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Re: qp(): how do I get a simple inequality constraint?


From: Leo Butler
Subject: Re: qp(): how do I get a simple inequality constraint?
Date: Tue, 27 Sep 2011 16:53:32 -0400
User-agent: Gnus/5.110018 (No Gnus v0.18) Emacs/23.2 (gnu/linux)

fork <address@hidden> writes:

>> [x, obj, info, lambda] = qp ([0;0], H, q, A, b, lb, ub, A_lb, A_in,
>> A_ub)
>
> Would it be fair to say that qp really only *needs* these parameters:
>
> x0, H, q, A, b, A_in, A_ub
>
> and that the others are redundant/ convenience functions? Use "A" and "b" to
> define the equality constraints and "A_in" and "A_ub" to define the inequality
> constraints?
>
> Seems to me that "lb" and "ub" and "A_lb" can be all be set with the right
> (possibly negative) entries in A_in and A_ub.  Is that true?

Yes. The cost is paid in the size of A_in and A_ub.

I take it that your original question is resolved?



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