List of MATLAB Programs for Chapter 15

• f_ex15_1.m: Evaluates the objective and constraint functions for Example 15.1. It is used to test function sqp_e.


• f_ex15_2.m: Evaluates the objective and constraint functions for Example 15.2. It is used to test functions sqp_ie, qp_ie_c, sqp_ie_h, and sqp_ie_p.


• f_ex15_4.m: Evaluates the objective and constraint functions for Example 15.4. It is used to test function sqp_general.


• f_ex15_6.m: Evaluates the objective and constraint functions for Example 15.6. It is used to test function sqp_ie_nc.


• g_ex15_1.m: Evaluates the gradient of the objective and constraint functions for Example 15.1. It is used to test function sqp_e.


• g_ex15_2.m: Evaluates the gradient of the objective and constraint functions for Example 15.2. It is used to test functions sqp_ie, qp_ie_c, sqp_ie_h, and sqp_ie_p.


• g_ex15_4.m: Evaluates the gradient of the objective and constraint functions for Example 15.4. It is used to test function sqp_general.


• g_ex15_6.m: Evaluates the gradient of the objective and constraint functions for Example 15.6. It is used to test function sqp_ie_nc.


• lsearch_han.m: Implements Han's line search method. It is used in function sqp_ie_h.


• lsearch_merit.m: Implements the line search method for merit function in Eq. (15.57).


• lsearch_powell.m: Implements Powell's line search method. It is used in function sqp_ie_p.


• lsearch_powell_m.m: Implements a modified version of Powell's line search method. It is used in function sqp_general.


• qp_general.m: Implements a primal-dual path-following algorithm that applies the method in Sec. 13.4.3 to the QP problem
          minimize 0.5*x'*H*x +x'*p
          subject to A*x >= b and Ae = be


• qp_path_ie.m: Implements a primal-dual path-following algorithm that applies the method in Sec. 13.4.3 to the QP problem in Eq. (13.12).


• sqp_e.m: Implements the SQP algorithm (Algorithm 15.1).


• sqp_general.m: Implements the SQP algorithm for nonlinear problems with equality and inequality constraints (Algorithm 15.4).


• sqp_ie.m: Implements the SQP algorithm for nonlinear problems with inequality constraints (Algorithm 15.2).


• sqp_ie_c.m: Implements the interior-point algorithm for convex problems with inequality constraints (Algorithm 15.5).


• sqp_ie_h.m: Implements the SQP algorithm using Han's method for the line search (Algorithm 15.3).


• sqp_ie_nc.m: Implements the interior-point algorithm for nonconvex problems with inequality constraints (Algorithm 15.6).


• sqp_ie_p.m: Implements the SQP algorithm (Algorithm 15.3) with Powell's line search.


• w_ex15_1.m: Evaluates the Hessian of the objective and constraint functions for Example 15.1. It is used to test function sqp_e.