analysis.m

基于matlab的约束非线性规划算法库

function [phaseout, termout, X, Aset, Abounds, alphalate, Wklate, betalate] = ...
             Analysis(k,Xin,n,p,f,c,Teq,Tineq,LB,UB,alpha,alphakm1,Wk,Wkm1,betak,betakm1,phase,term)
%Call: [phaseout, termout, X, Aset, Abounds, alphalate, Wklate, betalate] = ...
%            Analysis(k,Xin,n,p,f,c,Teq,Tineq,LB,UB,alpha,alphakm1,Wk,Wkm1,betak,betakm1,phase,term)
%Do some analysis in order to see if GN is working -later!
%Update some quantities
%
%disp('In Analysis')
delta1 = 0.5;
delta2 = 0.1;
delta3 = 1e-3; %***********************
betalate = betak;
Wklate = Wk;
alphalate = alpha;
phaseout = phase;
termout = term;
Aset = 1:Teq;
IndNeg = find(c(Teq+1:Teq+Tineq) <= 0);
if (max(size(IndNeg))+Teq) <= n
    Aset = [Aset IndNeg];
else
    disp('T exceeds n in working set')
    phaseout = 123
    termout = -1000
end
X = Xin;
Abounds = zeros(n,1);
i = find(Xin<=LB);
X(i)=LB(i);
Abounds(i) = 1;
j = find(Xin>=UB);
X(j) = UB(j);
Abounds(j) = -1;
%Check to see if Newton's method should be used
%
if phase == 2 %Newton already in use
    %the closeness to the solution should not decrease
    if betak >= betakm1
        phaseout = 124
        termout = -1001
    else
        disp('Newton ok!')
    end
else %check to see if Newton should be used
    if (k ~= 0) & (betak>betakm1*delta1) & (betak<=delta2*norm(f)) & (norm(c(Aset))<delta3)...
        & (alpha<0.25)
        phaseout = 2;
        disp('Newton suggested')
    end
end