1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
|
// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) INRIA - Serge Steer
//
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution. The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
//
function [x, iact, iter, f]=qpsolve(Q,p,C,b,ci,cs,me)
Cb=[];bb=[];
isCsparse=typeof(C)=='sparse'|ci<>[]|cs<>[]
C(me+1:$,:)=-C(me+1:$,:);
b(me+1:$)=-b(me+1:$);
// replace boundary contraints by linear constraints
Cb=[];bb=[];
if ci<>[] then
Cb=[Cb;speye(Q)]
bb=[bb;ci]
end
if cs<>[] then
Cb=[Cb;speye(Q)]
bb=[bb;-cs]
end
C=[C;Cb];b=[b;bb]
[x, iact, iter, f]=qp_solve(Q,-p,C',b,me)
endfunction
|
