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optim

于 2015-01-07 发布文件大小:24KB

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Sequentielle Quadratische Optimierung fuer f(x) = Min!, g(x) >= 0, h(x) = 0 unter Regularitaetsbedingung FUNKTIONEN: gp.m, gp_g.m, restor.m, sigini.m name_f.m: Zielfunktion/Gradient name_g.m: Ungleichunen/Gradienten name_h.m: Gleichungen/Gradienten INPUT: name Name des Problems x zulaessiger Punkt als Startvektor OUTPUT: (x,y,z) Kuhn-Tucker-Punkt f = f(x) Funktionswert errorcode = 1: Max. Schrittzahl in Iteration errorcode = 2: Max. Schrittzahl in Backtracking errorcode = 3: x nicht zulaessig

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