QPSOLVER

Solves quadratic programming problems using a specified QP solver.

Contents

Function of MOBY-DIC TOOLBOX.

Description

This function computes the solution of the following quadratic problem:

$$ \min_x 0.5 x' H x + f' x $$

subject to:

$$ Ax \leq B $$

$$ Aeq x = Beq $$

qpSolver is an interface to the following QP solvers for Matlab:

CLP is included in the MOBY-DIC Toolbox. Other solvers must be installed separately, if not available. YALMIP must be configured by the user before being used as a solver.

Syntax

[x, fval, status, solver_info] = qpSolver(H,f,A,B,Aeq,Beq,solver)

H and f are the matrices defining the quadratic cost ($\min_x 0.5 x' H x + f' x$). A and B are the matrices defining the inequality constraints ($A x <= B$). Aeq and Beq are the matrices defining the equality constraints ($Aeq x = Beq$). solver is a string indicating the solver to be used. Available choices are listed above. x is the optimal solution and fval the optimal value. status is a flag which indicates (if equal to 1) that the solution is feasible and optimal. solver_info returns additional information provided by the selected solver.

Acknowledgements

Contributors:

Copyright is with:


Published with MATLAB® 7.8