Scilab Function

findparam - utility function for fsqp solver

Calling Sequence

[nf,nineqn,nineq,neqn,neq,nfsr,ncsrl,ncsrn,mesh_pts,nf0,ng0,nc0,nh0,na0]=findparam(list_obj,list_cntr,x0)

Parameters

Description

Given a list of objective functions and a list of constraints functions, and a vector x0, findparam returns useful fsqp parameters. The list of objectives should be: (use empty list when necessary: list() )

list_obj=list(...
               list(f_1,...,f_nf0),...     //regular objectives
        list(F_1,...,F_nfsr)        //SR objectives
              )
   

The f_i's are functions: y=f_i(x) should return the value of the ith regular objective as a function of x. y can be a column vector if several regular objectives are stacked together. y=F_i(x) is the ith sequentially related objective. y is a column vector which contains the ith set of SR-objectives (mesh_pts(i) is set to size(F_i(x),1) by findparam).

The list of constraints functions should be as follows:

list_cntr=list(...
 list(g_1,...,g_ng0),...     //regular nonlinear inequality
        list(G_1,...,G_ncsrn),...   //SR      nonlinear inequality
        list(c_1,...,c_nc0),...     //regular linear    inequality
        list(C_1,...,C_ncsrl),...   //SR      linear    inequality
        list(h_1,...,h_nh0),...     //nonlinear         equality
        list(A_1,...,A_na0)         //linear            equality
             )
   

Functions g_i's, c_i's, h_1 can return column vectors y (e.g. y=g_1(x)) if several constraints are stacked together. Functions G_i's, C_i's, A_i's should return in a column vector the set of appropriate SR constraints. Examples are given at the end of examplei.sce files. See listutils.sci: generic functions obj, cntr, grob, grcn are constructed from the lists list_obj, list_cntr, and similar lists list_grobj and list_cntr which contain the gradients of objectives and constraints (matrices whith nparam=dim(x) columns).

See Also