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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 | |
parent | d19794fb80a271a4c885ed90f97cfc12baa012f2 (diff) | |
download | FOSSEE-Optim-toolbox-development-4b64cf486f5c999fd8167758cae27839f3b50848.tar.gz FOSSEE-Optim-toolbox-development-4b64cf486f5c999fd8167758cae27839f3b50848.tar.bz2 FOSSEE-Optim-toolbox-development-4b64cf486f5c999fd8167758cae27839f3b50848.zip |
Structure updated and intqpipopt files added
Diffstat (limited to 'help')
-rw-r--r-- | help/intfminbnd.xml | 185 | ||||
-rw-r--r-- | help/intfmincon.xml | 291 | ||||
-rw-r--r-- | help/intfminimax.xml | 223 | ||||
-rw-r--r-- | help/intfminunc.xml | 170 | ||||
-rw-r--r-- | help/intqpipopt.xml | 127 | ||||
-rw-r--r-- | help/master_help.xml | 23 |
6 files changed, 0 insertions, 1019 deletions
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> diff --git a/help/intfmincon.xml b/help/intfmincon.xml deleted file mode 100644 index a09a18a..0000000 --- a/help/intfmincon.xml +++ /dev/null @@ -1,291 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> - -<!-- - * - * This help file was generated from intfmincon.sci using help_from_sci(). - * - --> - -<refentry version="5.0-subset Scilab" xml:id="intfmincon" 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>intfmincon</refname> - <refpurpose>Solves a constrainted multi-variable mixed integer non linear programming problem</refpurpose> - </refnamediv> - - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - xopt = intfmincon(f,x0,intcon,A,b) - xopt = intfmincon(f,x0,intcon,A,b,Aeq,beq) - xopt = intfmincon(f,x0,intcon,A,b,Aeq,beq,lb,ub) - xopt = intfmincon(f,x0,intcon,A,b,Aeq,beq,lb,ub,nlc) - xopt = intfmincon(f,x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) - [xopt,fopt] = intfmincon(.....) - [xopt,fopt,exitflag]= intfmincon(.....) - [xopt,fopt,exitflag,gradient]=intfmincon(.....) - [xopt,fopt,exitflag,gradient,hessian]=intfmincon(.....) - - </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>x0 :</term> - <listitem><para> a vector of doubles, containing the starting values of 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>A :</term> - <listitem><para> a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> - <varlistentry><term>b :</term> - <listitem><para> a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> - <varlistentry><term>Aeq :</term> - <listitem><para> a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> - <varlistentry><term>beq :</term> - <listitem><para> a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> - <varlistentry><term>lb :</term> - <listitem><para> Lower bounds, specified as a vector or array of double. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.</para></listitem></varlistentry> - <varlistentry><term>ub :</term> - <listitem><para> Upper bounds, specified as a vector or array of double. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.</para></listitem></varlistentry> - <varlistentry><term>nlc :</term> - <listitem><para> a function, representing the Non-linear Constraints functions(both Equality and Inequality) of the problem. It is declared in such a way that non-linear inequality constraints are defined first as a single row vector (c), followed by non-linear equality constraints as another single row vector (ceq). Refer Example for definition of Constraint function.</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 mixed integer constrained optimization problem specified by : -Find the minimum of f(x) such that - </para> - <para> -<latex> -\begin{eqnarray} -&\mbox{min}_{x} -& f(x) \\ -& \text{subject to} & A*x \leq b \\ -& & Aeq*x \ = beq\\ -& & c(x) \leq 0\\ -& & ceq(x) \ = 0\\ -& & lb \leq x \leq ub \\ -& & x_i \in \!\, \mathbb{Z}, i \in \!\, I -\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 : InFeasible Solution.</listitem> -<listitem>exitflag=2 : Objective Function is Continuous Unbounded.</listitem> -<listitem>exitflag=3 : Limit Exceeded.</listitem> -<listitem>exitflag=4 : User Interrupt.</listitem> -<listitem>exitflag=5 : MINLP Error.</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^2 such that it minimizes: -//f(x)= -x1 -x2/3 -//x0=[0,0] -//constraint-1 (c1): x1 + x2 <= 2 -//constraint-2 (c2): x1 + x2/4 <= 1 -//constraint-3 (c3): x1 - x2 <= 2 -//constraint-4 (c4): -x1/4 - x2 <= 1 -//constraint-5 (c5): -x1 - x2 <= -1 -//constraint-6 (c6): -x1 + x2 <= 2 -//constraint-7 (c7): x1 + x2 = 2 -//Objective function to be minimised -function [y,dy]=f(x) -y=-x(1)-x(2)/3; -dy= [-1,-1/3]; -endfunction -//Starting point, linear constraints and variable bounds -x0=[0 , 0]; -intcon = [1] -A=[1,1 ; 1,1/4 ; 1,-1 ; -1/4,-1 ; -1,-1 ; -1,1]; -b=[2;1;2;1;-1;2]; -Aeq=[1,1]; -beq=[2]; -lb=[]; -ub=[]; -nlc=[]; -//Options -options=list("GradObj", "on"); -//Calling Ipopt -[x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) -// Press ENTER to continue - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//Find x in R^3 such that it minimizes: -//f(x)= x1*x2 + x2*x3 -//x0=[0.1 , 0.1 , 0.1] -//constraint-1 (c1): x1^2 - x2^2 + x3^2 <= 2 -//constraint-2 (c2): x1^2 + x2^2 + x3^2 <= 10 -//Objective function to be minimised -function [y,dy]=f(x) -y=x(1)*x(2)+x(2)*x(3); -dy= [x(2),x(1)+x(3),x(2)]; -endfunction -//Starting point, linear constraints and variable bounds -x0=[0.1 , 0.1 , 0.1]; -intcon = [2] -A=[]; -b=[]; -Aeq=[]; -beq=[]; -lb=[]; -ub=[]; -//Nonlinear constraints -function [c,ceq,cg,cgeq]=nlc(x) -c = [x(1)^2 - x(2)^2 + x(3)^2 - 2 , x(1)^2 + x(2)^2 + x(3)^2 - 10]; -ceq = []; -cg=[2*x(1) , -2*x(2) , 2*x(3) ; 2*x(1) , 2*x(2) , 2*x(3)]; -cgeq=[]; -endfunction -//Options -options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", "on","GradCon", "on"); -//Calling Ipopt -[x,fval,exitflag,output] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) -// 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^3 such that it minimizes: -//f(x)= -(x1^2 + x2^2 + x3^2) -//x0=[0.1 , 0.1 , 0.1] -// x1 <= 0 -// x2 <= 0 -// x3 <= 0 -//Objective function to be minimised -function y=f(x) -y=-(x(1)^2+x(2)^2+x(3)^2); -endfunction -//Starting point, linear constraints and variable bounds -x0=[0.1 , 0.1 , 0.1]; -intcon = [3] -A=[]; -b=[]; -Aeq=[]; -beq=[]; -lb=[]; -ub=[0,0,0]; -//Options -options=list("MaxIter", [1500], "CpuTime", [500]); -//Calling Ipopt -[x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,[],options) -// Press ENTER to continue - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//The below problem is an infeasible problem: -//Find x in R^3 such that in minimizes: -//f(x)=x1*x2 + x2*x3 -//x0=[1,1,1] -//constraint-1 (c1): x1^2 <= 1 -//constraint-2 (c2): x1^2 + x2^2 <= 1 -//constraint-3 (c3): x3^2 <= 1 -//constraint-4 (c4): x1^3 = 0.5 -//constraint-5 (c5): x2^2 + x3^2 = 0.75 -// 0 <= x1 <=0.6 -// 0.2 <= x2 <= inf -// -inf <= x3 <= 1 -//Objective function to be minimised -function [y,dy]=f(x) -y=x(1)*x(2)+x(2)*x(3); -dy= [x(2),x(1)+x(3),x(2)]; -endfunction -//Starting point, linear constraints and variable bounds -x0=[1,1,1]; -intcon = [2] -A=[]; -b=[]; -Aeq=[]; -beq=[]; -lb=[0 0.2,-%inf]; -ub=[0.6 %inf,1]; -//Nonlinear constraints -function [c,ceq,cg,cgeq]=nlc(x) -c=[x(1)^2-1,x(1)^2+x(2)^2-1,x(3)^2-1]; -ceq=[x(1)^3-0.5,x(2)^2+x(3)^2-0.75]; -cg = [2*x(1),0,0;2*x(1),2*x(2),0;0,0,2*x(3)]; -cgeq = [3*x(1)^2,0,0;0,2*x(2),2*x(3)]; -endfunction -//Options -options=list("MaxIter", [1500], "CpuTime", [500], "GradObj", "on","GradCon", "on"); -//Calling Ipopt -[x,fval,exitflag,grad,hessian] =intfmincon(f, x0,intcon,A,b,Aeq,beq,lb,ub,nlc,options) -// Press ENTER to continue - ]]></programlisting> -</refsection> - -<refsection> - <title>Authors</title> - <simplelist type="vert"> - <member>Harpreet Singh</member> - </simplelist> -</refsection> -</refentry> diff --git a/help/intfminimax.xml b/help/intfminimax.xml deleted file mode 100644 index afb81a2..0000000 --- a/help/intfminimax.xml +++ /dev/null @@ -1,223 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> - -<!-- - * - * This help file was generated from intfminimax.sci using help_from_sci(). - * - --> - -<refentry version="5.0-subset Scilab" xml:id="intfminimax" 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>intfminimax</refname> - <refpurpose>Solves minimax constraint problem</refpurpose> - </refnamediv> - - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - xopt = intfminimax(fun,x0,intcon) - xopt = intfminimax(fun,x0,intcon,A,b) - xopt = intfminimax(fun,x0,intcon,A,b,Aeq,beq) - xopt = intfminimax(fun,x0,intcon,A,b,Aeq,beq,lb,ub) - xopt = intfminimax(fun,x0,intcon,A,b,Aeq,beq,lb,ub,nonlinfun) - xopt = intfminimax(fun,x0,intcon,A,b,Aeq,beq,lb,ub,nonlinfun,options) - [xopt, fval] = intfminimax(.....) - [xopt, fval, maxfval]= intfminimax(.....) - [xopt, fval, maxfval, exitflag]= intfminimax(.....) - - </synopsis> -</refsynopsisdiv> - -<refsection> - <title>Parameters</title> - <variablelist> - <varlistentry><term>fun:</term> - <listitem><para> The function to be minimized. fun is a function that accepts a vector x and returns a vector F, the objective functions evaluated at x.</para></listitem></varlistentry> - <varlistentry><term>x0 :</term> - <listitem><para> a vector of double, contains initial guess of variables.</para></listitem></varlistentry> - <varlistentry><term>A :</term> - <listitem><para> a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</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>b :</term> - <listitem><para> a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> - <varlistentry><term>Aeq :</term> - <listitem><para> a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> - <varlistentry><term>beq :</term> - <listitem><para> a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> - <varlistentry><term>lb :</term> - <listitem><para> a vector of double, contains lower bounds of the variables.</para></listitem></varlistentry> - <varlistentry><term>ub :</term> - <listitem><para> a vector of double, contains upper bounds of the variables.</para></listitem></varlistentry> - <varlistentry><term>nonlinfun:</term> - <listitem><para> function that computes the nonlinear inequality constraints c⋅x ≤ 0 and nonlinear equality constraints c⋅x = 0.</para></listitem></varlistentry> - <varlistentry><term>xopt :</term> - <listitem><para> a vector of double, the computed solution of the optimization problem.</para></listitem></varlistentry> - <varlistentry><term>fopt :</term> - <listitem><para> a double, the value of the function at x.</para></listitem></varlistentry> - <varlistentry><term>maxfval:</term> - <listitem><para> a 1x1 matrix of doubles, the maximum value in vector fval</para></listitem></varlistentry> - <varlistentry><term>exitflag :</term> - <listitem><para> The exit status. See below for details.</para></listitem></varlistentry> - <varlistentry><term>output :</term> - <listitem><para> The structure consist of statistics about the optimization. See below for details.</para></listitem></varlistentry> - <varlistentry><term>lambda :</term> - <listitem><para> The structure consist of the Lagrange multipliers at the solution of problem. See below for details.</para></listitem></varlistentry> - </variablelist> -</refsection> - -<refsection> - <title>Description</title> - <para> -intfminimax minimizes the worst-case (largest) value of a set of multivariable functions, starting at an initial estimate. This is generally referred to as the minimax problem. - </para> - <para> -<latex> -\min_{x} \max_{i} F_{i}(x)\: \textrm{such that} \:\begin{cases} -& c(x) \leq 0 \\ -& ceq(x) = 0 \\ -& A.x \leq b \\ -& Aeq.x = beq \\ -& lb \leq x \leq ub -& x_i \in \!\, \mathbb{Z}, i \in \!\, I -\end{cases} -</latex> - </para> - <para> -Currently, intfminimax calls intfmincon which uses the bonmin algorithm. - </para> - <para> -max-min problems can also be solved with intfminimax, using the identity - </para> - <para> -<latex> -\max_{x} \min_{i} F_{i}(x) = -\min_{x} \max_{i} \left( -F_{i}(x) \right) -</latex> - </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> - </para> - <para> -The objective function must have header : -<programlisting> -F = fun(x) -</programlisting> -where x is a n x 1 matrix of doubles and F is a m x 1 matrix of doubles where m is the total number of objective functions inside F. -On input, the variable x contains the current point and, on output, the variable F must contain the objective function values. - </para> - <para> -By default, the gradient options for intfminimax are turned off and and intfmincon does the gradient opproximation of objective function. In case the GradObj option is off and GradConstr option is on, intfminimax approximates Objective function gradient using numderivative toolbox. - </para> - <para> -If we can provide exact gradients, we should do so since it improves the convergence speed of the optimization algorithm. - </para> - <para> -</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 : InFeasible Solution.</listitem> -<listitem>exitflag=2 : Objective Function is Continuous Unbounded.</listitem> -<listitem>exitflag=3 : Limit Exceeded.</listitem> -<listitem>exitflag=4 : User Interrupt.</listitem> -<listitem>exitflag=5 : MINLP Error.</listitem> -</itemizedlist> - </para> - <para> -For more details on exitflag see the ipopt documentation, go to http://www.coin-or.org/bonmin/ - </para> - <para> -</para> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -// A basic case : -// we provide only the objective function and the nonlinear constraint -// function -function f = myfun(x) -f(1)= 2*x(1)^2 + x(2)^2 - 48*x(1) - 40*x(2) + 304; //Objectives -f(2)= -x(1)^2 - 3*x(2)^2; -f(3)= x(1) + 3*x(2) -18; -f(4)= -x(1) - x(2); -f(5)= x(1) + x(2) - 8; -endfunction -// The initial guess -x0 = [0.1,0.1]; -// The expected solution : only 4 digits are guaranteed -xopt = [4 4] -fopt = [0 -64 -2 -8 0] -intcon = [1] -maxfopt = 0 -// Run fminimax -[x,fval,maxfval,exitflag] = intfminimax(myfun, x0,intcon) -// Press ENTER to continue - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -// A case where we provide the gradient of the objective -// functions and the Jacobian matrix of the constraints. -// The objective function and its gradient -function [f,G] = myfun(x) -f(1)= 2*x(1)^2 + x(2)^2 - 48*x(1) - 40*x(2) + 304; -f(2)= -x(1)^2 - 3*x(2)^2; -f(3)= x(1) + 3*x(2) -18; -f(4)= -x(1) - x(2); -f(5)= x(1) + x(2) - 8; -G = [ 4*x(1) - 48, -2*x(1), 1, -1, 1; -2*x(2) - 40, -6*x(2), 3, -1, 1; ]' -endfunction -// The nonlinear constraints -function [c,ceq,DC,DCeq] = confun(x) -// Inequality constraints -c = [1.5 + x(1)*x(2) - x(1) - x(2), -x(1)*x(2) - 10] -// No nonlinear equality constraints -ceq=[] -DC= [x(2)-1, -x(2); -x(1)-1, -x(1)]' -DCeq = []' -endfunction -// Test with both gradient of objective and gradient of constraints -minimaxOptions = list("GradObj","on","GradCon","on"); -// The initial guess -x0 = [0,10]; -intcon = [2] -// Run intfminimax -[x,fval,maxfval,exitflag] = intfminimax(myfun,x0,intcon,[],[],[],[],[],[], confun, minimaxOptions) - ]]></programlisting> -</refsection> - -<refsection> - <title>Authors</title> - <simplelist type="vert"> - <member>Harpreet Singh</member> - </simplelist> -</refsection> -</refentry> diff --git a/help/intfminunc.xml b/help/intfminunc.xml deleted file mode 100644 index dd1ae3e..0000000 --- a/help/intfminunc.xml +++ /dev/null @@ -1,170 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> - -<!-- - * - * This help file was generated from intfminunc.sci using help_from_sci(). - * - --> - -<refentry version="5.0-subset Scilab" xml:id="intfminunc" 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>intfminunc</refname> - <refpurpose>Solves a multi-variable unconstrainted optimization problem</refpurpose> - </refnamediv> - - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - xopt = intfminunc(f,x0) - xopt = intfminunc(f,x0,intcon) - xopt = intfminunc(f,x0,intcon,options) - [xopt,fopt] = intfminunc(.....) - [xopt,fopt,exitflag]= intfminunc(.....) - [xopt,fopt,exitflag,gradient,hessian]= intfminunc(.....) - - </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>x0 :</term> - <listitem><para> a vector of doubles, containing the starting of 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, the computed solution of the optimization problem.</para></listitem></varlistentry> - <varlistentry><term>fopt :</term> - <listitem><para> a scalar of double, 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 an unconstrained optimization problem specified by : -Find the minimum of f(x) such that - </para> - <para> -<latex> -\begin{eqnarray} -&\mbox{min}_{x} -& f(x)\\ -\end{eqnarray} -</latex> - </para> - <para> -The routine calls Bonmin for solving the Un-constrained 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", [---], "CpuTime", [---], "AllowableGap", [---], "MaxIter", [---]);</listitem> -<listitem>IntegerTolerance : a Scalar, containing the Integer tolerance value that the solver should take.</listitem> -<listitem>MaxNodes : a Scalar, containing the maximum nodes that the solver should make.</listitem> -<listitem>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</listitem> -<listitem>AllowableGap : a Scalar, containing the allowable gap value that the solver should take.</listitem> -<listitem>CpuTime : a Scalar, containing the Maximum amount of CPU Time 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> -</itemizedlist> - </para> - <para> -The exitflag allows to know the status of the optimization which is given back by Bonmin. -<itemizedlist> -<listitem>exitflag=0 : Optimal Solution Found. </listitem> -<listitem>exitflag=1 : InFeasible Solution.</listitem> -<listitem>exitflag=2 : Output is Continuous Unbounded.</listitem> -<listitem>exitflag=3 : Limit Exceeded.</listitem> -<listitem>exitflag=4 : User Interrupt.</listitem> -<listitem>exitflag=5 : MINLP Error.</listitem> -</itemizedlist> - </para> - <para> -For more details on exitflag see the Bonmin page, go to http://www.coin-or.org/Bonmin - </para> - <para> -</para> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//Find x in R^2 such that it minimizes the Rosenbrock function -//f = 100*(x2 - x1^2)^2 + (1-x1)^2 -//Objective function to be minimised -function y= f(x) -y= 100*(x(2) - x(1)^2)^2 + (1-x(1))^2; -endfunction -//Starting point -x0=[-1,2]; -intcon = [2] -//Options -options=list("MaxIter", [1500], "CpuTime", [500]); -//Calling -[xopt,fopt,exitflag,gradient,hessian]=intfminunc(f,x0,intcon,options) -// Press ENTER to continue - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//Find x in R^2 such that the below function is minimum -//f = x1^2 + x2^2 -//Objective function to be minimised -function y= f(x) -y= x(1)^2 + x(2)^2; -endfunction -//Starting point -x0=[2,1]; -intcon = [1]; -[xopt,fopt]=intfminunc(f,x0,intcon) -// 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 the below function is minimum -//f = - x1^2 - x2^2 -//Objective function to be minimised -function [y,g,h] = f(x) -y = -x(1)^2 - x(2)^2; -g = [-2*x(1),-2*x(2)]; -h = [-2,0;0,-2]; -endfunction -//Starting point -x0=[2,1]; -intcon = [1] -options = list("gradobj","ON","hessian","on"); -[xopt,fopt,exitflag,gradient,hessian]=intfminunc(f,x0,intcon,options) - ]]></programlisting> -</refsection> -</refentry> diff --git a/help/intqpipopt.xml b/help/intqpipopt.xml deleted file mode 100644 index ab4f3b9..0000000 --- a/help/intqpipopt.xml +++ /dev/null @@ -1,127 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> - -<!-- - * - * This help file was generated from intqpipopt.sci using help_from_sci(). - * - --> - -<refentry version="5.0-subset Scilab" xml:id="intqpipopt" 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>intqpipopt</refname> - <refpurpose>Solves a linear quadratic problem.</refpurpose> - </refnamediv> - - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - xopt = intqpipopt(H,f) - xopt = intqpipopt(H,f,intcon) - xopt = intqpipopt(H,f,intcon,A,b) - xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq) - xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub) - xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0) - xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0,"path/to/bonmin_options_file") - [xopt,fopt,exitflag,output] = intqpipopt( ... ) - - </synopsis> -</refsynopsisdiv> - -<refsection> - <title>Parameters</title> - <variablelist> - <varlistentry><term>H :</term> - <listitem><para> a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem.</para></listitem></varlistentry> - <varlistentry><term>f :</term> - <listitem><para> a vector of double, represents coefficients of linear in the quadratic problem</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>A :</term> - <listitem><para> a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> - <varlistentry><term>b :</term> - <listitem><para> a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> - <varlistentry><term>Aeq :</term> - <listitem><para> a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> - <varlistentry><term>beq :</term> - <listitem><para> a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> - <varlistentry><term>lb :</term> - <listitem><para> a vector of double, contains lower bounds of the variables.</para></listitem></varlistentry> - <varlistentry><term>ub :</term> - <listitem><para> a vector of double, contains upper bounds of the variables.</para></listitem></varlistentry> - <varlistentry><term>x0 :</term> - <listitem><para> a vector of double, contains initial guess of variables.</para></listitem></varlistentry> - <varlistentry><term>param :</term> - <listitem><para> a list containing the parameters to be set.</para></listitem></varlistentry> - <varlistentry><term>xopt :</term> - <listitem><para> a vector of double, the computed solution of the optimization problem.</para></listitem></varlistentry> - <varlistentry><term>fopt :</term> - <listitem><para> a double, the value of the function at x.</para></listitem></varlistentry> - <varlistentry><term>exitflag :</term> - <listitem><para> The exit status. See below for details.</para></listitem></varlistentry> - <varlistentry><term>output :</term> - <listitem><para> The structure consist of statistics about the optimization. See below for details.</para></listitem></varlistentry> - </variablelist> -</refsection> - -<refsection> - <title>Description</title> - <para> -Search the minimum of a constrained linear quadratic optimization problem specified by : - </para> - <para> -<latex> -\begin{eqnarray} -&\mbox{min}_{x} -& 1/2⋅x^T⋅H⋅x + f^T⋅x \\ -& \text{subject to} & A⋅x \leq b \\ -& & Aeq⋅x = beq \\ -& & lb \leq x \leq ub \\ -& & x_i \in \!\, \mathbb{Z}, i \in \!\, intcon\\ -\end{eqnarray} -</latex> - </para> - <para> -The routine calls Bonmin for solving the quadratic problem, Bonmin is a library written in C++. - </para> - <para> -The exitflag allows to know the status of the optimization which is given back by Bonmin. -<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 page, go to http://www.coin-or.org/Bonmin - </para> - <para> -The output data structure contains detailed informations about the optimization process. -It has type "struct" and contains the following fields. -<itemizedlist> -<listitem>output.constrviolation: The max-norm of the constraint violation.</listitem> -</itemizedlist> - </para> - <para> - </para> - <para> -</para> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ - ]]></programlisting> -</refsection> -</refentry> diff --git a/help/master_help.xml b/help/master_help.xml deleted file mode 100644 index 03faed7..0000000 --- a/help/master_help.xml +++ /dev/null @@ -1,23 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> -<!DOCTYPE book [ -<!--Begin Entities--> -<!ENTITY ab8f5d2367aea696b1bfffd29426e0c75 SYSTEM "/home/pranav/intqpipopt/help/intqpipopt.xml"> -<!--End Entities--> -]> -<book version="5.0-subset Scilab" xml:lang="en_US" - xmlns="http://docbook.org/ns/docbook" - xmlns:xlink="http://www.w3.org/1999/xlink" - xmlns:xi="http://www.w3.org/2001/XInclude" - xmlns:svg="http://www.w3.org/2000/svg" - xmlns:mml="http://www.w3.org/1998/Math/MathML" - xmlns:html="http://www.w3.org/1999/xhtml" - xmlns:db="http://docbook.org/ns/docbook"> - <info xml:id='fossee_scilab_intqpipopt_manual'> - <title>FOSSEE_Scilab_intqpipopt</title> - </info> - -<part xml:id='section_9415031c3daa4a8a181e47daa1338f51'> -<title>FOSSEE_Scilab_intqpipopt</title> -&ab8f5d2367aea696b1bfffd29426e0c75; -</part> -</book> |