The Sequential Quadratic Programming (SQP) algorithm is commonly used for solving constrained optimization problems. In MATLAB, you can use the fmincon
function with the Algorithm
option set to 'sqp'
to implement the SQP algorithm.
Here is an example of how to use the SQP algorithm in MATLAB:
main.m867 chars26 lines
In this example, the objective function is x(1)^2 + x(2)^2
, and the constraints are A*x <= b
and Aeq*x = beq
. The design variables x
are bounded by lb
and ub
in this case.
Note that the fmincon
function requires the Optimization Toolbox in MATLAB, so make sure you have it installed.
I hope this helps you to implement the SQP algorithm in MATLAB!
gistlibby LogSnag