Re: Could someone tell me Matlabs output for this?

[Barbara Lócsi]

Minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 

feasible directions, to within the default value of the optimality tolerance,

and constraints are satisfied to within the default value of the constraint tolerance.

<stopping criteria details>

x =

   -0.1000

    0.3000

    0.0354

    0.2836

obj =

   -0.1462

flag =

     1

op = 

            message: 'Minimum found that satisfies the constraints.…'

          algorithm: 'interior-point-convex'

      firstorderopt: 4.1738e-10

    constrviolation: 0

         iterations: 5

       cgiterations: []

lambda = 

    ineqlin: [3x1 double]

      eqlin: 0.0120

      lower: [4x1 double]

      upper: [4x1 double]

Optimization completed: The relative dual feasibility, 1.541976e-17,

is less than options.OptimalityTolerance = 1.000000e-08, the complementarity measure,

5.962502e-11, is less than options.OptimalityTolerance, and the relative maximum constraint

violation, 4.934325e-17, is less than options.ConstraintTolerance = 1.000000e-08.

Optimization Metric                                            Options

relative dual feasibility =   1.54e-17             OptimalityTolerance =   1e-08 (default)

complementarity measure =   5.96e-11               OptimalityTolerance =   1e-08 (default)

relative max(constraint violation) =   4.93e-17    ConstraintTolerance =   1e-08 (default)

2016-03-27 13:32 GMT+02:00 Olaf Till <address@hidden>:

Could someone please run this (from a testscript of Asma Afzal) in
Matlab and report the output? I'd like to make sure where in the
output quadprog should put the lambda for too close upper and lower
bounds. Thanks, Olaf

C = [0.9501    0.7620    0.6153    0.4057
    0.2311    0.4564    0.7919    0.9354
    0.6068    0.0185    0.9218    0.9169
    0.4859    0.8214    0.7382    0.4102
    0.8912    0.4447    0.1762    0.8936];
d = [0.0578
    0.3528
    0.8131
    0.0098
    0.1388];
A =[0.2027    0.2721    0.7467    0.4659
    0.1987    0.1988    0.4450    0.4186
    0.6037    0.0152    0.9318    0.8462];
b =[0.5251
    0.2026
    0.6721];
Aeq = [3 5 7 9];
beq = 4;
lb = -0.1*ones(4,1);
lb(4)= -Inf;
lb(2)=0.3;
ub = 0.3*ones(4,1);
ub(4)=Inf;
H=C'*C;f=-C'*d;
[x,obj,flag,op,lambda]=quadprog(H,f,A,b,Aeq,beq,lb,ub)

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