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Operators and Keywords

Function List:

C++ API

: x = pqpnonneg (c, d)
: x = pqpnonneg (c, d, x0)
: [x, minval] = pqpnonneg (…)
: [x, minval, exitflag] = pqpnonneg (…)
: [x, minval, exitflag, output] = pqpnonneg (…)
: [x, minval, exitflag, output, lambda] = pqpnonneg (…)

Minimize 1/2*x'*c*x + d'*x subject to x >= 0.

c ## and d must be real, and c must be symmetric and positive definite.

x0 is an optional initial guess for x.

Outputs:

  • minval

    The minimum attained model value, 1/2*xmin’*c*xmin + d’*xmin

  • exitflag

    An indicator of convergence. 0 indicates that the iteration count was exceeded, and therefore convergence was not reached; >0 indicates that the algorithm converged. (The algorithm is stable and will converge given enough iterations.)

  • output

    A structure with two fields:

    • "algorithm": The algorithm used ("nnls")
    • "iterations": The number of iterations taken.
  • lambda

    Not implemented.

See also: optimset, lsqnonneg, qp.

Package: octave