lseiTL Documentation

lseiTL

Purpose

TOMLAB LSEI Least Squares Interface

Syntax

   Result = lseiTL(Prob);

Description

For a problem description, see lsei.

Input Parameters

 Prob   Problem structure in TOMLAB format

Fields used in input structure Prob (call Prob=ProbDef; to define Prob)

  x_L, x_U  Bounds on variables. 
  b_L, b_U  Bounds on linear constraints. 
  A         Linear constraint matrix.
  LS.C      Linear matrix m x n.
  LS.y      Data vector m x 1.
  PriLevOpt Print Level.

Output Parameters

 Result   Structure with results (see ResultDef.m):
  r_k      Residual vector.
  J_k      Jacobian, is just the Prob.LS.C matrix.
  f_k      Function value at optimum.
  x_k      Solution vector.
  x_0      Initial  solution vector.
  g_k      Exact gradient computed at optimum.
  xState   State of variables. Free == 0; On lower == 1; On upper == 2; 
           Fixed == 3;
  bState   State of linear constraints. Free == 0; Lower == 1; Upper == 2; 
           Equality == 3;
  v_k      Lagrangian multipliers (for bounds + dual solution vector).
  ExitFlag Exit status (similar to TOMLAB).
  Inform   LSEI information parameter.
  Iter     Number of iterations, set to -1.
  FuncEv   Number of function evaluations. Set to Iter.
  GradEv   Number of gradient evaluations. Set to Iter.
  ConstrEv Number of constraint evaluations. Set to 0.
  Solver   Name of the solver (lsei).
  SolverAlgorithm  Description of the solver.