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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 /newstructure/help/en_US/scilab_en_US_help | |
parent | d19794fb80a271a4c885ed90f97cfc12baa012f2 (diff) | |
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Structure updated and intqpipopt files added
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font-style: normal; + color: #9965a6 +} + +.cid { + font-style: normal; + color: #000000 +} + +.ckeyword { + font-style: normal; + color: #ad3ff2 +} + +.cmodifier { + font-style: normal; + color: #ad3ff2 +} + +.cnumber { + font-style: normal; + color: #008b8b +} diff --git a/newstructure/help/en_US/scilab_en_US_help/cbcintlinprog.html b/newstructure/help/en_US/scilab_en_US_help/cbcintlinprog.html new file mode 100644 index 0000000..03640bb --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/cbcintlinprog.html @@ -0,0 +1,205 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>cbcintlinprog</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="section_2f30ec7805b02b8760d8add3187208be.html"><< FOSSEE Optimization Toolbox</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="intfminbnd.html">intfminbnd >></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> > cbcintlinprog</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">cbcintlinprog</h1> + <p class="refpurpose">Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</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">cbcintlinprog</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">cbcintlinprog</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">cbcintlinprog</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">cbcintlinprog</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">cbcintlinprog</span><span class="default">(</span>'<span class="default">path_to_mps_file</span>'<span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">cbcintlinprog</span><span class="default">(</span>'<span class="default">path_to_mps_file</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="default">status</span><span class="default">,</span><span class="default">output</span><span class="default">] = </span><span class="functionid">cbcintlinprog</span><span class="default">( ... )</span></pre></div></div> + +<div class="refsection"><h3 class="title">Parameters</h3> + <dl><dt><span class="term">c :</span> + <dd><p class="para">a vector of double, contains coefficients of the variables in the objective</p></dd></dt> + <dt><span class="term">intcon :</span> + <dd><p class="para">Vector of integer constraints, specified as a vector of positive integers. The values in intcon indicate the // components of the decision variable x that are integer-valued. intcon has values from 1 through number of variable.</p></dd></dt> + <dt><span class="term">A :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</p></dd></dt> + <dt><span class="term">b :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</p></dd></dt> + <dt><span class="term">Aeq :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">beq :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">lb :</span> + <dd><p class="para">Lower bounds, specified as a vector or array of double. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.</p></dd></dt> + <dt><span class="term">ub :</span> + <dd><p class="para">Upper bounds, specified as a vector or array of double. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.</p></dd></dt> + <dt><span class="term">options :</span> + <dd><p class="para">a list containing the parameters to be set.</p></dd></dt> + <dt><span class="term">xopt :</span> + <dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt> + <dt><span class="term">fopt :</span> + <dd><p class="para">a double, the value of the function at x.</p></dd></dt> + <dt><span class="term">status :</span> + <dd><p class="para">status flag returned from symphony. See below for details.</p></dd></dt> + <dt><span class="term">output :</span> + <dd><p class="para">The output data structure contains detailed information about the optimization process. See below for details.</p></dd></dt></dl></div> + +<div class="refsection"><h3 class="title">Description</h3> + <p class="para">Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by :</p> + <p class="para"><span><img src='./_LaTeX_cbcintlinprog.xml_1.png' style='position:relative;top:51px;width:243px;height:110px'/></span></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">// Objective function</span> +<span class="scilabcomment">// Reference: Westerberg, Carl-Henrik, Bengt Bjorklund, and Eskil Hultman. </span><span class="scilabcomment">"</span><span class="scilabcomment">An application of mixed integer programming in a Swedish steel mill.</span><span class="scilabcomment">"</span><span class="scilabcomment"> Interfaces 7, no. 2 (1977): 39-43.</span> +<span class="scilabid">c</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">350</span><span class="scilaboperator">*</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">330</span><span class="scilaboperator">*</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">310</span><span class="scilaboperator">*</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">280</span><span class="scilaboperator">*</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">500</span><span class="scilabdefault">,</span><span class="scilabnumber">450</span><span class="scilabdefault">,</span><span class="scilabnumber">400</span><span class="scilabdefault">,</span><span class="scilabnumber">100</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Lower Bound of variable</span> +<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">8</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Upper Bound of variables</span> +<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabopenclose">)</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabconstants">%inf</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Constraint Matrix</span> +<span class="scilabid">Aeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">5</span><span class="scilaboperator">*</span><span class="scilabnumber">0.05</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilaboperator">*</span><span class="scilabnumber">0.04</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabnumber">0.05</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilaboperator">*</span><span class="scilabnumber">0.03</span><span class="scilabdefault">,</span><span class="scilabnumber">0.08</span><span class="scilabdefault">,</span><span class="scilabnumber">0.07</span><span class="scilabdefault">,</span><span class="scilabnumber">0.06</span><span class="scilabdefault">,</span><span class="scilabnumber">0.03</span><span class="scilabdefault">;</span> +<span class="scilabnumber">5</span><span class="scilaboperator">*</span><span class="scilabnumber">0.03</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilaboperator">*</span><span class="scilabnumber">0.03</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabnumber">0.04</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilaboperator">*</span><span class="scilabnumber">0.04</span><span class="scilabdefault">,</span><span class="scilabnumber">0.06</span><span class="scilabdefault">,</span><span class="scilabnumber">0.07</span><span class="scilabdefault">,</span><span class="scilabnumber">0.08</span><span class="scilabdefault">,</span><span class="scilabnumber">0.09</span><span class="scilabdefault">;</span><span class="scilabopenclose">]</span> +<span class="scilabid">beq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">25</span><span class="scilabdefault">,</span> <span class="scilabnumber">1.25</span><span class="scilabdefault">,</span> <span class="scilabnumber">1.25</span><span class="scilabopenclose">]</span> +<span class="scilabid">intcon</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Calling Symphony</span> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">cbcintlinprog</span><span class="scilabopenclose">(</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</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">// An advanced case where we set some options in symphony</span> +<span class="scilabcomment">// This problem is taken from</span> +<span class="scilabcomment">// P.C.Chu and J.E.Beasley</span> +<span class="scilabcomment">// </span><span class="scilabcomment">"</span><span class="scilabcomment">A genetic algorithm for the multidimensional knapsack problem</span><span class="scilabcomment">"</span><span class="scilabcomment">,</span> +<span class="scilabcomment">// Journal of Heuristics, vol. 4, 1998, pp63-86.</span> +<span class="scilabcomment">// The problem to be solved is:</span> +<span class="scilabcomment">// Max sum{j=1,...,n} p(j)x(j)</span> +<span class="scilabcomment">// st sum{j=1,...,n} r(i,j)x(j) </span><span class="scilabcomment"><</span><span class="scilabcomment">= b(i) i=1,...,m</span> +<span class="scilabcomment">// x(j)=0 or 1</span> +<span class="scilabcomment">// The function to be maximize i.e. P(j)</span> +<span class="scilabid">c</span> <span class="scilaboperator">=</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilaboperator">*</span><span class="scilabopenclose">[</span> <span class="scilabnumber">504</span> <span class="scilabnumber">803</span> <span class="scilabnumber">667</span> <span class="scilabnumber">1103</span> <span class="scilabnumber">834</span> <span class="scilabnumber">585</span> <span class="scilabnumber">811</span> <span class="scilabnumber">856</span> <span class="scilabnumber">690</span> <span class="scilabnumber">832</span> <span class="scilabnumber">846</span> <span class="scilabnumber">813</span> <span class="scilabnumber">868</span> <span class="scilabnumber">793</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">825</span> <span class="scilabnumber">1002</span> <span class="scilabnumber">860</span> <span class="scilabnumber">615</span> <span class="scilabnumber">540</span> <span class="scilabnumber">797</span> <span class="scilabnumber">616</span> <span class="scilabnumber">660</span> <span class="scilabnumber">707</span> <span class="scilabnumber">866</span> <span class="scilabnumber">647</span> <span class="scilabnumber">746</span> <span class="scilabnumber">1006</span> <span class="scilabnumber">608</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">877</span> <span class="scilabnumber">900</span> <span class="scilabnumber">573</span> <span class="scilabnumber">788</span> <span class="scilabnumber">484</span> <span class="scilabnumber">853</span> <span class="scilabnumber">942</span> <span class="scilabnumber">630</span> <span class="scilabnumber">591</span> <span class="scilabnumber">630</span> <span class="scilabnumber">640</span> <span class="scilabnumber">1169</span> <span class="scilabnumber">932</span> <span class="scilabnumber">1034</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">957</span> <span class="scilabnumber">798</span> <span class="scilabnumber">669</span> <span class="scilabnumber">625</span> <span class="scilabnumber">467</span> <span class="scilabnumber">1051</span> <span class="scilabnumber">552</span> <span class="scilabnumber">717</span> <span class="scilabnumber">654</span> <span class="scilabnumber">388</span> <span class="scilabnumber">559</span> <span class="scilabnumber">555</span> <span class="scilabnumber">1104</span> <span class="scilabnumber">783</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">959</span> <span class="scilabnumber">668</span> <span class="scilabnumber">507</span> <span class="scilabnumber">855</span> <span class="scilabnumber">986</span> <span class="scilabnumber">831</span> <span class="scilabnumber">821</span> <span class="scilabnumber">825</span> <span class="scilabnumber">868</span> <span class="scilabnumber">852</span> <span class="scilabnumber">832</span> <span class="scilabnumber">828</span> <span class="scilabnumber">799</span> <span class="scilabnumber">686</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">510</span> <span class="scilabnumber">671</span> <span class="scilabnumber">575</span> <span class="scilabnumber">740</span> <span class="scilabnumber">510</span> <span class="scilabnumber">675</span> <span class="scilabnumber">996</span> <span class="scilabnumber">636</span> <span class="scilabnumber">826</span> <span class="scilabnumber">1022</span> <span class="scilabnumber">1140</span> <span class="scilabnumber">654</span> <span class="scilabnumber">909</span> <span class="scilabnumber">799</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">1162</span> <span class="scilabnumber">653</span> <span class="scilabnumber">814</span> <span class="scilabnumber">625</span> <span class="scilabnumber">599</span> <span class="scilabnumber">476</span> <span class="scilabnumber">767</span> <span class="scilabnumber">954</span> <span class="scilabnumber">906</span> <span class="scilabnumber">904</span> <span class="scilabnumber">649</span> <span class="scilabnumber">873</span> <span class="scilabnumber">565</span> <span class="scilabnumber">853</span> <span class="scilabnumber">1008</span> <span class="scilabnumber">632</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Constraint Matrix</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabcomment">//Constraint 1</span> +<span class="scilabnumber">42</span> <span class="scilabnumber">41</span> <span class="scilabnumber">523</span> <span class="scilabnumber">215</span> <span class="scilabnumber">819</span> <span class="scilabnumber">551</span> <span class="scilabnumber">69</span> <span class="scilabnumber">193</span> <span class="scilabnumber">582</span> <span class="scilabnumber">375</span> <span class="scilabnumber">367</span> <span class="scilabnumber">478</span> <span class="scilabnumber">162</span> <span class="scilabnumber">898</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">550</span> <span class="scilabnumber">553</span> <span class="scilabnumber">298</span> <span class="scilabnumber">577</span> <span class="scilabnumber">493</span> <span class="scilabnumber">183</span> <span class="scilabnumber">260</span> <span class="scilabnumber">224</span> <span class="scilabnumber">852</span> <span class="scilabnumber">394</span> <span class="scilabnumber">958</span> <span class="scilabnumber">282</span> <span class="scilabnumber">402</span> <span class="scilabnumber">604</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">164</span> <span class="scilabnumber">308</span> <span class="scilabnumber">218</span> <span class="scilabnumber">61</span> <span class="scilabnumber">273</span> <span class="scilabnumber">772</span> <span class="scilabnumber">191</span> <span class="scilabnumber">117</span> <span class="scilabnumber">276</span> <span class="scilabnumber">877</span> <span class="scilabnumber">415</span> <span class="scilabnumber">873</span> <span class="scilabnumber">902</span> <span class="scilabnumber">465</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">320</span> <span class="scilabnumber">870</span> <span class="scilabnumber">244</span> <span class="scilabnumber">781</span> <span class="scilabnumber">86</span> <span class="scilabnumber">622</span> <span class="scilabnumber">665</span> <span class="scilabnumber">155</span> <span class="scilabnumber">680</span> <span class="scilabnumber">101</span> <span class="scilabnumber">665</span> <span class="scilabnumber">227</span> <span class="scilabnumber">597</span> <span class="scilabnumber">354</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">597</span> <span class="scilabnumber">79</span> <span class="scilabnumber">162</span> <span class="scilabnumber">998</span> <span class="scilabnumber">849</span> <span class="scilabnumber">136</span> <span class="scilabnumber">112</span> <span class="scilabnumber">751</span> <span class="scilabnumber">735</span> <span class="scilabnumber">884</span> <span class="scilabnumber">71</span> <span class="scilabnumber">449</span> <span class="scilabnumber">266</span> <span class="scilabnumber">420</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">797</span> <span class="scilabnumber">945</span> <span class="scilabnumber">746</span> <span class="scilabnumber">46</span> <span class="scilabnumber">44</span> <span class="scilabnumber">545</span> <span class="scilabnumber">882</span> <span class="scilabnumber">72</span> <span class="scilabnumber">383</span> <span class="scilabnumber">714</span> <span class="scilabnumber">987</span> <span class="scilabnumber">183</span> <span class="scilabnumber">731</span> <span class="scilabnumber">301</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">718</span> <span class="scilabnumber">91</span> <span class="scilabnumber">109</span> <span class="scilabnumber">567</span> <span class="scilabnumber">708</span> <span class="scilabnumber">507</span> <span class="scilabnumber">983</span> <span class="scilabnumber">808</span> <span class="scilabnumber">766</span> <span class="scilabnumber">615</span> <span class="scilabnumber">554</span> <span class="scilabnumber">282</span> <span class="scilabnumber">995</span> <span class="scilabnumber">946</span> <span class="scilabnumber">651</span> <span class="scilabnumber">298</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Constraint 2</span> +<span class="scilabnumber">509</span> <span class="scilabnumber">883</span> <span class="scilabnumber">229</span> <span class="scilabnumber">569</span> <span class="scilabnumber">706</span> <span class="scilabnumber">639</span> <span class="scilabnumber">114</span> <span class="scilabnumber">727</span> <span class="scilabnumber">491</span> <span class="scilabnumber">481</span> <span class="scilabnumber">681</span> <span class="scilabnumber">948</span> <span class="scilabnumber">687</span> <span class="scilabnumber">941</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">350</span> <span class="scilabnumber">253</span> <span class="scilabnumber">573</span> <span class="scilabnumber">40</span> <span class="scilabnumber">124</span> <span class="scilabnumber">384</span> <span class="scilabnumber">660</span> <span class="scilabnumber">951</span> <span class="scilabnumber">739</span> <span class="scilabnumber">329</span> <span class="scilabnumber">146</span> <span class="scilabnumber">593</span> <span class="scilabnumber">658</span> <span class="scilabnumber">816</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">638</span> <span class="scilabnumber">717</span> <span class="scilabnumber">779</span> <span class="scilabnumber">289</span> <span class="scilabnumber">430</span> <span class="scilabnumber">851</span> <span class="scilabnumber">937</span> <span class="scilabnumber">289</span> <span class="scilabnumber">159</span> <span class="scilabnumber">260</span> <span class="scilabnumber">930</span> <span class="scilabnumber">248</span> <span class="scilabnumber">656</span> <span class="scilabnumber">833</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">892</span> <span class="scilabnumber">60</span> <span class="scilabnumber">278</span> <span class="scilabnumber">741</span> <span class="scilabnumber">297</span> <span class="scilabnumber">967</span> <span class="scilabnumber">86</span> <span class="scilabnumber">249</span> <span class="scilabnumber">354</span> <span class="scilabnumber">614</span> <span class="scilabnumber">836</span> <span class="scilabnumber">290</span> <span class="scilabnumber">893</span> <span class="scilabnumber">857</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">158</span> <span class="scilabnumber">869</span> <span class="scilabnumber">206</span> <span class="scilabnumber">504</span> <span class="scilabnumber">799</span> <span class="scilabnumber">758</span> <span class="scilabnumber">431</span> <span class="scilabnumber">580</span> <span class="scilabnumber">780</span> <span class="scilabnumber">788</span> <span class="scilabnumber">583</span> <span class="scilabnumber">641</span> <span class="scilabnumber">32</span> <span class="scilabnumber">653</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">252</span> <span class="scilabnumber">709</span> <span class="scilabnumber">129</span> <span class="scilabnumber">368</span> <span class="scilabnumber">440</span> <span class="scilabnumber">314</span> <span class="scilabnumber">287</span> <span class="scilabnumber">854</span> <span class="scilabnumber">460</span> <span class="scilabnumber">594</span> <span class="scilabnumber">512</span> <span class="scilabnumber">239</span> <span class="scilabnumber">719</span> <span class="scilabnumber">751</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">708</span> <span class="scilabnumber">670</span> <span class="scilabnumber">269</span> <span class="scilabnumber">832</span> <span class="scilabnumber">137</span> <span class="scilabnumber">356</span> <span class="scilabnumber">960</span> <span class="scilabnumber">651</span> <span class="scilabnumber">398</span> <span class="scilabnumber">893</span> <span class="scilabnumber">407</span> <span class="scilabnumber">477</span> <span class="scilabnumber">552</span> <span class="scilabnumber">805</span> <span class="scilabnumber">881</span> <span class="scilabnumber">850</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Constraint 3</span> +<span class="scilabnumber">806</span> <span class="scilabnumber">361</span> <span class="scilabnumber">199</span> <span class="scilabnumber">781</span> <span class="scilabnumber">596</span> <span class="scilabnumber">669</span> <span class="scilabnumber">957</span> <span class="scilabnumber">358</span> <span class="scilabnumber">259</span> <span class="scilabnumber">888</span> <span class="scilabnumber">319</span> <span class="scilabnumber">751</span> <span class="scilabnumber">275</span> <span class="scilabnumber">177</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">883</span> <span class="scilabnumber">749</span> <span class="scilabnumber">229</span> <span class="scilabnumber">265</span> <span class="scilabnumber">282</span> <span class="scilabnumber">694</span> <span class="scilabnumber">819</span> <span class="scilabnumber">77</span> <span class="scilabnumber">190</span> <span class="scilabnumber">551</span> <span class="scilabnumber">140</span> <span class="scilabnumber">442</span> <span class="scilabnumber">867</span> <span class="scilabnumber">283</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">137</span> <span class="scilabnumber">359</span> <span class="scilabnumber">445</span> <span class="scilabnumber">58</span> <span class="scilabnumber">440</span> <span class="scilabnumber">192</span> <span class="scilabnumber">485</span> <span class="scilabnumber">744</span> <span class="scilabnumber">844</span> <span class="scilabnumber">969</span> <span class="scilabnumber">50</span> <span class="scilabnumber">833</span> <span class="scilabnumber">57</span> <span class="scilabnumber">877</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">482</span> <span class="scilabnumber">732</span> <span class="scilabnumber">968</span> <span class="scilabnumber">113</span> <span class="scilabnumber">486</span> <span class="scilabnumber">710</span> <span class="scilabnumber">439</span> <span class="scilabnumber">747</span> <span class="scilabnumber">174</span> <span class="scilabnumber">260</span> <span class="scilabnumber">877</span> <span class="scilabnumber">474</span> <span class="scilabnumber">841</span> <span class="scilabnumber">422</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">280</span> <span class="scilabnumber">684</span> <span class="scilabnumber">330</span> <span class="scilabnumber">910</span> <span class="scilabnumber">791</span> <span class="scilabnumber">322</span> <span class="scilabnumber">404</span> <span class="scilabnumber">403</span> <span class="scilabnumber">519</span> <span class="scilabnumber">148</span> <span class="scilabnumber">948</span> <span class="scilabnumber">414</span> <span class="scilabnumber">894</span> <span class="scilabnumber">147</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">73</span> <span class="scilabnumber">297</span> <span class="scilabnumber">97</span> <span class="scilabnumber">651</span> <span class="scilabnumber">380</span> <span class="scilabnumber">67</span> <span class="scilabnumber">582</span> <span class="scilabnumber">973</span> <span class="scilabnumber">143</span> <span class="scilabnumber">732</span> <span class="scilabnumber">624</span> <span class="scilabnumber">518</span> <span class="scilabnumber">847</span> <span class="scilabnumber">113</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">382</span> <span class="scilabnumber">97</span> <span class="scilabnumber">905</span> <span class="scilabnumber">398</span> <span class="scilabnumber">859</span> <span class="scilabnumber">4</span> <span class="scilabnumber">142</span> <span class="scilabnumber">110</span> <span class="scilabnumber">11</span> <span class="scilabnumber">213</span> <span class="scilabnumber">398</span> <span class="scilabnumber">173</span> <span class="scilabnumber">106</span> <span class="scilabnumber">331</span> <span class="scilabnumber">254</span> <span class="scilabnumber">447</span> <span class="scilabdefault">;</span> +<span class="scilabcomment">//Constraint 4</span> +<span class="scilabnumber">404</span> <span class="scilabnumber">197</span> <span class="scilabnumber">817</span> <span class="scilabnumber">1000</span> <span class="scilabnumber">44</span> <span class="scilabnumber">307</span> <span class="scilabnumber">39</span> <span class="scilabnumber">659</span> <span class="scilabnumber">46</span> <span class="scilabnumber">334</span> <span class="scilabnumber">448</span> <span class="scilabnumber">599</span> <span class="scilabnumber">931</span> <span class="scilabnumber">776</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">263</span> <span class="scilabnumber">980</span> <span class="scilabnumber">807</span> <span class="scilabnumber">378</span> <span class="scilabnumber">278</span> <span class="scilabnumber">841</span> <span class="scilabnumber">700</span> <span class="scilabnumber">210</span> <span class="scilabnumber">542</span> <span class="scilabnumber">636</span> <span class="scilabnumber">388</span> <span class="scilabnumber">129</span> <span class="scilabnumber">203</span> <span class="scilabnumber">110</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">817</span> <span class="scilabnumber">502</span> <span class="scilabnumber">657</span> <span class="scilabnumber">804</span> <span class="scilabnumber">662</span> <span class="scilabnumber">989</span> <span class="scilabnumber">585</span> <span class="scilabnumber">645</span> <span class="scilabnumber">113</span> <span class="scilabnumber">436</span> <span class="scilabnumber">610</span> <span class="scilabnumber">948</span> <span class="scilabnumber">919</span> <span class="scilabnumber">115</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">967</span> <span class="scilabnumber">13</span> <span class="scilabnumber">445</span> <span class="scilabnumber">449</span> <span class="scilabnumber">740</span> <span class="scilabnumber">592</span> <span class="scilabnumber">327</span> <span class="scilabnumber">167</span> <span class="scilabnumber">368</span> <span class="scilabnumber">335</span> <span class="scilabnumber">179</span> <span class="scilabnumber">909</span> <span class="scilabnumber">825</span> <span class="scilabnumber">614</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">987</span> <span class="scilabnumber">350</span> <span class="scilabnumber">179</span> <span class="scilabnumber">415</span> <span class="scilabnumber">821</span> <span class="scilabnumber">525</span> <span class="scilabnumber">774</span> <span class="scilabnumber">283</span> <span class="scilabnumber">427</span> <span class="scilabnumber">275</span> <span class="scilabnumber">659</span> <span class="scilabnumber">392</span> <span class="scilabnumber">73</span> <span class="scilabnumber">896</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">68</span> <span class="scilabnumber">982</span> <span class="scilabnumber">697</span> <span class="scilabnumber">421</span> <span class="scilabnumber">246</span> <span class="scilabnumber">672</span> <span class="scilabnumber">649</span> <span class="scilabnumber">731</span> <span class="scilabnumber">191</span> <span class="scilabnumber">514</span> <span class="scilabnumber">983</span> <span class="scilabnumber">886</span> <span class="scilabnumber">95</span> <span class="scilabnumber">846</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">689</span> <span class="scilabnumber">206</span> <span class="scilabnumber">417</span> <span class="scilabnumber">14</span> <span class="scilabnumber">735</span> <span class="scilabnumber">267</span> <span class="scilabnumber">822</span> <span class="scilabnumber">977</span> <span class="scilabnumber">302</span> <span class="scilabnumber">687</span> <span class="scilabnumber">118</span> <span class="scilabnumber">990</span> <span class="scilabnumber">323</span> <span class="scilabnumber">993</span> <span class="scilabnumber">525</span> <span class="scilabnumber">322</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Constraint 5</span> +<span class="scilabnumber">475</span> <span class="scilabnumber">36</span> <span class="scilabnumber">287</span> <span class="scilabnumber">577</span> <span class="scilabnumber">45</span> <span class="scilabnumber">700</span> <span class="scilabnumber">803</span> <span class="scilabnumber">654</span> <span class="scilabnumber">196</span> <span class="scilabnumber">844</span> <span class="scilabnumber">657</span> <span class="scilabnumber">387</span> <span class="scilabnumber">518</span> <span class="scilabnumber">143</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">515</span> <span class="scilabnumber">335</span> <span class="scilabnumber">942</span> <span class="scilabnumber">701</span> <span class="scilabnumber">332</span> <span class="scilabnumber">803</span> <span class="scilabnumber">265</span> <span class="scilabnumber">922</span> <span class="scilabnumber">908</span> <span class="scilabnumber">139</span> <span class="scilabnumber">995</span> <span class="scilabnumber">845</span> <span class="scilabnumber">487</span> <span class="scilabnumber">100</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">447</span> <span class="scilabnumber">653</span> <span class="scilabnumber">649</span> <span class="scilabnumber">738</span> <span class="scilabnumber">424</span> <span class="scilabnumber">475</span> <span class="scilabnumber">425</span> <span class="scilabnumber">926</span> <span class="scilabnumber">795</span> <span class="scilabnumber">47</span> <span class="scilabnumber">136</span> <span class="scilabnumber">801</span> <span class="scilabnumber">904</span> <span class="scilabnumber">740</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">768</span> <span class="scilabnumber">460</span> <span class="scilabnumber">76</span> <span class="scilabnumber">660</span> <span class="scilabnumber">500</span> <span class="scilabnumber">915</span> <span class="scilabnumber">897</span> <span class="scilabnumber">25</span> <span class="scilabnumber">716</span> <span class="scilabnumber">557</span> <span class="scilabnumber">72</span> <span class="scilabnumber">696</span> <span class="scilabnumber">653</span> <span class="scilabnumber">933</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">420</span> <span class="scilabnumber">582</span> <span class="scilabnumber">810</span> <span class="scilabnumber">861</span> <span class="scilabnumber">758</span> <span class="scilabnumber">647</span> <span class="scilabnumber">237</span> <span class="scilabnumber">631</span> <span class="scilabnumber">271</span> <span class="scilabnumber">91</span> <span class="scilabnumber">75</span> <span class="scilabnumber">756</span> <span class="scilabnumber">409</span> <span class="scilabnumber">440</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">483</span> <span class="scilabnumber">336</span> <span class="scilabnumber">765</span> <span class="scilabnumber">637</span> <span class="scilabnumber">981</span> <span class="scilabnumber">980</span> <span class="scilabnumber">202</span> <span class="scilabnumber">35</span> <span class="scilabnumber">594</span> <span class="scilabnumber">689</span> <span class="scilabnumber">602</span> <span class="scilabnumber">76</span> <span class="scilabnumber">767</span> <span class="scilabnumber">693</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">893</span> <span class="scilabnumber">160</span> <span class="scilabnumber">785</span> <span class="scilabnumber">311</span> <span class="scilabnumber">417</span> <span class="scilabnumber">748</span> <span class="scilabnumber">375</span> <span class="scilabnumber">362</span> <span class="scilabnumber">617</span> <span class="scilabnumber">553</span> <span class="scilabnumber">474</span> <span class="scilabnumber">915</span> <span class="scilabnumber">457</span> <span class="scilabnumber">261</span> <span class="scilabnumber">350</span> <span class="scilabnumber">635</span> <span class="scilabdefault">;</span> +<span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">11927</span> <span class="scilabnumber">13727</span> <span class="scilabnumber">11551</span> <span class="scilabnumber">13056</span> <span class="scilabnumber">13460</span> <span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Lower Bound of variables</span> +<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Upper Bound of variables</span> +<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Lower Bound of constrains</span> +<span class="scilabid">intcon</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</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="scilabid">nbVar</span> +<span class="scilabid">intcon</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabid">intcon</span> <span class="scilabid">i</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabskeyword">end</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">MaxTime</span><span class="scilabstring">'</span><span class="scilabdefault">,</span> <span class="scilabnumber">25</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// The expected solution :</span> +<span class="scilabcomment">// Output variables</span> +<span class="scilabid">xopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabspecial">..</span> +<span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// Optimal value</span> +<span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">24381</span> <span class="scilabopenclose">]</span> +<span class="scilabcomment">// Calling cbc</span> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">cbcintlinprog</span><span class="scilabopenclose">(</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</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">Akshay Miterani and Pranav Deshpande</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="section_2f30ec7805b02b8760d8add3187208be.html"><< FOSSEE Optimization Toolbox</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="intfminbnd.html">intfminbnd >></a></span> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/newstructure/help/en_US/scilab_en_US_help/index.html b/newstructure/help/en_US/scilab_en_US_help/index.html new file mode 100644 index 0000000..a2a4475 --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/index.html @@ -0,0 +1,85 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title></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%"> + + </td> + <td width="40%" class="center"> + + </td> + <td width="30%" class="next"> + + </td> + </tr></table> + <hr /> + </div> + + + + + <br /><br /> + <h3 class="book-title">FOSSEE Optimization Toolbox</h3> +<ul class="list-part"><a name="fossee_optimization_toolbox_manual"></a><div class="info"></div> + +<li><a href="section_2f30ec7805b02b8760d8add3187208be.html" class="part">FOSSEE Optimization Toolbox</a> +<ul class="list-chapter"><li><a href="cbcintlinprog.html" class="refentry">cbcintlinprog</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</span></li> + + + + + +<li><a href="intfminbnd.html" class="refentry">intfminbnd</a> — <span class="refentry-description">Solves a multi-variable optimization problem on a bounded interval</span></li> + + + + + +<li><a href="intfmincon.html" class="refentry">intfmincon</a> — <span class="refentry-description">Solves a constrainted multi-variable mixed integer non linear programming problem</span></li> + + + + + +<li><a href="intfminimax.html" class="refentry">intfminimax</a> — <span class="refentry-description">Solves minimax constraint problem</span></li> + + + + + +<li><a href="intfminunc.html" class="refentry">intfminunc</a> — <span class="refentry-description">Solves an unconstrainted multi-variable mixed integer non linear programming optimization problem</span></li> + + + + + +<li><a href="intqpipopt.html" class="refentry">intqpipopt</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li></ul></li></ul> + <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%"> + + </td> + <td width="40%" class="center"> + + </td> + <td width="30%" class="next"> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/newstructure/help/en_US/scilab_en_US_help/intfminbnd.html b/newstructure/help/en_US/scilab_en_US_help/intfminbnd.html new file mode 100644 index 0000000..c9dd359 --- /dev/null +++ b/newstructure/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> diff --git a/newstructure/help/en_US/scilab_en_US_help/intfmincon.html b/newstructure/help/en_US/scilab_en_US_help/intfmincon.html new file mode 100644 index 0000000..afecac1 --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/intfmincon.html @@ -0,0 +1,266 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>intfmincon</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="intfminbnd.html"><< intfminbnd</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="intfminimax.html">intfminimax >></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> > intfmincon</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">intfmincon</h1> + <p class="refpurpose">Solves a constrainted multi-variable mixed integer non linear programming problem</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">intfmincon</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfmincon</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfmincon</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfmincon</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">nlc</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfmincon</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">nlc</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">intfmincon</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">intfmincon</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="functionid">intfmincon</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">intfmincon</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">x0 :</span> + <dd><p class="para">a vector of doubles, containing the starting values of 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">A :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</p></dd></dt> + <dt><span class="term">b :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</p></dd></dt> + <dt><span class="term">Aeq :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">beq :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">lb :</span> + <dd><p class="para">Lower bounds, specified as a vector or array of double. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.</p></dd></dt> + <dt><span class="term">ub :</span> + <dd><p class="para">Upper bounds, specified as a vector or array of double. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.</p></dd></dt> + <dt><span class="term">nlc :</span> + <dd><p class="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.</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 mixed integer constrained optimization problem specified by : +Find the minimum of f(x) such that</p> + <p class="para"><span><img src='./_LaTeX_intfmincon.xml_1.png' style='position:relative;top:74px;width:221px;height:156px'/></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 : InFeasible Solution.</li> +<li>exitflag=2 : Objective Function is Continuous Unbounded.</li> +<li>exitflag=3 : Limit Exceeded.</li> +<li>exitflag=4 : User Interrupt.</li> +<li>exitflag=5 : MINLP Error.</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^2 such that it minimizes:</span> +<span class="scilabcomment">//f(x)= -x1 -x2/3</span> +<span class="scilabcomment">//x0=[0,0]</span> +<span class="scilabcomment">//constraint-1 (c1): x1 + x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 2</span> +<span class="scilabcomment">//constraint-2 (c2): x1 + x2/4 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 1</span> +<span class="scilabcomment">//constraint-3 (c3): x1 - x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 2</span> +<span class="scilabcomment">//constraint-4 (c4): -x1/4 - x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 1</span> +<span class="scilabcomment">//constraint-5 (c5): -x1 - x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= -1</span> +<span class="scilabcomment">//constraint-6 (c6): -x1 + x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 2</span> +<span class="scilabcomment">//constraint-7 (c7): x1 + x2 = 2</span> +<span class="scilabcomment">//Objective function to be minimised</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">y</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">dy</span><span class="scilabopenclose">]</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">-</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">3</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">dy</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilaboperator">/</span><span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Starting point, linear constraints and variable bounds</span> +<span class="scilabid">x0</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0</span> <span class="scilabdefault">,</span> <span class="scilabnumber">0</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="scilabid">A</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span> <span class="scilabdefault">;</span> <span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilaboperator">/</span><span class="scilabnumber">4</span> <span class="scilabdefault">;</span> <span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilaboperator">/</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">Aeq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">nlc</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</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">GradObj</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Calling Ipopt</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">grad</span><span class="scilabdefault">,</span><span class="scilabid">hessian</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span><span class="scilabid">intfmincon</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span> <span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">nlc</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^3 such that it minimizes:</span> +<span class="scilabcomment">//f(x)= x1*x2 + x2*x3</span> +<span class="scilabcomment">//x0=[0.1 , 0.1 , 0.1]</span> +<span class="scilabcomment">//constraint-1 (c1): x1^2 - x2^2 + x3^2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 2</span> +<span class="scilabcomment">//constraint-2 (c2): x1^2 + x2^2 + x3^2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 10</span> +<span class="scilabcomment">//Objective function to be minimised</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">y</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">dy</span><span class="scilabopenclose">]</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">dy</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="scilabdefault">,</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Starting point, linear constraints and variable bounds</span> +<span class="scilabid">x0</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0.1</span> <span class="scilabdefault">,</span> <span class="scilabnumber">0.1</span> <span class="scilabdefault">,</span> <span class="scilabnumber">0.1</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="scilabopenclose">]</span> +<span class="scilabid">A</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">Aeq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Nonlinear constraints</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">c</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">ceq</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">cg</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">cgeq</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">nlc</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabinputoutputargs">c</span> <span class="scilaboperator">=</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">2</span> <span class="scilaboperator">-</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">2</span> <span class="scilaboperator">+</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">-</span> <span class="scilabnumber">2</span> <span class="scilabdefault">,</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">2</span> <span class="scilaboperator">+</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">2</span> <span class="scilaboperator">+</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">-</span> <span class="scilabnumber">10</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">ceq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">cg</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span> <span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilabdefault">,</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">cgeq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</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">500</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">GradObj</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">GradCon</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Calling Ipopt</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="scilabopenclose">]</span> <span class="scilaboperator">=</span><span class="scilabid">intfmincon</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span> <span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabfunctionid">nlc</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">//The below problem is an unbounded problem:</span> +<span class="scilabcomment">//Find x in R^3 such that it minimizes:</span> +<span class="scilabcomment">//f(x)= -(x1^2 + x2^2 + x3^2)</span> +<span class="scilabcomment">//x0=[0.1 , 0.1 , 0.1]</span> +<span class="scilabcomment">// x1 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 0</span> +<span class="scilabcomment">// x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 0</span> +<span class="scilabcomment">// x3 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 0</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilaboperator">+</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</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">//Starting point, linear constraints and variable bounds</span> +<span class="scilabid">x0</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0.1</span> <span class="scilabdefault">,</span> <span class="scilabnumber">0.1</span> <span class="scilabdefault">,</span> <span class="scilabnumber">0.1</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">3</span><span class="scilabopenclose">]</span> +<span class="scilabid">A</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">Aeq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</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">500</span><span class="scilabopenclose">]</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Calling Ipopt</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">grad</span><span class="scilabdefault">,</span><span class="scilabid">hessian</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span><span class="scilabid">intfmincon</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span> <span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</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">//The below problem is an infeasible problem:</span> +<span class="scilabcomment">//Find x in R^3 such that in minimizes:</span> +<span class="scilabcomment">//f(x)=x1*x2 + x2*x3</span> +<span class="scilabcomment">//x0=[1,1,1]</span> +<span class="scilabcomment">//constraint-1 (c1): x1^2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 1</span> +<span class="scilabcomment">//constraint-2 (c2): x1^2 + x2^2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 1</span> +<span class="scilabcomment">//constraint-3 (c3): x3^2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 1</span> +<span class="scilabcomment">//constraint-4 (c4): x1^3 = 0.5</span> +<span class="scilabcomment">//constraint-5 (c5): x2^2 + x3^2 = 0.75</span> +<span class="scilabcomment">// 0 </span><span class="scilabcomment"><</span><span class="scilabcomment">= x1 </span><span class="scilabcomment"><</span><span class="scilabcomment">=0.6</span> +<span class="scilabcomment">// 0.2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= x2 </span><span class="scilabcomment"><</span><span class="scilabcomment">= inf</span> +<span class="scilabcomment">// -inf </span><span class="scilabcomment"><</span><span class="scilabcomment">= x3 </span><span class="scilabcomment"><</span><span class="scilabcomment">= 1</span> +<span class="scilabcomment">//Objective function to be minimised</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">y</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">dy</span><span class="scilabopenclose">]</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">dy</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="scilabdefault">,</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Starting point, linear constraints and variable bounds</span> +<span class="scilabid">x0</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</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="scilabopenclose">]</span> +<span class="scilabid">A</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">Aeq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0</span> <span class="scilabnumber">0.2</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">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0.6</span> <span class="scilabconstants">%inf</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Nonlinear constraints</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">c</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">ceq</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">cg</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">cgeq</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">nlc</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabinputoutputargs">c</span><span class="scilaboperator">=</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">2</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</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">2</span><span class="scilaboperator">+</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">2</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">ceq</span><span class="scilaboperator">=</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">3</span><span class="scilaboperator">-</span><span class="scilabnumber">0.5</span><span class="scilabdefault">,</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">2</span><span class="scilaboperator">+</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilaboperator">-</span><span class="scilabnumber">0.75</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">cg</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">cgeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">3</span><span class="scilaboperator">*</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">2</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</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">500</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">GradObj</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">GradCon</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Calling Ipopt</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">grad</span><span class="scilabdefault">,</span><span class="scilabid">hessian</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span><span class="scilabid">intfmincon</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span> <span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabfunctionid">nlc</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">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="intfminbnd.html"><< intfminbnd</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="intfminimax.html">intfminimax >></a></span> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/newstructure/help/en_US/scilab_en_US_help/intfminimax.html b/newstructure/help/en_US/scilab_en_US_help/intfminimax.html new file mode 100644 index 0000000..9200598 --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/intfminimax.html @@ -0,0 +1,195 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>intfminimax</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="intfmincon.html"><< intfmincon</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="intfminunc.html">intfminunc >></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> > intfminimax</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">intfminimax</h1> + <p class="refpurpose">Solves minimax constraint problem</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">intfminimax</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminimax</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminimax</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminimax</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminimax</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">nonlinfun</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminimax</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">nonlinfun</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">fval</span><span class="default">] = </span><span class="functionid">intfminimax</span><span class="default">(.....)</span> +<span class="default">[</span><span class="default">xopt</span><span class="default">, </span><span class="default">fval</span><span class="default">, </span><span class="default">maxfval</span><span class="default">]= </span><span class="functionid">intfminimax</span><span class="default">(.....)</span> +<span class="default">[</span><span class="default">xopt</span><span class="default">, </span><span class="default">fval</span><span class="default">, </span><span class="default">maxfval</span><span class="default">, </span><span class="default">exitflag</span><span class="default">]= </span><span class="functionid">intfminimax</span><span class="default">(.....)</span></pre></div></div> + +<div class="refsection"><h3 class="title">Parameters</h3> + <dl><dt><span class="term">fun:</span> + <dd><p class="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.</p></dd></dt> + <dt><span class="term">x0 :</span> + <dd><p class="para">a vector of double, contains initial guess of variables.</p></dd></dt> + <dt><span class="term">A :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</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">b :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</p></dd></dt> + <dt><span class="term">Aeq :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">beq :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">lb :</span> + <dd><p class="para">a vector of double, contains lower bounds of the variables.</p></dd></dt> + <dt><span class="term">ub :</span> + <dd><p class="para">a vector of double, contains upper bounds of the variables.</p></dd></dt> + <dt><span class="term">nonlinfun:</span> + <dd><p class="para">function that computes the nonlinear inequality constraints câ‹…x ≤ 0 and nonlinear equality constraints câ‹…x = 0.</p></dd></dt> + <dt><span class="term">xopt :</span> + <dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt> + <dt><span class="term">fopt :</span> + <dd><p class="para">a double, the value of the function at x.</p></dd></dt> + <dt><span class="term">maxfval:</span> + <dd><p class="para">a 1x1 matrix of doubles, the maximum value in vector fval</p></dd></dt> + <dt><span class="term">exitflag :</span> + <dd><p class="para">The exit status. See below for details.</p></dd></dt> + <dt><span class="term">output :</span> + <dd><p class="para">The structure consist of statistics about the optimization. See below for details.</p></dd></dt> + <dt><span class="term">lambda :</span> + <dd><p class="para">The structure consist of the Lagrange multipliers at the solution of problem. See below for details.</p></dd></dt></dl></div> + +<div class="refsection"><h3 class="title">Description</h3> + <p class="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.</p> + <p class="para"><span><img src='./_LaTeX_intfminimax.xml_1.png' style='position:relative;top:52px;width:399px;height:112px'/></span></p> + <p class="para">Currently, intfminimax calls intfmincon which uses the bonmin algorithm.</p> + <p class="para">max-min problems can also be solved with intfminimax, using the identity</p> + <p class="para"><span><img src='./_LaTeX_intfminimax.xml_2.png' style='position:relative;top:6px;width:281px;height:20px'/></span></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> +The objective function must have header : +<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">F</span> <span class="scilaboperator">=</span> <span class="scilabid">fun</span><span class="scilabopenclose">(</span><span class="scilabid">x</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> +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.</p> + <p class="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.</p> + <p class="para">If we can provide exact gradients, we should do so since it improves the convergence speed of the optimization algorithm.</p> + <p class="para"></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 : InFeasible Solution.</li> +<li>exitflag=2 : Objective Function is Continuous Unbounded.</li> +<li>exitflag=3 : Limit Exceeded.</li> +<li>exitflag=4 : User Interrupt.</li> +<li>exitflag=5 : MINLP Error.</li></ul></p> + <p class="para">For more details on exitflag see the ipopt 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">// A basic case :</span> +<span class="scilabcomment">// we provide only the objective function and the nonlinear constraint</span> +<span class="scilabcomment">// function</span> +<span class="scilabfkeyword">function</span> <span class="scilabinputoutputargs">f</span><span class="scilaboperator">=</span><span class="scilabfunctionid">myfun</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">-</span> <span class="scilabnumber">48</span><span class="scilaboperator">*</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">40</span><span class="scilaboperator">*</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">304</span><span class="scilabdefault">;</span> <span class="scilabcomment">//Objectives</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</span> <span class="scilaboperator">-</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">2</span> <span class="scilaboperator">-</span> <span class="scilabnumber">3</span><span class="scilaboperator">*</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">2</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</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">3</span><span class="scilaboperator">*</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">18</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">4</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</span> <span class="scilaboperator">-</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">5</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabnumber">8</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">// The initial guess</span> +<span class="scilabid">x0</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0.1</span><span class="scilabdefault">,</span><span class="scilabnumber">0.1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// The expected solution : only 4 digits are guaranteed</span> +<span class="scilabid">xopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">4</span> <span class="scilabnumber">4</span><span class="scilabopenclose">]</span> +<span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span> <span class="scilaboperator">-</span><span class="scilabnumber">64</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span> <span class="scilaboperator">-</span><span class="scilabnumber">8</span> <span class="scilabnumber">0</span><span class="scilabopenclose">]</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="scilabid">maxfopt</span> <span class="scilaboperator">=</span> <span class="scilabnumber">0</span> +<span class="scilabcomment">// Run fminimax</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">maxfval</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">intfminimax</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">myfun</span><span class="scilabdefault">,</span> <span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</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">// A case where we provide the gradient of the objective</span> +<span class="scilabcomment">// functions and the Jacobian matrix of the constraints.</span> +<span class="scilabcomment">// The objective function and its gradient</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">f</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">G</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">myfun</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">-</span> <span class="scilabnumber">48</span><span class="scilaboperator">*</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">40</span><span class="scilaboperator">*</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">304</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</span> <span class="scilaboperator">-</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">2</span> <span class="scilaboperator">-</span> <span class="scilabnumber">3</span><span class="scilaboperator">*</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">2</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">3</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</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">3</span><span class="scilaboperator">*</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">18</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">4</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</span> <span class="scilaboperator">-</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">f</span><span class="scilabopenclose">(</span><span class="scilabnumber">5</span><span class="scilabopenclose">)</span><span class="scilaboperator">=</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabnumber">8</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">G</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">4</span><span class="scilaboperator">*</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">48</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span> <span class="scilabnumber">1</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabnumber">2</span><span class="scilaboperator">*</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">40</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">6</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span> <span class="scilabnumber">3</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabopenclose">]</span><span class="scilaboperator">'</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">// The nonlinear constraints</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">c</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">ceq</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">DC</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">DCeq</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">confun</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Inequality constraints</span> +<span class="scilabinputoutputargs">c</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1.5</span> <span class="scilaboperator">+</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabnumber">10</span><span class="scilabopenclose">]</span> +<span class="scilabcomment">// No nonlinear equality constraints</span> +<span class="scilabinputoutputargs">ceq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span> +<span class="scilabinputoutputargs">DC</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="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</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="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span> +<span class="scilabinputoutputargs">DCeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">// Test with both gradient of objective and gradient of constraints</span> +<span class="scilabid">minimaxOptions</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://list">list</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">GradObj</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">GradCon</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">// The initial guess</span> +<span class="scilabid">x0</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">10</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="scilabopenclose">]</span> +<span class="scilabcomment">// Run intfminimax</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">maxfval</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">intfminimax</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">myfun</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span> <span class="scilabfunctionid">confun</span><span class="scilabdefault">,</span> <span class="scilabid">minimaxOptions</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="intfmincon.html"><< intfmincon</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="intfminunc.html">intfminunc >></a></span> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/newstructure/help/en_US/scilab_en_US_help/intfminunc.html b/newstructure/help/en_US/scilab_en_US_help/intfminunc.html new file mode 100644 index 0000000..73ce7e3 --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/intfminunc.html @@ -0,0 +1,159 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>intfminunc</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="intfminimax.html"><< intfminimax</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="intqpipopt.html">intqpipopt >></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> > intfminunc</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">intfminunc</h1> + <p class="refpurpose">Solves an unconstrainted multi-variable mixed integer non linear programming optimization problem</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">intfminunc</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminunc</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intfminunc</span><span class="default">(</span><span class="default">f</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">intcon</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">intfminunc</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">intfminunc</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">intfminunc</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">x0 :</span> + <dd><p class="para">a vector of doubles, containing the starting of 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, the computed solution of the optimization problem.</p></dd></dt> + <dt><span class="term">fopt :</span> + <dd><p class="para">a scalar of double, 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 mixed integer non linear programming unconstrained optimization problem specified by : +Find the minimum of f(x) such that</p> + <p class="para"><span><img src='./_LaTeX_intfminunc.xml_1.png' style='position:relative;top:9px;width:213px;height:26px'/></span></p> + <p class="para">The routine calls Bonmin for solving the Un-constrained 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", [---], "CpuTime", [---], "AllowableGap", [---], "MaxIter", [---]);</li> +<li>IntegerTolerance : a Scalar, containing the Integer tolerance value that the solver should take.</li> +<li>MaxNodes : a Scalar, containing the maximum nodes that the solver should make.</li> +<li>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</li> +<li>AllowableGap : a Scalar, containing the allowable gap value that the solver should take.</li> +<li>CpuTime : a Scalar, containing the Maximum amount of CPU Time 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 Bonmin. +<ul class="itemizedlist"><li>exitflag=0 : Optimal Solution Found.</li> +<li>exitflag=1 : InFeasible Solution.</li> +<li>exitflag=2 : Output is Continuous Unbounded.</li> +<li>exitflag=3 : Limit Exceeded.</li> +<li>exitflag=4 : User Interrupt.</li> +<li>exitflag=5 : MINLP Error.</li></ul></p> + <p class="para">For more details on exitflag see the Bonmin page, 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^2 such that it minimizes the Rosenbrock function</span> +<span class="scilabcomment">//f = 100*(x2 - x1^2)^2 + (1-x1)^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">100</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</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="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">+</span> <span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Starting point</span> +<span class="scilabid">x0</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1</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="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">500</span><span class="scilabopenclose">]</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//Calling</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">gradient</span><span class="scilabdefault">,</span><span class="scilabid">hessian</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">intfminunc</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</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^2 such that the below function is minimum</span> +<span class="scilabcomment">//f = x1^2 + x2^2</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> +<span class="scilabfkeyword">endfunction</span> +<span class="scilabcomment">//Starting point</span> +<span class="scilabid">x0</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">1</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">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">intfminunc</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</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 the below function is minimum</span> +<span class="scilabcomment">//f = - x1^2 - x2^2</span> +<span class="scilabcomment">//Objective function to be minimised</span> +<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">y</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">g</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">h</span><span class="scilabopenclose">]</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</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="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">g</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabinputoutputargs">h</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span><span class="scilabnumber">0</span><span class="scilabdefault">,</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">//Starting point</span> +<span class="scilabid">x0</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">1</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="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">gradobj</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">ON</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">hessian</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">gradient</span><span class="scilabdefault">,</span><span class="scilabid">hessian</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">intfminunc</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">f</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">intcon</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> + <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="intfminimax.html"><< intfminimax</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="intqpipopt.html">intqpipopt >></a></span> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/newstructure/help/en_US/scilab_en_US_help/intqpipopt.html b/newstructure/help/en_US/scilab_en_US_help/intqpipopt.html new file mode 100644 index 0000000..b1c4735 --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/intqpipopt.html @@ -0,0 +1,151 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>intqpipopt</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="intfminunc.html"><< intfminunc</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"> + + </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> > intqpipopt</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">intqpipopt</h1> + <p class="refpurpose">Solves a linear quadratic problem.</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">intqpipopt</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intqpipopt</span><span class="default">(</span><span class="default">H</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">xopt</span><span class="default"> = </span><span class="functionid">intqpipopt</span><span class="default">(</span><span class="default">H</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">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intqpipopt</span><span class="default">(</span><span class="default">H</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">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intqpipopt</span><span class="default">(</span><span class="default">H</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">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intqpipopt</span><span class="default">(</span><span class="default">H</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">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intqpipopt</span><span class="default">(</span><span class="default">H</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">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">intqpipopt</span><span class="default">(</span><span class="default">H</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">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">options</span><span class="default">,</span>"<span class="default">file_path</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">intqpipopt</span><span class="default">( ... )</span></pre></div></div> + +<div class="refsection"><h3 class="title">Parameters</h3> + <dl><dt><span class="term">H :</span> + <dd><p class="para">a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem.</p></dd></dt> + <dt><span class="term">f :</span> + <dd><p class="para">a vector of double, represents coefficients of linear in the quadratic problem</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">A :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</p></dd></dt> + <dt><span class="term">b :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the inequality constraints Aâ‹…x ≤ b.</p></dd></dt> + <dt><span class="term">Aeq :</span> + <dd><p class="para">a matrix of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">beq :</span> + <dd><p class="para">a vector of double, represents the linear coefficients in the equality constraints Aeqâ‹…x = beq.</p></dd></dt> + <dt><span class="term">lb :</span> + <dd><p class="para">a vector of double, contains lower bounds of the variables.</p></dd></dt> + <dt><span class="term">ub :</span> + <dd><p class="para">a vector of double, contains upper bounds of the variables.</p></dd></dt> + <dt><span class="term">x0 :</span> + <dd><p class="para">a vector of double, contains initial guess of variables.</p></dd></dt> + <dt><span class="term">options :</span> + <dd><p class="para">a list containing the parameters to be set.</p></dd></dt> + <dt><span class="term">file_path :</span> + <dd><p class="para">path to bonmin opt file if used.</p></dd></dt> + <dt><span class="term">xopt :</span> + <dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt> + <dt><span class="term">fopt :</span> + <dd><p class="para">a double, the value of the function at x.</p></dd></dt> + <dt><span class="term">exitflag :</span> + <dd><p class="para">The exit status. See below for details.</p></dd></dt> + <dt><span class="term">output :</span> + <dd><p class="para">The structure consist of statistics about the optimization. See below for details.</p></dd></dt></dl></div> + +<div class="refsection"><h3 class="title">Description</h3> + <p class="para">Search the minimum of a constrained linear quadratic optimization problem specified by :</p> + <p class="para"><span><img src='./_LaTeX_intqpipopt.xml_1.png' style='position:relative;top:52px;width:277px;height:112px'/></span></p> + <p class="para">The routine calls Bonmin for solving the quadratic problem, Bonmin is a library written in C++.</p> + <p class="para">The exitflag allows to know the status of the optimization which is given back by Bonmin. +<ul class="itemizedlist"><li>exitflag=0 : Optimal Solution Found.</li> +<li>exitflag=1 : InFeasible Solution.</li> +<li>exitflag=2 : Output is Continuous Unbounded.</li> +<li>exitflag=3 : Limit Exceeded.</li> +<li>exitflag=4 : User Interrupt.</li> +<li>exitflag=5 : MINLP Error.</li></ul></p> + <p class="para">For more details on exitflag see the Bonmin page, go to http://www.coin-or.org/Bonmin</p> + <p class="para">The output data structure contains detailed informations about the optimization process. +It has type "struct" and contains the following fields. +<ul class="itemizedlist"><li>output.constrviolation: The max-norm of the constraint violation.</li></ul></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="scilabid">H</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">f</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">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</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">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</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="scilabid">intcon</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">intqpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</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">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:</span> +<span class="scilabid">Aeq</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">;</span> +<span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">beq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2.5</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.5</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">x0</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabid">param</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="scilabnumber">300</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">CpuTime</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabnumber">100</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//and minimize 0.5*x</span><span class="scilabcomment">'</span><span class="scilabcomment">*H*x + f</span><span class="scilabcomment">'</span><span class="scilabcomment">*x with</span> +<span class="scilabid">f</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">H</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://eye">eye</a><span class="scilabopenclose">(</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">6</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">4</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">intqpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">param</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">Akshay Miterani and Pranav Deshpande</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="intfminunc.html"><< intfminunc</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"> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/newstructure/help/en_US/scilab_en_US_help/jhelpidx.xml b/newstructure/help/en_US/scilab_en_US_help/jhelpidx.xml new file mode 100644 index 0000000..aa5a66e --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/jhelpidx.xml @@ -0,0 +1,3 @@ +<?xml version="1.0" encoding="utf-8" standalone="no"?> +<!DOCTYPE index PUBLIC "-//Sun Microsystems Inc.//DTD JavaHelp Index Version 1.0//EN" "http://java.sun.com/products/javahelp/index_1_0.dtd"> +<index version="1.0"/>
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\ No newline at end of file diff --git a/newstructure/help/en_US/scilab_en_US_help/jhelpset.hs b/newstructure/help/en_US/scilab_en_US_help/jhelpset.hs new file mode 100644 index 0000000..373577e --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/jhelpset.hs @@ -0,0 +1,28 @@ +<?xml version="1.0" encoding="utf-8" standalone="no"?> +<!DOCTYPE helpset + PUBLIC "-//Sun Microsystems Inc.//DTD JavaHelp HelpSet Version 1.0//EN" "http://java.sun.com/products/javahelp/helpset_1_0.dtd"> +<helpset version="1.0"> +<title>FOSSEE Optimization Toolbox</title> +<maps> +<homeID>top</homeID> +<mapref location="jhelpmap.jhm"/> +</maps> +<view> +<name>TOC</name> +<label>Table Of Contents</label> +<type>javax.help.TOCView</type> +<data>jhelptoc.xml</data> +</view> +<view> +<name>Index</name> +<label>Index</label> +<type>javax.help.IndexView</type> +<data>jhelpidx.xml</data> +</view> +<view> +<name>Search</name> +<label>Search</label> +<type>javax.help.SearchView</type> +<data engine="com.sun.java.help.search.DefaultSearchEngine">JavaHelpSearch</data> +</view> +</helpset>
\ No newline at end of file diff --git a/newstructure/help/en_US/scilab_en_US_help/jhelptoc.xml b/newstructure/help/en_US/scilab_en_US_help/jhelptoc.xml new file mode 100644 index 0000000..344349e --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/jhelptoc.xml @@ -0,0 +1,14 @@ +<?xml version="1.0" encoding="utf-8" standalone="no"?> +<!DOCTYPE toc PUBLIC "-//Sun Microsystems Inc.//DTD JavaHelp TOC Version 1.0//EN" "http://java.sun.com/products/javahelp/toc_1_0.dtd"> +<toc version="1.0"> +<tocitem target="index" text="FOSSEE Optimization Toolbox"> +<tocitem target="section_2f30ec7805b02b8760d8add3187208be" text="FOSSEE Optimization Toolbox"> +<tocitem target="cbcintlinprog" text="cbcintlinprog"/> +<tocitem target="intfminbnd" text="intfminbnd"/> +<tocitem target="intfmincon" text="intfmincon"/> +<tocitem target="intfminimax" text="intfminimax"/> +<tocitem target="intfminunc" text="intfminunc"/> +<tocitem target="intqpipopt" text="intqpipopt"/> +</tocitem> +</tocitem> +</toc>
\ No newline at end of file diff --git a/newstructure/help/en_US/scilab_en_US_help/scilab_code.css b/newstructure/help/en_US/scilab_en_US_help/scilab_code.css new file mode 100644 index 0000000..658f42e --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/scilab_code.css @@ -0,0 +1,96 @@ +.scilabcomment { + font-style: italic; + color: #01a801 +} + +.scilabdefault { + font-style: normal; + color: #000000 +} + +.scilabspecial { + font-style: normal; + color: #ffaa00 +} + +.scilabconstants { + font-style: normal; + color: #da70d6 +} + +.scilaboperator { + font-style: normal; + color: #5c5c5c +} + +.scilabnumber { + font-style: normal; + color: #bc8f8f +} + +.scilabfkeyword { + font-style: normal; + color: #b01813 +} + +.scilabskeyword { + font-style: normal; + color: #a020f0 +} + +.scilabckeyword { + font-style: normal; + color: #5f9ea0 +} + +.scilabcommand { + font-style: normal; + color: #32b9b9 +} + +.scilabmacro { + font-style: normal; + color: #ae5cb0 +} + +a.scilabcommand { + font-style: normal; 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+ @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%"> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="index.html">FOSSEE Optimization Toolbox</a></span> + + </td> + <td width="30%" class="next"> + + </td> + </tr></table> + <hr /> + </div> + + + + <span class="path"><a href="index.html">FOSSEE Optimization Toolbox</a> >> FOSSEE Optimization Toolbox</span> + + <br /><br /> + <h3 class="title-part">FOSSEE Optimization Toolbox</h3> +<ul class="list-chapter"><li><a href="cbcintlinprog.html" class="refentry">cbcintlinprog</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</span></li> + + + + + +<li><a href="intfminbnd.html" class="refentry">intfminbnd</a> — <span class="refentry-description">Solves a multi-variable optimization problem on a bounded interval</span></li> + + + + + +<li><a href="intfmincon.html" class="refentry">intfmincon</a> — <span class="refentry-description">Solves a constrainted multi-variable mixed integer non linear programming problem</span></li> + + + + + +<li><a href="intfminimax.html" class="refentry">intfminimax</a> — <span class="refentry-description">Solves minimax constraint problem</span></li> + + + + + +<li><a href="intfminunc.html" class="refentry">intfminunc</a> — <span class="refentry-description">Solves an unconstrainted multi-variable mixed integer non linear programming optimization problem</span></li> + + + + + +<li><a href="intqpipopt.html" class="refentry">intqpipopt</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li></ul> + <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%"> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="index.html">FOSSEE Optimization Toolbox</a></span> + + </td> + <td width="30%" class="next"> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> diff --git a/newstructure/help/en_US/scilab_en_US_help/style.css b/newstructure/help/en_US/scilab_en_US_help/style.css new file mode 100644 index 0000000..0fe8923 --- /dev/null +++ b/newstructure/help/en_US/scilab_en_US_help/style.css @@ -0,0 +1,350 @@ +body { + color:#000000; 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