Changeset 214

Timestamp:

03/22/10 15:35:37 (6 years ago)

Author:

altafang

Message:

Adding tentative implementation of convex solver that can handle nonlinear constraints

Location:

branches/cvxopt/mystic-0.1a2

Files:

• examples/test_cvxnonlinear.py (added)
• examples/test_cvxquadratic.py (modified) (2 diffs)
• mystic/cvx_nonlinearconstraints.py (added)
• mystic/cvx_quadratic.py (modified) (2 diffs)

branches/cvxopt/mystic-0.1a2/examples/test_cvxquadratic.py

@@ -17 +17 @@
 
 #---------------------------------------------------------------------
-# Test 1: Simple example of using conveqp()
+# Test 1: Simple example of using convexqp()
 # Demonstrates minimal convexqp interface
 
@@ -48 +48 @@
 
        and b = [1.]
-            
-       
-
 
     Expected results

branches/cvxopt/mystic-0.1a2/mystic/cvx_quadratic.py

@@ -196 +196 @@
         G = matrix(constraints['G'])
         h = matrix(constraints['h'])
-        A = matrix(constraints['A'])
-        b = matrix(constraints['b'])
+        try:
+            A = matrix(constraints['A'])
+            b = matrix(constraints['b'])
+        except:
+            A = None
+            b = None
         P = matrix(P)
         q = matrix(q)
@@ -960 +964 @@
 def convexqp(P, q, constraints, x0=None, s0=None, y0=None, z0=None,
              reltol=1e-6, abstol=1e-7, refinement=None, correction=True,
-             dims = None, feastol=1e-7, args=(), maxiter=None,disp=1,retall=0, 
+             dims = None, feastol=1e-7, args=(), maxiter=None, disp=1, retall=0, 
              callback=None, full_output=True):
     """Minimize a quadratic convex problem subject to constraints.