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CUTEr >> CUTEr > cute2qp

cute2qp

Convert a LQ CUTEr problem into a matrix representation.

Calling Sequence

[Q,p,r,C,b,me] = cute2qp(N,cl,cu,equatn)

Parameters

N

An integer, the dimension of the unknown vector.

cl

A vector, the CUTEr contraints lower bounds (see csetup).

cu

A vector, the CUTEr contraints upper bounds (see csetup).

equatn

A boolean array whose i-th component is %t if the i-th constraint is an equation and %f else (see csetup)

Q

A symetric square matrix, the quadratic term of the objective.

p

A vector, the linear term of the objective.

r

A scalar, the constant part of the objective.

C

A matrix, the linear term of the constraints

b

A vector, the constant term of the constraints

me

An integer, the number of equality constraints.

Description

If the current CUTEr problem is a linear quadratic problem, this fonction translate it into the LQ problem matrix form:

Which is suitable for the quapro, qld and qpsolve solvers.

Examples

probpath=TMPDIR+'/AVGASA';
sifdecode(get_sif_path()+'/sif/AVGASA.SIF',probpath)
buildprob(probpath)
//initialize problem routines data structures
[XSTART,bl,bu,v,cl,cu,equatn,linear] = csetup(probpath+'/OUTSDIF.d', [%t %t %f]);
[Q,p,r,C,b,me] = cute2qp(N,cl,cu,equatn)
[xopt,lagr,info]=qld(Q,p,C,b,bl,bu,me)

See Also

Authors

Used Functions


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