mpt_call_qpc

Purpose

A gateway function to QPC solver (without errorchecks)

Syntax

R = mpt_call_qpc(S)

Description

The function implements call to QPC solver based on formulation from Opt class. Only QP and LP problems are supported. It is assumed that QP/LP entering this function (for LP ../../../../fig/mpt/modules/solvers/mpt_call_qpc1.png) is of the form

../../../../fig/mpt/modules/solvers/mpt_call_qpc10.png

which is passed to QPC solver directly. Sparse inputs are converted to full if needed. QPC offers two types of algorithms to solve QP/LP. For an interior point method specify in the field "solver" a string "qpip". Otherwise active set method is chosen by default.

Input Arguments

S

Structure of the Opt class.

Class: struct

S.H

Quadratic part of the objective function.

Class: double

Default: []

S.f

Linear part of the objective function.

Class: double

S.A

Linear part of the inequality constraints ../../../../fig/mpt/modules/solvers/mpt_call_qpc2.png.

Class: double

S.b

Right hand side of the inequality constraints ../../../../fig/mpt/modules/solvers/mpt_call_qpc3.png.

Class: double

S.Ae

Linear part of the equality constraints ../../../../fig/mpt/modules/solvers/mpt_call_qpc4.png.

Class: double

Default: []

S.be

Right hand side of the equality constraints ../../../../fig/mpt/modules/solvers/mpt_call_qpc5.png.

Class: double

Default: []

S.lb

Lower bound for the variables ../../../../fig/mpt/modules/solvers/mpt_call_qpc6.png.

Class: double

Default: []

S.ub

Upper bound for the variables ../../../../fig/mpt/modules/solvers/mpt_call_qpc7.png.

Class: double

Default: []

S.n

Problem dimension (number of variables).

Class: double

S.m

Number of inequalities in ../../../../fig/mpt/modules/solvers/mpt_call_qpc8.png.

Class: double

S.me

Number of equalities in ../../../../fig/mpt/modules/solvers/mpt_call_qpc9.png.

Class: double

S.problem_type

A string specifying the problem to be solved.

Class: char

S.test

Call (false) or not to call (true) MPT global settings.

Class: logical

Default: false

S.solver

Specific routine to be called of QPC. To call interior point method, specify "qpip". To call active set method, specify "qpas" or leave empty.

Class: char

Output Arguments

R

result structure

Class: struct

R.xopt

Optimal solution.

Class: double

R.obj

Optimal objective value.

Class: double

R.lambda

Lagrangian multipliers.

Class: double

R.exitflag

An integer value that informs if the result was feasible (1), or otherwise (different from 1).

Class: double

R.how

A string that informs if the result was feasible ('ok'), or if any problem appeared through optimization

Class: char

See Also

mpt_solve


© 2010-2013 Martin Herceg: ETH Zurich, herceg@control.ee.ethz.ch