gtsam/matlab/example/testCQP.m

16 lines
271 B
Matlab

% Test example for simple Constrained Quadratic Programming problem
A = [-1 -1;
-2 1;
1 -1];
At = A';
B = 2*eye(3,3);
b = [4; -2];
g = zeros(3,1);
[delta lambda] = solveCQP(B, A, At, g, b);
expX = [2/7 10/7 -6/7]';
state_error = norm(expX-delta)