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Newbie question - sqp solver equality constraints function
From: |
alexegin |
Subject: |
Newbie question - sqp solver equality constraints function |
Date: |
Wed, 21 Jun 2017 09:40:57 -0700 (PDT) |
Hello all!
I am trying to use *sqp* solver to find optimal vector *X*. All of the
vector elements /must/ meet the following constraints:
# 1. All of the elements must be more than -1.0 and less than 1.0-1.0 < X(i)
< 1.0# 2.1 Sum of all elements those are _less than zero_ must be equal to
-1.0# 2.2 Sum of all the elements those are _more than zero_ must be equal
to 1.0dMinuses = 0.0;dPluses = 0.0;for i = 1:rows( X ) if ( X( i ) < 0.0
) dMinuses += X( i ); else dPluses += X( i ); endif;endfor;bResult =
( ( dMinuses + 1.0 ) == 0.0 ) && ( ( dPluses - 1.0 ) == 0.0 );
The first constraint -1.0 < X(i) < 1.0 can be easily passed to *sqp* solver
by upper and lower bounds.But I do not know how to pass the second ones
*simultaneously*:
SUM( X( i ) ) - 1.0 = 0.0, X( i ) >= 0.0SUM( X( i ) ) + 1.0 = 0.0, X( i ) <
0.0
Thank you very much in advance.
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- Newbie question - sqp solver equality constraints function,
alexegin <=
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/21
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/22
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/24
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, Juan Pablo Carbajal, 2017/06/29
- Re: Newbie question - sqp solver equality constraints function, alexegin, 2017/06/29