An open-source add-on for YALMIP to solve optimisation problems with polynomial quadratic integral inequality constraints.
An open-source add-on for YALMIP to solve optimisation problems with polynomial quadratic integral inequality constraints. Below is a quick guide to QUINOPT, but details, examples, and much more can be found in the full online documentation.
In order to use QUINOPT, you will need:
Instructions on how to obtain YALMIP and an SDP solver are given in the Installation section below.
Note: QUINOPT has been successfully tested on MATLAB 7.10 (R2010a) and higher. If you have a different version of MATLAB, use at your own risk!
QUINOPT is distributed under the Apache 2.0 licence:
Copyright 2016, G. Fantuzzi, A. Wynn, P. Goulart, A. Papachristodoulou
Licensed under the Apache License, Version 2.0 (the “License”); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an “AS IS” BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
To install QUINOPT:
>> installQUINOPT
The installer should compile the required files, add the required folders to the MATLAB path, and run some test problems to make sure everything is working.
Please report any installation problems to Giovanni Fantuzzi (gf910[at]ic.ac.uk).
NOTES:
To get started with QUINOPT, please look at the sample scripts provided the folder “./examples/“. A step-by-step description of the examples can be found in the online documentation.
For more information on the main functions in QUINOPT, please consult the documentation or type
>> help quinopt>> help indvar>> help depvar>> help parameters
at MATLAB’s command prompt.
If you find QUINOPT useful, or have used it in your own work, please reference
it by citing the following papers:
G. Fantuzzi, A. Wynn, P. Goulart, A. Papachristodoulou (2017). Optimization
with affine homogeneous quadratic integral inequality constraints. IEEE Transactions on Automatic Control 62(12), 6221-6236 . DOI: 10.1109/TAC.2017.2703927.
@article{FWGP2017TAC,author = {Fantuzzi, Giovanni and Wynn, Andrew and Goulart, Paul J. and Papachristodoulou, Antonis},doi = {10.1109/TAC.2017.2703927},journal = {IEEE Transactions on Automatic Control},number = {12},pages = {6221--6236},title = {{Optimization with affine homogeneous quadratic integral inequality constraints}},url = {https://doi.org/10.1109/TAC.2017.2703927},volume = {62},year = {2017}}
G. Fantuzzi, A. Wynn (2016). Semidefinite relaxation of a class of quadratic
integral inequalities. In: Proceedings of the 55th IEEE Conference on Decision and Control, Las Vegas (USA), 12-14 December 2016.
DOI: 10.1109/CDC.2016.7799221.
@inproceedings{FW2016CDC,address = {Las Vegas, USA},author = {Fantuzzi, G. and Wynn, A.},booktitle = {Proc. 55th IEEE Conf. Decis. Control},doi = {10.1109/CDC.2016.7799221},pages = {6192--6197},publisher = {IEEE},title = {{Semidefinite relaxation of a class of quadratic integral inequalities}},url = {http://dx.doi.org/10.1109/CDC.2016.7799221},volume = {2},year = {2016}}
Should you wish to cite the code directly, please use the following BibTeX entry, replacing X.X.X with the appropriate version of QUINOPT:
@misc{QUINOPTvX.X.X,author = {Fantuzzi, Giovanni and Wynn, Andrew and Goulart, Paul and Papachristodoulou, Antonis},title = {{QUINOPT}, version X.X.X},howpublished = {\url{https://github.com/aeroimperial-optimization/QUINOPT}},year = 2017}