mpt_solveQP

MPT_SOLVEQP Interface to various QP solvers

 [xopt,lambda,how,exitflag,objqp]=mpt_solveQP(H,f,A,B,Aeq,Beq,x0,solver,options);

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 DESCRIPTION
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 Solves a QP problem:

     min  0.5*x'*H*x+f'x
     s.t. A x <= B
          Aeq x = Beq

 by using the method specified in SOLVER

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 INPUT
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 H,f      - Optimization objective
 A,B      - Matrices defining inequality constraints
 Aeq,Beq  - Matrices defining equality constraints
 x0       - Initial value
 solver   - Which QP solver to use:
              solver=0:  uses NAG (E04NAF.M)
              solver=1:  uses QUADPROG.M
              solver=2:  uses CPLEX 9 (cplexint) 
              solver=3:  uses SeDuMi
              solver=4:  uses CPLEX 8 (qp_cplex)
              solver=5:  uses XPRESS
              solver=6:  uses MOSEK
              solver=7:  uses OOQP
              solver=8:  uses CLP (mexclp)
              solver=9:  uses BPMPD
              solver=10: uses CPLEX (cplexmex)

 options  - options set by 'optimset' function (only for quadprog)

 Note: if 'solver' is not specified, mptOptions.qpsolver will be used instead
       (see help mpt_init)

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 OUTPUT                                                                                                    
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 xopt      - The optimizer
 lambda    - Vector of Lagrangian multipliers
 how       - States the result of optimization ('ok', 'unbounded', 'infeasible')
 objqp     - Value of the objective function at the optimizer

 see also MPT_SOLVELP, MPT_MPQP