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cgr

Evaluate gradient of the objective or Lagrangian function, and the gradients of the general constraint functions

Calling Sequence

[g,cjac] = cgr(x,v,options)

Parameters

x

real vector, problem variable

v

v is the current estimate of the Lagrange multipliers

options

a 2-dimensional boolean vector

g

gradient of the objective function

cjac

gradients of the general constraint functions

Description

cgrEvaluate gradient of the objective or Lagrangian function, and the gradients of the general constraint functions.

[g,cjac]=cgr(x)returns the gradient of the objective function in g and the gradients of the general constraint functions in cjac. cjac(i,j) contains the partial derivative of the i-th constraint with respect to the j-th variable.

[g,cjac]=cgr(x,v)returns the gradient of the Lagrangian function in g and the gradients of the general constraint functions in cjac, where x is the current estimate of the solution and v is the current estimate of the Lagrange multipliers.

[g,cjac]=cgr(x,v,options), where options is a 2-dimensional boolean vector, allows cjac to be transposed and requests the gradient of the Lagrangian to be placed in g.

options( 1 ) = jtrans, set to %t if the user wants the transpose of the Jacobian, where the i,j-th component is the partial derivative of the j-th constraint with respect to the i-th variable. If options is not given, jtrans defaults to %f.

options( 2 ) = grlagf, set to %t if the gradient of the Lagrangian is required and set to %f if the gradient of the objective function is sought. Note that grlagf defaults to %f if v is not given, and defaults to 1 if v is given.

Examples

sifdecode(get_sif_path()+'sif/BT1.SIF',TMPDIR+'/BT1')
buildprob(TMPDIR+'/BT1')
[x,bl,bu,v,cl,cu,equatn,linear] = csetup(TMPDIR+'/BT1/OUTSDIF.d');
[g,cjac] = cgr(x,v)

Authors

Bibliography

Based on CUTEr authored by

Nicholas I.M. Gould - n.gould@rl.ac.uk - RAL

Dominique Orban - orban@ece.northwestern.edu - Northwestern

Philippe L. Toint - Philippe.Toint@fundp.ac.be - FUNDP

see http://hsl.rl.ac.uk/cuter-www


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