www.pudn.com > calibr8.zip > dualshg.m

function g=dualshg(x) 
% Usage: 
% g=dualshg(x)  
% Returns the gradient  of the exact penalty function  
% at a point  for Shell Dual problem 
global A B C D E Penalty_Coeff 
if size(x,2)>1, x=x';end 
g=x; pen=max([1.e3,Penalty_Coeff]); 
g(1:5)=6*D.*x(1:5).^2 + 2*C*x(1:5); 
g(6:15)= - B; 
f=0;k=0; 
for i=1:5 
 d=A(:,i)'*x(6:15) - 2*C(i,:)*x(1:5) - 3*D(i)*x(i)^2 - E(i); 
 if d>f, f=d; k=i; end 
end 
for i=1:15 
 if -x(i)>f, f=-x(i); k=i+5; end 
end 
if k>0 
 if k>5, g(k-5)=g(k-5)-pen; 
 else, g(6:15)=g(6:15)+pen*A(:,k); 
       g(1:5)=g(1:5)-pen*2*C(:,k); 
       g(k)=g(k)-pen*6*D(k)*x(k); 
 end 
end