lssol.m

来自「％ Atomizer Main Directory, Version .802 」· M 代码 · 共 78 行

%LSSOL   Convex quadratic programming and linear least-square code LSSOL by
%        Gill et. al.
%        [x,obj,lambda,istate,iter,inform,A,b,kx] = lssol(A,b,c,C,x,l,u,tp,msg,kx)
%        solves the problem 
%                        minimize     f(x)
%                        subject to   ( )     ( x )    ( )
%                                     (l) =<  (   ) =< (u)
%                                     ( )     ( Cx)    ( )
%        where f(x) is one of the following objective functions:
%         tp = 'fp'    f(x) = none                       
%         tp = 'lp'    f(x) = c'*x                       
%         tp = 'qp1'   f(x) = 0.5*x'*A*x                 
%         tp = 'qp2'   f(x) = c'*x + 0.5*x'*A*x          A symmetric and psd
%         tp = 'qp3'   f(x) = 0.5*x'*A'*A*x              A symmetric and psd
%         tp = 'qp4'   f(x) = c'*x + 0.5*x'*A'*A*x       A upper-trapezoidal
%         tp = 'ls1'   f(x) = 0.5*norm(b-A*x)^2          
%         tp = 'ls2'   f(x) = c'*x + 0.5*norm(b-A*x)^2   
%         tp = 'ls3'   f(x) = 0.5*norm(b-A*x)^2          A upper-trapezoidal
%         tp = 'ls4'   f(x) = c'*x + 0.5*norm(b-A*x)^2   A upper-trapezoidal
%        
%        On successful termination, x contains the optimal solution, and
%        obj contains the final objective function value. Lambda contains
%        the Lagrange multiplier vector, istate denotes the status of the
%        constraints and iter denotes the number of iterations. Inform
%        contains information about the exit status of LSSOL. Msg 
%        determines the amount of output. Msg=0 gives no output, 
%        msg = 10 gives one line per iteration. Kx determines the column
%        ordering of R and A for the cases where A is upper-trapezoidal.
%        On exit, A and b are transformed according to the user's guide.
%  
%        This version dated 16-Jan-1992.

%        M-file written by    Anders Forsgren
%                             Division of Optimization and Systems Theory
%                             Department of Mathematics
%                             Royal Institute of Technology
%                             S-100 44 Stockholm
%                             Sweden
%                             [e-mail]

function [x,obj,lambda,istate,iter,inform,A,b,kx] = lssol(A,b,c,C,x,l,u,tp,msg,kx)

[m,n] = size(A);
if m == 0
   A = zeros(x');
   b = 0;
   [m,n] = size(A);
end

if nargin < 8
   tp = 'ls1';
end
if nargin < 9
   msg = 10;
end
if nargin < 10
   kx = [1:m]';
end

[mC,nC] = size(C);
[lc] = length(c);
[lx] = length(x);
[ll] = length(l);
[lu] = length(u);

if (lc > 0 & lc ~= lx ) | ll ~= lu | ll ~= mC + lx | (nC > 0 & nC ~= lx),
   clear m n mC nC lc lx ll lu obj lambda istate iter inform msg
   disp('                                                              ')
   disp(' --- Error using lssol, incompatible dimensions of input data.')
   disp(' --- Lssol not executed. Please check below and correct.      ')
   disp('                                                              ')
   whos
else
   [x,obj,lambda,istate,iter,inform,A,b,kx] = lssolmex(A,b,c,C,x,l,u,tp,msg,kx);
end