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diff --git a/build/Scilab/intfminbnd.sci b/build/Scilab/intfminbnd.sci deleted file mode 100644 index 2304bbf..0000000 --- a/build/Scilab/intfminbnd.sci +++ /dev/null @@ -1,360 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt -// Author: Harpreet Singh, Pranav Deshpande and Akshay Miterani -// Organization: FOSSEE, IIT Bombay -// Email: toolbox@scilab.in - -function [xopt,fopt,exitflag,gradient,hessian] = intfminbnd (varargin) - // Solves a multi-variable mixed integer non linear programming optimization problem on a bounded interval - // - // Calling Sequence - // xopt = intfminbnd(f,intcon,x1,x2) - // xopt = intfminbnd(f,intcon,x1,x2,options) - // [xopt,fopt] = intfminbnd(.....) - // [xopt,fopt,exitflag]= intfminbnd(.....) - // [xopt,fopt,exitflag,output]=intfminbnd(.....) - // [xopt,fopt,exitflag,gradient,hessian]=intfminbnd(.....) - // - // Parameters - // f : a function, representing the objective function of the problem - // x1 : a vector, containing the lower bound of the variables. - // x2 : a vector, containing the upper bound of the variables. - // intcon : a vector of integers, represents which variables are constrained to be integers - // options : a list, containing the option for user to specify. See below for details. - // xopt : a vector of doubles, containing the the computed solution of the optimization problem. - // fopt : a scalar of double, containing the the function value at x. - // exitflag : a scalar of integer, containing the flag which denotes the reason for termination of algorithm. See below for details. - // gradient : a vector of doubles, containing the Objective's gradient of the solution. - // hessian : a matrix of doubles, containing the Objective's hessian of the solution. - // - // Description - // Search the minimum of a multi-variable mixed integer non linear programming optimization on bounded interval specified by : - // Find the minimum of f(x) such that - // - // <latex> - // \begin{eqnarray} - // &\mbox{min}_{x} - // & f(x)\\ - // & \text{subject to} & x1 \ < x \ < x2 \\ - // & x_i \in \!\, \mathbb{Z}, i \in \!\, I - // \end{eqnarray} - // </latex> - // - // The routine calls Bonmin for solving the Bounded Optimization problem, Bonmin is a library written in C++. - // - // The options allows the user to set various parameters of the Optimization problem. - // It should be defined as type "list" and contains the following fields. - // <itemizedlist> - // <listitem>Syntax : options= list("IntegerTolerance", [---], "MaxNodes",[---], "MaxIter", [---], "AllowableGap",[---] "CpuTime", [---],"gradobj", "off", "hessian", "off" );</listitem> - // <listitem>IntegerTolerance : a Scalar, a number with that value of an integer is considered integer..</listitem> - // <listitem>MaxNodes : a Scalar, containing the Maximum Number of Nodes that the solver should search.</listitem> - // <listitem>CpuTime : a Scalar, containing the Maximum amount of CPU Time that the solver should take.</listitem> - // <listitem>AllowableGap : a Scalar, to stop the tree search when the gap between the objective value of the best known solution is reached.</listitem> - // <listitem>MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take.</listitem> - // <listitem>gradobj : a string, to turn on or off the user supplied objective gradient.</listitem> - // <listitem>hessian : a Scalar, to turn on or off the user supplied objective hessian.</listitem> - // <listitem>Default Values : options = list('integertolerance',1d-06,'maxnodes',2147483647,'cputime',1d10,'allowablegap',0,'maxiter',2147483647,'gradobj',"off",'hessian',"off")</listitem> - // </itemizedlist> - // - // The exitflag allows to know the status of the optimization which is given back by Ipopt. - // <itemizedlist> - // <listitem>exitflag=0 : Optimal Solution Found </listitem> - // <listitem>exitflag=1 : Maximum Number of Iterations Exceeded. Output may not be optimal.</listitem> - // <listitem>exitflag=2 : Maximum CPU Time exceeded. Output may not be optimal.</listitem> - // <listitem>exitflag=3 : Stop at Tiny Step.</listitem> - // <listitem>exitflag=4 : Solved To Acceptable Level.</listitem> - // <listitem>exitflag=5 : Converged to a point of local infeasibility.</listitem> - // </itemizedlist> - // - // For more details on exitflag see the Bonmin documentation, go to http://www.coin-or.org/Bonmin - // - // Examples - // //Find x in R^6 such that it minimizes: - // //f(x)= sin(x1) + sin(x2) + sin(x3) + sin(x4) + sin(x5) + sin(x6) - // //-2 <= x1,x2,x3,x4,x5,x6 <= 2 - // //Objective function to be minimised - // function y=f(x) - // y=0 - // for i =1:6 - // y=y+sin(x(i)); - // end - // endfunction - // //Variable bounds - // x1 = [-2, -2, -2, -2, -2, -2]; - // x2 = [2, 2, 2, 2, 2, 2]; - // intcon = [2 3 4] - // //Options - // options=list("MaxIter",[1500],"CpuTime", [100]) - // [x,fval] =intfminbnd(f ,intcon, x1, x2, options) - // // Press ENTER to continue - // - // Examples - // //Find x in R such that it minimizes: - // //f(x)= 1/x^2 - // //0 <= x <= 1000 - // //Objective function to be minimised - // function y=f(x) - // y=1/x^2; - // endfunction - // //Variable bounds - // x1 = [0]; - // x2 = [1000]; - // intcon = [1]; - // [x,fval,exitflag,output,lambda] =intfminbnd(f,intcon , x1, x2) - // // Press ENTER to continue - // - // Examples - // //The below problem is an unbounded problem: - // //Find x in R^2 such that it minimizes: - // //f(x)= -[(x1-1)^2 + (x2-1)^2] - // //-inf <= x1,x2 <= inf - // //Objective function to be minimised - // function y=f(x) - // y=-((x(1)-1)^2+(x(2)-1)^2); - // endfunction - // //Variable bounds - // x1 = [-%inf , -%inf]; - // x2 = [ %inf , %inf]; - // //Options - // options=list("MaxIter",[1500],"CpuTime", [100]) - // [x,fval,exitflag,output,lambda] =intfminbnd(f,intcon, x1, x2, options) - // Authors - // Harpreet Singh - - //To check the number of input and output arguments - [lhs , rhs] = argn(); - - //To check the number of arguments given by the user - if ( rhs<4 | rhs>5 ) then - errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be int [4 5] "), "intfminbnd", rhs); - error(errmsg); - end - - //Storing the Input Parameters - fun = varargin(1); - intcon = varargin(2); - x1 = varargin(3); - x2 = varargin(4); - nbvar = size(x1,"*"); - - param = list(); - //To check whether options has been entered by user - if ( rhs>=5 ) then - param =varargin(5); - end - - //To check whether the Input arguments - Checktype("intfminbnd", fun, "fun", 1, "function"); - Checktype("intfminbnd", intcon, "intcon", 2, "constant"); - Checktype("intfminbnd", x1, "x1", 3, "constant"); - Checktype("intfminbnd", x2, "x2", 4, "constant"); - Checktype("intfminbnd", param, "options", 5, "list"); - - - if(nbvar==0) then - errmsg = msprintf(gettext("%s: x1 cannot be an empty"), "intfminbnd"); - error(errmsg); - end - - ///////////////// To check vectors ///////////////// - Checkvector("intfminbnd", x1, "x1", 3, nbvar) - x1 = x1(:); - Checkvector("intfminbnd", x2, "x2", 4, nbvar) - x2 = x2(:); - Checkvector("intfminbnd", intcon, "intcon", 2, size(intcon,"*")) - intcon = intcon(:); - - if(~isequal(size(x1),size(x2))) then - errmsg = msprintf(gettext("%s: x1 and x2 should be of same size"), "intfminbnd"); - error(errmsg); - end - - for i=1:size(intcon,1) - if(intcon(i)>nbvar) then - errmsg = msprintf(gettext("%s: The values inside intcon should be less than the number of variables"), "intfminbnd"); - error(errmsg); - end - - if (intcon(i)<0) then - errmsg = msprintf(gettext("%s: The values inside intcon should be greater than 0 "), "intfminbnd"); - error(errmsg); - end - - if(modulo(intcon(i),1)) then - errmsg = msprintf(gettext("%s: The values inside intcon should be an integer "), "intfminbnd"); - error(errmsg); - end - end - -options = list('integertolerance',1d-06,'maxnodes',2147483647,'cputime',1d10,'allowablegap',0,'maxiter',2147483647,'gradobj',"off",'hessian',"off") - - //Pushing param into default value - - for i = 1:(size(param))/2 - select convstr(param(2*i-1),'l') - case 'integertolerance' then - Checktype("intfminbnd_options", param(2*i), param(2*i-1), 2*i, "constant"); - options(2) = param(2*i); - case 'maxnodes' then - Checktype("intfminbnd_options", param(2*i), param(2*i-1), 2*i, "constant"); - options(4) = options(2*i); - case 'cputime' then - Checktype("intfminbnd_options", param(2*i), param(2*i-1), 2*i, "constant"); - options(6) = options(2*i); - case 'allowablegap' then - Checktype("intfminbnd_options", param(2*i), param(2*i-1), 2*i, "constant"); - options(8) = options(2*i); - case 'maxiter' then - Checktype("intfminbnd_options", param(2*i), param(2*i-1), 2*i, "constant"); - options(10) = options(2*i); - case 'gradobj' then - Checktype("intfminbnd_options", param(2*i), param(2*i-1), 2*i, "string"); - if(convstr(options(2*i),'l') == "on") then - options(12) = "on" - elseif(convstr(options(2*i),'l') == "off") then - options(12) = "off" - else - error(999, 'Unknown string passed in gradobj.'); - end - case 'hessian' then - Checktype("intfminbnd_options", param(2*i), param(2*i-1), 2*i, "string"); - if(convstr(options(2*i),'l') == "on") then - options(14) = "on"; - elseif(convstr(options(2*i),'l') == "off") then - options(14) = "off"; - else - error(999, 'Unknown string passed in hessian.'); - end - else - error(999, 'Unknown string argument passed.'); - end - end - - ///////////////// Functions Check ///////////////// - - //To check the match between f (1st Parameter) and x1 (2nd Parameter) - if(execstr('init=fun(x1)','errcatch')==21) then - errmsg = msprintf(gettext("%s: Objective function and x1 did not match"), "intfminbnd"); - error(errmsg); - end - - if(options(12) == "on") then - if(execstr('[grad_y,grad_dy]=fun(x1)','errcatch')==59) then - errmsg = msprintf(gettext("%s: Gradient of objective function is not provided"), "intfminbnd"); - error(errmsg); - end - Checkvector("intfminbnd_options", grad_dy, "dy", 12, nbvar); - end - - if(options(14) == "on") then - if(execstr('[hessian_y,hessian_dy,hessian]=fun(x1)','errcatch')==59) then - errmsg = msprintf(gettext("%s: Gradient of objective function is not provided"), "intfminbnd"); - error(errmsg); - end - - if ( ~isequal(size(hessian) == [nbvar nbvar]) ) then - errmsg = msprintf(gettext("%s: Size of hessian should be nbvar X nbvar"), "intfminbnd"); - error(errmsg); - end - end - - //Converting the User defined Objective function into Required form (Error Detectable) - function [y,check] = _f(x) - try - y=fun(x) - [y,check] = checkIsreal(y) - catch - y=0; - check=1; - end - endfunction - - //Defining a function to calculate Hessian if the respective user entry is OFF - function [hessy,check]=_gradhess(x) - if (options(14) == "on") then - try - [obj,dy,hessy] = fun(x) - [hessy,check] = checkIsreal(hessy) - catch - hessy = 0; - check=1; - end - else - try - [dy,hessy]=numderivative(fun,x) - [hessy,check] = checkIsreal(hessy) - catch - hessy=0; - check=1; - end - end - endfunction - - //Defining an inbuilt Objective gradient function - function [dy,check] = _gradf(x) - if (options(12) =="on") then - try - [y,dy]=fun(x) - [dy,check] = checkIsreal(dy) - catch - dy = 0; - check=1; - end - else - try - dy=numderivative(fun,x) - [dy,check] = checkIsreal(dy) - catch - dy=0; - check=1; - end - end - endfunction - - intconsize = size(intcon,"*"); - - [xopt,fopt,exitflag] = inter_fminbnd(_f,_gradf,_gradhess,x1,x2,intcon,options,nbvar); - - //In the cases of the problem not being solved, return NULL to the output matrices - if( exitflag~=0 & exitflag~=3 ) then - gradient = []; - hessian = []; - else - [ gradient, hessian] = numderivative(_f, xopt, [], [], "blockmat"); - end - - //To print output message - select exitflag - - case 0 then - printf("\nOptimal Solution Found.\n"); - case 1 then - printf("\nInFeasible Solution.\n"); - case 2 then - printf("\nnObjective Function is Continuous Unbounded.\n"); - case 3 then - printf("\Limit Exceeded.\n"); - case 4 then - printf("\nUser Interrupt.\n"); - case 5 then - printf("\nMINLP Error.\n"); - else - printf("\nInvalid status returned. Notify the Toolbox authors\n"); - break; - end -endfunction - -function [y, check] = checkIsreal(x) - if ((~isreal(x))) then - y = 0 - check=1; - else - y = x; - check=0; - end -endfunction |