| Description |
The RSQP Toolbox is developed based on the theory of reduced Hessian successive quadratic programming for large scale optimization.
The toolbox is a collection of functions that extend the capability of MATLAB Optimization Toolbox in solving optimization problems with
(a)high dimensionality and
(b)few degrees of freedom and
(c)equality constraints and
(d)bounds on variables
The problems can be stated as follows:
min f(x)
s.t. Aeq*x = beq
ceq(x) = 0
lb<=x<=ub
The main routine rsqp of the toolbox is fully compatible with fmincon, and the helper function nlconst_rsqp runs parallel to nlconst. The function for quadratic programming, qpsub2, is modified from qpsub (Revision 1.34) to deal with the sparse structure of matrix and speed up the calculation of large-scale problems.
Copyright (c) 2006, Institute of Industrial Control, Zhejiang University
All Rights Reserved
Permission is hereby granted, free of charge, to use, copy, modify, and distribute this software and its documentation, provided that the above copyright notice appear in all copies and that the copyright notice and this permission notice appear in all supporting documentation, an acknowledgement is given to the Institute of Industrial Control, Zhejiang University and notified to us by Email within a reasonable time. |
