The SQP method

Please specify the number of the problem you want to deal with. You find them
here.
problem number =

Please specify the amount of intermediate output
only final results
display iteration details

Please choose the initial guess for x
predefined value (see description)
my own choice Please type xstart(1),...,xstart(n) in the following textarea

Your choice of the algorithmic parameters:
Default values
My own choice:

tau0:, upper bound for infeasibility, must be > 0
tau0 =

del0: upper bound for δ (determines the active set)
del0 = Important : 0 < del0

delmin: lower bound for δ . Any inequality with value less than delmin will be considered ''active''.
delmin = Important: 0 < delmin < del0

&epsilon: >= 2.2e-16, recommended >= 1.0e-7, the parameter indicating ''sufficient accuracy''
epsx =

smallw : >= 2.2e-16 bound for the dual infeasibility
smallw =

rho: bound for indicating ''rank deficient active set''
rho =

rho1: bound for indicating singular Hessian
rho1 =

Do you want a contour plot of the penalty function?
This is done in the (x(i),x(k)) plane over the rectangle [x(i)-xdecr1,x(i)+xincr1]*[x(k)-xdecr2,x(k)+xincr2],
with the other components of x held at their current (optimal) values.
Of course i < > k !
no contour plot
contourplot request
i =
k =
xdecr1 =
xincr1 =
xdecr2 =
xincr2 =

treatment of bounds:
The bounds will not be violated in plotting.
Plot on the given area

Warning!!! - This may take some time.

Click on "evaluate", in order to submit your input.

problem descriptions

back to the theory page

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23.06.2010