qcqp_nlp_costfcn

qcqp_nlp_costfcn(x, H, c)

qcqp_nlp_costfcn() - Evaluates QCQP objective function, gradient and Hessian for NLP solver.

[F, DF, D2F] = QCQP_NLP_COSTFCN(X, H, C)

Objective function evaluation routine, suitable for use with MIPS,
FMINCON, etc. Computes objective function value, gradient and Hessian
of the quadratic function:

    F(X) = 1/2 X'*H*X + C'*X

Inputs:
  X : optimization vector
  H : matrix (possibly sparse) of quadratic cost coefficients
  C : vector of linear cost coefficients

Outputs:
  F   : value of objective function
  DF  : (optional) gradient of objective function (column vector)
  D2F : (optional) Hessian of objective function (sparse matrix)

Examples:
    f = qcqp_nlp_costfcn(x, H, c);
    [f, df] = qcqp_nlp_costfcn(x, H, c);
    [f, df, d2f] = qcqp_nlp_costfcn(x, H, c);