matlabexa.c

sqp程序包。用sqp算法实现非线性约束的优化求解

/* **************************************************************************** */
/*                                 user functions                               */
/* **************************************************************************** */
#include "o8para.h"

main() {
    void donlp2(void);
    
    donlp2();
    
    exit(0);
}
/* example from matlab newgroup , showing error of fmincon                */
/* Change donlp's parameter smalld in order to see it!                    */

/* **************************************************************************** */
/*                              donlp2 standard setup                           */
/* **************************************************************************** */
void setup0(void) {
    #define  X extern
    #include "o8comm.h"
    X DOUBLE epsfcn,taubnd;
    X INTEGER   difftype; 
    #undef   X
   
    
    static INTEGER j;

    strcpy(name,"matlabex");

    x[1] = 1.0e0;
    x[2] = 1.0e0;

    n    = 2;
    nh   = 0;
    ng   = 2;
    del0 = 1.00e0;
    tau0 = 1.0e4;
    tau  = .1e0;
    
    for (j = 0 ; j <= 2 ; j++) {
        gunit[1][j] = -1;
        gunit[2][j] = 0;
        gunit[3][j] = 0;
    }
    analyt = FALSE;
    epsdif = 1.e-8;
    nreset = 4;
    silent = FALSE;
    difftype = 3 ;
    epsfcn = 1.e-16;
    taubnd=1.0e0;
    return;
}

/* **************************************************************************** */
/*                                 special setup                                */
/* **************************************************************************** */
void setup(void) {
    #define  X extern
    #include "o8comm.h"
    #undef   X

    te2=TRUE;

    return;
}

/* **************************************************************************** */
/*  the user may add additional computations using the computed solution here   */
/* **************************************************************************** */
void solchk(void) {


    return;
}

/* **************************************************************************** */
/*                               objective function                             */
/* **************************************************************************** */
void ef(DOUBLE x[],DOUBLE *fx) {

    #define  X extern
    #include "o8fuco.h"
    #undef   X

    icf = icf+1;
    
    *fx = (x[1]+1.0e0/x[1])*(pow((x[2]-1.0e0),2)+1.0e0);
    
    return;
}

/* **************************************************************************** */
/*                          gradient of objective function                      */
/* **************************************************************************** */
void egradf(DOUBLE x[],DOUBLE gradf[]) {

    
    return;
}

/* **************************************************************************** */
/*                compute the i-th equality constaint, value is hxi             */
/* **************************************************************************** */
void eh(INTEGER i,DOUBLE x[],DOUBLE *hxi) {


    
    return;
}

/* **************************************************************************** */
/*              compute the gradient of the i-th equality constraint            */
/* **************************************************************************** */
void egradh(INTEGER i,DOUBLE x[],DOUBLE gradhi[]) {


}

/* **************************************************************************** */
/*              compute the i-th inequality constaint, bounds included          */
/* **************************************************************************** */
void eg(INTEGER i,DOUBLE x[],DOUBLE *gxi) {
    #define  X extern
    #include "o8fuco.h"
    #undef   X

    cres[i] +=1 ;
    if ( i == 1 ) 
    {
       *gxi = x[1]+x[2]-4.0e0;
    }
    if ( i == 2 ) 
    {
      *gxi = 1.0e0-pow(x[1]-3.0e0,2)-pow(x[2]-2.0e0,2);
    }
    return;
}

/* **************************************************************************** */
/*              compute the gradient of the i-th inequality constraint          */
/*          not necessary for bounds, but constant gradients must be set        */
/*                      here e.g. using dcopy from a data-field                 */
/* **************************************************************************** */
void egradg(INTEGER i,DOUBLE x[],DOUBLE gradgi[]) {


    return;
}

/* **************************************************************************** */
/*                        user functions (if bloc == TRUE)                      */
/* **************************************************************************** */
void eval_extern(INTEGER mode) {


    return;
}