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author | Harpreet | 2016-09-03 00:34:27 +0530 |
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committer | Harpreet | 2016-09-03 00:34:27 +0530 |
commit | 4b64cf486f5c999fd8167758cae27839f3b50848 (patch) | |
tree | d9d06639fb7fa61aef59be0363655e4747105ec7 /help/intfminbnd.xml | |
parent | d19794fb80a271a4c885ed90f97cfc12baa012f2 (diff) | |
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Structure updated and intqpipopt files added
Diffstat (limited to 'help/intfminbnd.xml')
-rw-r--r-- | help/intfminbnd.xml | 185 |
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diff --git a/help/intfminbnd.xml b/help/intfminbnd.xml deleted file mode 100644 index 8ff8004..0000000 --- a/help/intfminbnd.xml +++ /dev/null @@ -1,185 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> - -<!-- - * - * This help file was generated from intfminbnd.sci using help_from_sci(). - * - --> - -<refentry version="5.0-subset Scilab" xml:id="intfminbnd" xml:lang="en" - xmlns="http://docbook.org/ns/docbook" - xmlns:xlink="http://www.w3.org/1999/xlink" - xmlns:svg="http://www.w3.org/2000/svg" - xmlns:ns3="http://www.w3.org/1999/xhtml" - xmlns:mml="http://www.w3.org/1998/Math/MathML" - xmlns:scilab="http://www.scilab.org" - xmlns:db="http://docbook.org/ns/docbook"> - - <refnamediv> - <refname>intfminbnd</refname> - <refpurpose>Solves a multi-variable optimization problem on a bounded interval</refpurpose> - </refnamediv> - - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - xopt = intfminbnd(f,intcon,x1,x2) - xopt = intfminbnd(f,intcon,x1,x2,options) - [xopt,fopt] = intfminbnd(.....) - [xopt,fopt,exitflag]= intfminbnd(.....) - [xopt,fopt,exitflag,output]=intfminbnd(.....) - [xopt,fopt,exitflag,gradient,hessian]=intfminbnd(.....) - - </synopsis> -</refsynopsisdiv> - -<refsection> - <title>Parameters</title> - <variablelist> - <varlistentry><term>f :</term> - <listitem><para> a function, representing the objective function of the problem</para></listitem></varlistentry> - <varlistentry><term>x1 :</term> - <listitem><para> a vector, containing the lower bound of the variables.</para></listitem></varlistentry> - <varlistentry><term>x2 :</term> - <listitem><para> a vector, containing the upper bound of the variables.</para></listitem></varlistentry> - <varlistentry><term>intcon :</term> - <listitem><para> a vector of integers, represents which variables are constrained to be integers</para></listitem></varlistentry> - <varlistentry><term>options :</term> - <listitem><para> a list, containing the option for user to specify. See below for details.</para></listitem></varlistentry> - <varlistentry><term>xopt :</term> - <listitem><para> a vector of doubles, containing the the computed solution of the optimization problem.</para></listitem></varlistentry> - <varlistentry><term>fopt :</term> - <listitem><para> a scalar of double, containing the the function value at x.</para></listitem></varlistentry> - <varlistentry><term>exitflag :</term> - <listitem><para> a scalar of integer, containing the flag which denotes the reason for termination of algorithm. See below for details.</para></listitem></varlistentry> - <varlistentry><term>gradient :</term> - <listitem><para> a vector of doubles, containing the Objective's gradient of the solution.</para></listitem></varlistentry> - <varlistentry><term>hessian :</term> - <listitem><para> a matrix of doubles, containing the Objective's hessian of the solution.</para></listitem></varlistentry> - </variablelist> -</refsection> - -<refsection> - <title>Description</title> - <para> -Search the minimum of a multi-variable function on bounded interval specified by : -Find the minimum of f(x) such that - </para> - <para> -<latex> -\begin{eqnarray} -&\mbox{min}_{x} -& f(x)\\ -& \text{subject to} & x1 \ < x \ < x2 \\ -\end{eqnarray} -</latex> - </para> - <para> -The routine calls Bonmin for solving the Bounded Optimization problem, Bonmin is a library written in C++. - </para> - <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. -<itemizedlist> -<listitem>Syntax : options= list("IntegerTolerance", [---], "MaxNodes",[---], "MaxIter", [---], "AllowableGap",[---] "CpuTime", [---],"gradobj", "off", "hessian", "off" );</listitem> -<listitem>IntegerTolerance : a Scalar, a number with that value of an integer is considered integer..</listitem> -<listitem>MaxNodes : a Scalar, containing the Maximum Number of Nodes that the solver should search.</listitem> -<listitem>CpuTime : a Scalar, containing the Maximum amount of CPU Time that the solver should take.</listitem> -<listitem>AllowableGap : a Scalar, to stop the tree search when the gap between the objective value of the best known solution is reached.</listitem> -<listitem>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</listitem> -<listitem>gradobj : a string, to turn on or off the user supplied objective gradient.</listitem> -<listitem>hessian : a Scalar, to turn on or off the user supplied objective hessian.</listitem> -<listitem>Default Values : options = list('integertolerance',1d-06,'maxnodes',2147483647,'cputime',1d10,'allowablegap',0,'maxiter',2147483647,'gradobj',"off",'hessian',"off")</listitem> -</itemizedlist> - </para> - <para> -The exitflag allows to know the status of the optimization which is given back by Ipopt. -<itemizedlist> -<listitem>exitflag=0 : Optimal Solution Found </listitem> -<listitem>exitflag=1 : Maximum Number of Iterations Exceeded. Output may not be optimal.</listitem> -<listitem>exitflag=2 : Maximum CPU Time exceeded. Output may not be optimal.</listitem> -<listitem>exitflag=3 : Stop at Tiny Step.</listitem> -<listitem>exitflag=4 : Solved To Acceptable Level.</listitem> -<listitem>exitflag=5 : Converged to a point of local infeasibility.</listitem> -</itemizedlist> - </para> - <para> -For more details on exitflag see the Bonmin documentation, go to http://www.coin-or.org/Bonmin - </para> - <para> -</para> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//Find x in R^6 such that it minimizes: -//f(x)= sin(x1) + sin(x2) + sin(x3) + sin(x4) + sin(x5) + sin(x6) -//-2 <= x1,x2,x3,x4,x5,x6 <= 2 -//Objective function to be minimised -function y=f(x) -y=0 -for i =1:6 -y=y+sin(x(i)); -end -endfunction -//Variable bounds -x1 = [-2, -2, -2, -2, -2, -2]; -x2 = [2, 2, 2, 2, 2, 2]; -intcon = [2 3 4] -//Options -options=list("MaxIter",[1500],"CpuTime", [100]) -[x,fval] =intfminbnd(f ,intcon, x1, x2, options) -// Press ENTER to continue - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//Find x in R such that it minimizes: -//f(x)= 1/x^2 -//0 <= x <= 1000 -//Objective function to be minimised -function y=f(x) -y=1/x^2; -endfunction -//Variable bounds -x1 = [0]; -x2 = [1000]; -intcon = [1]; -[x,fval,exitflag,output,lambda] =intfminbnd(f,intcon , x1, x2) -// Press ENTER to continue - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//The below problem is an unbounded problem: -//Find x in R^2 such that it minimizes: -//f(x)= -[(x1-1)^2 + (x2-1)^2] -//-inf <= x1,x2 <= inf -//Objective function to be minimised -function y=f(x) -y=-((x(1)-1)^2+(x(2)-1)^2); -endfunction -//Variable bounds -x1 = [-%inf , -%inf]; -x2 = [ %inf , %inf]; -//Options -options=list("MaxIter",[1500],"CpuTime", [100]) -[x,fval,exitflag,output,lambda] =intfminbnd(f,intcon, x1, x2, options) - ]]></programlisting> -</refsection> - -<refsection> - <title>Authors</title> - <simplelist type="vert"> - <member>Harpreet Singh</member> - </simplelist> -</refsection> -</refentry> |