Quadratic Programming
Christian D'Aquino
christian.daquino at gmail.com
Wed Jul 15 18:44:12 CDT 2009
Hi All,
I'm a new user to Octave and I'm having a hard time on using the quadratic programming function. When I try to solve the function below:
x0 = [0;0]
cov = [1 -1;-1 2]
q = [-2;-6]
A = [1 -1;-1 2]
b = [2;3]
lb = [0;0]
ub = [1;1]
Alb = []
Ain = []
Aub = []
[x,obj,info,lambda] = qp(x0,cov,q,A,b,lb,ub,Alb,Ain,Aub)
It gives me a "qp: inequality constraint matrix has incorrect column dimension" error. My only innequallity constraint would be the ones set by "lb" an "ub". Doesn't it accept Alb, Ain and Aub to be null?
Can someone help me understand what I am missing here?
Thanks in advance,
Christian D'Aquino
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