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From: Torsten Hennig <Torsten.Hennig@umsicht.fhg.de>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Which to use (quadprog or fmincon)?
Date: Tue, 16 Dec 2008 02:29:00 EST
Organization: The Math Forum
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> Torsten Hennig <Torsten.Hennig@umsicht.fhg.de> wrote
> in 
> news:9303149.1229327097884.JavaMail.jakarta@nitrogen.m
> athforum.org:
> 
> > 
> > 
> > The following link might be interesting for you:
> > 
> > http://plato.asu.edu/sub/nlores.html
> > 
> > Here a list of codes for the solution of quadratic
> > programming problems is given.
> > Especially notice the link to the MATLAB code
> called MINQ.
> > 
> > Best wishes
> > Torsten.
> > 
> 
> 
> Hi Torsten... thanks for the link, I'll be checking
> it
> over carefully to see if I can find something useful.
> 
> MINQ doesn't seem like it will work for me, since it
> only
> allows bounds constraints.  I have inequalities.
> 
> I'm still confused by a minor point (I am not, as
> should
> be obvious by now, a mathmetician by trade).
> 
> How is it even possible to convert inequalities to
> equalities,
> unless you know that all variables are implicitly >=
> 0?
> 
> It seems to me that the transform of
> 
> x1 + x2 <= 40 to    x1 + x2 + __Slack1 = 40 only
> works
> if you know __Slack1 >= 0.  And that seems to me to
> mean that
> either (a) the solver must implicitly force variables
> to >=0
> or (b) it must allow bounds in addition to
> equalities.
> 
> So it seems that if I have inequalities, I can never
> use
> the large-scale quadprog, because I can't force them
> to 
> equalities, because I can't pass bounds.
> 
> Is this really true, or am I just missing something?
> 
> 
> 

As far as I can tell, you are right.
Maybe the MATLAB program MINQDEF is an option for you
(follow the link to MINQ).

Best wishes
Torsten.