59 lines
2.4 KiB
Mathematica
59 lines
2.4 KiB
Mathematica
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function [f,df] = sqplab_fun(x)
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global SQPLABDATA
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xevaled = zeros(1,length(SQPLABDATA.interfacedata.c));
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xevaled(SQPLABDATA.linearindicies) = x;
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% Experimental support for arbitrary functions
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if SQPLABDATA.evalinobjective
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if SQPLABDATA.monominobjective
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if ~isempty(SQPLABDATA.bilinears)
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xevaled(SQPLABDATA.bilinears(:,1)) = xevaled(SQPLABDATA.bilinears(:,2)).*xevaled(SQPLABDATA.bilinears(:,3));
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else
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xevaled(SQPLABDATA.nonlinearindicies) = prod(repmat(xevaled,length(SQPLABDATA.nonlinearindicies),1).^SQPLABDATA.monomtable(SQPLABDATA.nonlinearindicies,:),2);
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end
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end
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for i = 1:length(SQPLABDATA.interfacedata.evalMap)
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arguments = SQPLABDATA.evalMap{i}.prearg;
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arguments{2} = xevaled(SQPLABDATA.interfacedata.evalMap{i}.variableIndex);
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xevaled(SQPLABDATA.interfacedata.evalVariables(i)) = feval(arguments{:});
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end
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end
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if SQPLABDATA.monominobjective
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if ~isempty(SQPLABDATA.bilinears)
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xevaled(SQPLABDATA.bilinears(:,1)) = xevaled(SQPLABDATA.bilinears(:,2)).*xevaled(SQPLABDATA.bilinears(:,3));
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else
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xevaled(SQPLABDATA.nonlinearindicies) = prod(repmat(xevaled,length(SQPLABDATA.nonlinearindicies),1).^SQPLABDATA.monomtable(SQPLABDATA.nonlinearindicies,:),2);
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end
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end
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xevaled = xevaled(:);
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if SQPLABDATA.SimpleLinearObjective
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f = SQPLABDATA.interfacedata.c'*xevaled;
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else
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f = (SQPLABDATA.interfacedata.c'+xevaled'*SQPLABDATA.interfacedata.Q)*xevaled;
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end
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if SQPLABDATA.SimpleLinearObjective
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df = SQPLABDATA.interfacedata.c(SQPLABDATA.linearindicies);
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elseif SQPLABDATA.SimpleQuadraticObjective
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df = SQPLABDATA.interfacedata.c(SQPLABDATA.linearindicies) + 2*SQPLABDATA.interfacedata.Q(SQPLABDATA.linearindicies,SQPLABDATA.linearindicies)*x;
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elseif SQPLABDATA.SimpleNonlinearObjective
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df = [];
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for i = 1:length(SQPLABDATA.linearindicies)
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xevaled = zeros(1,length(SQPLABDATA.interfacedata.c));
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xevaled(SQPLABDATA.linearindicies) = x;
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mt = SQPLABDATA.monomtable;
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oldpower = mt(:,SQPLABDATA.linearindicies(i));
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mt(:,SQPLABDATA.linearindicies(i)) = mt(:,SQPLABDATA.linearindicies(i))-1;
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xevaled = prod(repmat(xevaled,size(mt,1),1).^mt,2);
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xevaled = xevaled(:)'.*oldpower';xevaled(isnan(xevaled))=0;
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df = [df;SQPLABDATA.interfacedata.c'*xevaled'];
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end
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df = df + 2*SQPLABDATA.interfacedata.Q(SQPLABDATA.linearindicies,SQPLABDATA.linearindicies)*x;
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else
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df = [];
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end
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