32 lines
983 B
Mathematica
32 lines
983 B
Mathematica
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function varargout = optimize(varargin)
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%OPTIMIZE Computes solution to optimization problem
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%
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% DIAGNOSTIC = OPTIMIZE(Constraint,Objective,options) is the common command to
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% solve optimization problems of the following kind
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%
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% min Objective
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% subject to
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% Constraint
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%
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% NOTES
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% To obtain solution for a variable, use VALUE.
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% To obtain dual variable for a constraint, use DUAL.
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% See YALMIPERROR for error codes returned in output.
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%
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% OUTPUT
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% diagnostic : Diagnostic information
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%
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% INPUT
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% Constraint : Object describing constraints. Can be [].
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% Objective : Object describing the objective. Can be [].
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% options : Options structure. See SDPSETTINGS. Can be [].
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%
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% EXAMPLE
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% A = randn(15,5);b = rand(15,1)*5;c = randn(5,1);
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% x = sdpvar(5,1);
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% diagnostics = optimize(A*x<=b,c'*x);value(x)
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%
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% See also SDPVAR, @SDPVAR/VALUE, SDPSETTINGS, YALMIPERROR
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[varargout{1:nargout}] = solvesdp(varargin{:});
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