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| author | Harpreet | 2016-09-03 00:36:51 +0530 |
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| committer | Harpreet | 2016-09-03 00:36:51 +0530 |
| commit | a0d9443af147e949c1e6a01ac24749d12593ec5b (patch) | |
| tree | 1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /help/en_US/scilab_en_US_help/intfminbnd.html | |
| parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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diff --git a/help/en_US/scilab_en_US_help/intfminbnd.html b/help/en_US/scilab_en_US_help/intfminbnd.html new file mode 100644 index 0000000..c9dd359 --- /dev/null +++ b/help/en_US/scilab_en_US_help/intfminbnd.html @@ -0,0 +1,170 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>intfminbnd</title> + <style type="text/css" media="all"> + @import url("scilab_code.css"); + @import url("xml_code.css"); + @import url("c_code.css"); + @import url("style.css"); + </style> + </head> + <body> + <div class="manualnavbar"> + <table width="100%"><tr> + <td width="30%"> + <span class="previous"><a href="cbcintlinprog.html"><< cbcintlinprog</a></span> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="section_2f30ec7805b02b8760d8add3187208be.html">FOSSEE Optimization Toolbox</a></span> + + </td> + <td width="30%" class="next"> + <span class="next"><a href="intfmincon.html">intfmincon >></a></span> + + </td> + </tr></table> + <hr /> + </div> + + + + <span class="path"><a href="index.html">FOSSEE Optimization Toolbox</a> >> <a href="section_2f30ec7805b02b8760d8add3187208be.html">FOSSEE Optimization Toolbox</a> > intfminbnd</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">intfminbnd</h1> + <p class="refpurpose">Solves a multi-variable optimization problem on a bounded interval</p></div> + + +<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminbnd</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">x1</span><span class="default">,</span><span class="default">x2</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminbnd</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">x1</span><span class="default">,</span><span class="default">x2</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> +<span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">] = </span><span class="functionid">intfminbnd</span><span class="default">(.....)</span> +<span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">exitflag</span><span class="default">]= </span><span class="functionid">intfminbnd</span><span class="default">(.....)</span> +<span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">]=</span><span class="functionid">intfminbnd</span><span class="default">(.....)</span> +<span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">gradient</span><span class="default">,</span><span class="default">hessian</span><span class="default">]=</span><span class="functionid">intfminbnd</span><span class="default">(.....)</span></pre></div></div> + +<div class="refsection"><h3 class="title">Parameters</h3> + <dl><dt><span class="term">f :</span> + <dd><p class="para">a function, representing the objective function of the problem</p></dd></dt> + <dt><span class="term">x1 :</span> + <dd><p class="para">a vector, containing the lower bound of the variables.</p></dd></dt> + <dt><span class="term">x2 :</span> + <dd><p class="para">a vector, containing the upper bound of the variables.</p></dd></dt> + <dt><span class="term">intcon :</span> + <dd><p class="para">a vector of integers, represents which variables are constrained to be integers</p></dd></dt> + <dt><span class="term">options :</span> + <dd><p class="para">a list, containing the option for user to specify. See below for details.</p></dd></dt> + <dt><span class="term">xopt :</span> + <dd><p class="para">a vector of doubles, containing the the computed solution of the optimization problem.</p></dd></dt> + <dt><span class="term">fopt :</span> + <dd><p class="para">a scalar of double, containing the the function value at x.</p></dd></dt> + <dt><span class="term">exitflag :</span> + <dd><p class="para">a scalar of integer, containing the flag which denotes the reason for termination of algorithm. See below for details.</p></dd></dt> + <dt><span class="term">gradient :</span> + <dd><p class="para">a vector of doubles, containing the Objective's gradient of the solution.</p></dd></dt> + <dt><span class="term">hessian :</span> + <dd><p class="para">a matrix of doubles, containing the Objective's hessian of the solution.</p></dd></dt></dl></div> + +<div class="refsection"><h3 class="title">Description</h3> + <p class="para">Search the minimum of a multi-variable function on bounded interval specified by : +Find the minimum of f(x) such that</p> + <p class="para"><span><img src='./_LaTeX_intfminbnd.xml_1.png' style='position:relative;top:20px;width:219px;height:48px'/></span></p> + <p class="para">The routine calls Bonmin for solving the Bounded Optimization problem, Bonmin is a library written in C++.</p> + <p class="para">The options allows the user to set various parameters of the Optimization problem. +It should be defined as type "list" and contains the following fields. +<ul class="itemizedlist"><li>Syntax : options= list("IntegerTolerance", [---], "MaxNodes",[---], "MaxIter", [---], "AllowableGap",[---] "CpuTime", [---],"gradobj", "off", "hessian", "off" );</li> +<li>IntegerTolerance : a Scalar, a number with that value of an integer is considered integer..</li> +<li>MaxNodes : a Scalar, containing the Maximum Number of Nodes that the solver should search.</li> +<li>CpuTime : a Scalar, containing the Maximum amount of CPU Time that the solver should take.</li> +<li>AllowableGap : a Scalar, to stop the tree search when the gap between the objective value of the best known solution is reached.</li> +<li>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</li> +<li>gradobj : a string, to turn on or off the user supplied objective gradient.</li> +<li>hessian : a Scalar, to turn on or off the user supplied objective hessian.</li> +<li>Default Values : options = list('integertolerance',1d-06,'maxnodes',2147483647,'cputime',1d10,'allowablegap',0,'maxiter',2147483647,'gradobj',"off",'hessian',"off")</li></ul></p> + <p class="para">The exitflag allows to know the status of the optimization which is given back by Ipopt. +<ul class="itemizedlist"><li>exitflag=0 : Optimal Solution Found</li> +<li>exitflag=1 : Maximum Number of Iterations Exceeded. Output may not be optimal.</li> +<li>exitflag=2 : Maximum CPU Time exceeded. Output may not be optimal.</li> +<li>exitflag=3 : Stop at Tiny Step.</li> +<li>exitflag=4 : Solved To Acceptable Level.</li> +<li>exitflag=5 : Converged to a point of local infeasibility.</li></ul></p> + <p class="para">For more details on exitflag see the Bonmin documentation, go to http://www.coin-or.org/Bonmin</p> + <p class="para"></p></div> + +<div class="refsection"><h3 class="title">Examples</h3> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find x in R^6 such that it minimizes:</span> +<span class="scilabcomment">//f(x)= sin(x1) + sin(x2) + sin(x3) + sin(x4) + sin(x5) + sin(x6)</span> +<span class="scilabcomment">//-2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= x1,x2,x3,x4,x5,x6 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 2</span> +<span class="scilabcomment">//Objective function to be minimised</span> +<span class="scilabfkeyword">function</span> <span class="scilabinputoutputargs">y</span><span class="scilaboperator">=</span><span class="scilabfunctionid">f</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabinputoutputargs">y</span><span class="scilaboperator">=</span><span class="scilabnumber">0</span> +<span class="scilabskeyword">for</span> <span class="scilabid">i</span> <span class="scilaboperator">=</span><span class="scilabnumber">1</span><span class="scilabspecial">:</span><span class="scilabnumber">6</span> +<span class="scilabinputoutputargs">y</span><span class="scilaboperator">=</span><span class="scilabinputoutputargs">y</span><span class="scilaboperator">+</span><a class="scilabcommand" href="scilab://sin">sin</a><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabid">i</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabskeyword">end</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Variable bounds</span> +<span class="scilabid">x1</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">x2</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">intcon</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabopenclose">]</span> +<span class="scilabcomment">//Options</span> +<span class="scilabid">options</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://list">list</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">MaxIter</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabnumber">1500</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">CpuTime</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabopenclose">[</span><span class="scilabnumber">100</span><span class="scilabopenclose">]</span><span class="scilabopenclose">)</span> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">fval</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span><span class="scilabid">intfminbnd</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span> <span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span> <span class="scilabid">x1</span><span class="scilabdefault">,</span> <span class="scilabid">x2</span><span class="scilabdefault">,</span> <span class="scilabid">options</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Examples</h3> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find x in R such that it minimizes:</span> +<span class="scilabcomment">//f(x)= 1/x^2</span> +<span class="scilabcomment">//0 </span><span class="scilabcomment"><</span><span class="scilabcomment">= x </span><span class="scilabcomment"><</span><span class="scilabcomment">= 1000</span> +<span class="scilabcomment">//Objective function to be minimised</span> +<span class="scilabfkeyword">function</span> <span class="scilabinputoutputargs">y</span><span class="scilaboperator">=</span><span class="scilabfunctionid">f</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabinputoutputargs">y</span><span class="scilaboperator">=</span><span class="scilabnumber">1</span><span class="scilaboperator">/</span><span class="scilabinputoutputargs">x</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Variable bounds</span> +<span class="scilabid">x1</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">x2</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">intcon</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">fval</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span><span class="scilabid">intfminbnd</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span> <span class="scilabdefault">,</span> <span class="scilabid">x1</span><span class="scilabdefault">,</span> <span class="scilabid">x2</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Examples</h3> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//The below problem is an unbounded problem:</span> +<span class="scilabcomment">//Find x in R^2 such that it minimizes:</span> +<span class="scilabcomment">//f(x)= -[(x1-1)^2 + (x2-1)^2]</span> +<span class="scilabcomment">//-inf </span><span class="scilabcomment"><</span><span class="scilabcomment">= x1,x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= inf</span> +<span class="scilabcomment">//Objective function to be minimised</span> +<span class="scilabfkeyword">function</span> <span class="scilabinputoutputargs">y</span><span class="scilaboperator">=</span><span class="scilabfunctionid">f</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabinputoutputargs">y</span><span class="scilaboperator">=</span><span class="scilaboperator">-</span><span class="scilabopenclose">(</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilaboperator">+</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Variable bounds</span> +<span class="scilabid">x1</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabconstants">%inf</span> <span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">x2</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabconstants">%inf</span> <span class="scilabdefault">,</span> <span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Options</span> +<span class="scilabid">options</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://list">list</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">MaxIter</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabnumber">1500</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">CpuTime</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabopenclose">[</span><span class="scilabnumber">100</span><span class="scilabopenclose">]</span><span class="scilabopenclose">)</span> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">fval</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span><span class="scilabid">intfminbnd</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span> <span class="scilabid">x1</span><span class="scilabdefault">,</span> <span class="scilabid">x2</span><span class="scilabdefault">,</span> <span class="scilabid">options</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + +<div class="refsection"><h3 class="title">Authors</h3> + <ul class="itemizedlist"><li class="member">Harpreet Singh</li></ul></div> + <br /> + + <div class="manualnavbar"> + <table width="100%"> + <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr> +<tr> + <td width="30%"> + <span class="previous"><a href="cbcintlinprog.html"><< cbcintlinprog</a></span> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="section_2f30ec7805b02b8760d8add3187208be.html">FOSSEE Optimization Toolbox</a></span> + + </td> + <td width="30%" class="next"> + <span class="next"><a href="intfmincon.html">intfmincon >></a></span> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> |