sqp octave code example

Example: sqp octave

function r = g (x)
  r = [ sumsq(x)-10;
        x(2)*x(3)-5*x(4)*x(5);
        x(1)^3+x(2)^3+1 ];
endfunction

function obj = phi (x)
  obj = exp (prod (x)) - 0.5*(x(1)^3+x(2)^3+1)^2;
endfunction

x0 = [-1.8; 1.7; 1.9; -0.8; -0.8];

[x, obj, info, iter, nf, lambda] = sqp (x0, @phi, @g, [])

x =

  -1.71714
   1.59571
   1.82725
  -0.76364
  -0.76364

obj = 0.053950
info = 101
iter = 8
nf = 10
lambda =

  -0.0401627
   0.0379578
  -0.0052227