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This function is similar to qp
of core Octave.
Solve the quadratic program
min 0.5 x'*H*x + x'*f x
subject to
A*x <= b, Aeq*x = beq, lb <= x <= ub.
The initial guess x0 and the constraint arguments (A and
b, Aeq and beq, lb and ub) can be set to
the empty matrix ([]
) if not given. If the initial guess
x0 is feasible the algorithm is faster.
options can be set with optimset
, currently the only
option is MaxIter
, the maximum number of iterations (default:
200).
Returned values:
Position of minimum.
Value at the minimum.
Status of solution:
0
Maximum number of iterations reached.
-2
The problem is infeasible.
-3
The problem is not convex and unbounded
1
Global solution found.
4
Local solution found.
Structure with additional information, currently the only field is
iterations
, the number of used iterations.
Structure containing Lagrange multipliers corresponding to the constraints.
This function calls Octave’s __qp__
back-end algorithm internally.
Next: lsqnonlin, Previous: linprog, Up: Compatibility wrappers [Index]