;
R( 1:2:end ) = R( 1:2:end ) * ( ( Ub - Lb ) / rows( Y ) ) * Lb;
R( 2, 1 ) += 1.0 - sum( R( R >= 0.0 ) );
R( 1, 1 ) -= sum( R( R <= 0.0 ) ) + 1.0;
else
R = R * ( Ub + Lb ) / rows( Y );
endif
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
Everithing works, but ... one more thing - although initial guess is met
equality constraints exactly, i.e. *sum( R( R <= 0.0 ) ) = -1.0* and *sum(
R( R >= 0.0 ) ) = 1.0*, the result of sqp solver is not - *sum( x( x <= 0.0
) )* is a bit less than -1.0 and *sum( x( x >= 0.0 ) )* is a bit more than
1.0.
Do you have any ideas why it is so - maybe tune the tolerance of sqp?
--
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- Re: Newbie question - sqp solver equality constraints function, (continued)
- 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, 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