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diff --git a/help/en_US/intqpipopt.xml b/help/en_US/intqpipopt.xml new file mode 100644 index 0000000..2093a73 --- /dev/null +++ b/help/en_US/intqpipopt.xml @@ -0,0 +1,166 @@ +<?xml version="1.0" encoding="UTF-8"?> + +<!-- + * + * This help file was generated from intqpipopt.sci using help_from_sci(). + * + --> + +<refentry version="5.0-subset Scilab" xml:id="intqpipopt" xml:lang="en" + xmlns="http://docbook.org/ns/docbook" + xmlns:xlink="http://www.w3.org/1999/xlink" + xmlns:svg="http://www.w3.org/2000/svg" + xmlns:ns3="http://www.w3.org/1999/xhtml" + xmlns:mml="http://www.w3.org/1998/Math/MathML" + xmlns:scilab="http://www.scilab.org" + xmlns:db="http://docbook.org/ns/docbook"> + + <refnamediv> + <refname>intqpipopt</refname> + <refpurpose>Solves a linear quadratic problem.</refpurpose> + </refnamediv> + + +<refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> + xopt = intqpipopt(H,f) + xopt = intqpipopt(H,f,intcon) + xopt = intqpipopt(H,f,intcon,A,b) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0,options) + xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0,options,"file_path") + [xopt,fopt,exitflag,output] = intqpipopt( ... ) + + </synopsis> +</refsynopsisdiv> + +<refsection> + <title>Parameters</title> + <variablelist> + <varlistentry><term>H :</term> + <listitem><para> a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem.</para></listitem></varlistentry> + <varlistentry><term>f :</term> + <listitem><para> a vector of double, represents coefficients of linear in the quadratic problem</para></listitem></varlistentry> + <varlistentry><term>intcon :</term> + <listitem><para> a vector of integers, represents which variables are constrained to be integers</para></listitem></varlistentry> + <varlistentry><term>A :</term> + <listitem><para> a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> + <varlistentry><term>b :</term> + <listitem><para> a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b.</para></listitem></varlistentry> + <varlistentry><term>Aeq :</term> + <listitem><para> a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> + <varlistentry><term>beq :</term> + <listitem><para> a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq.</para></listitem></varlistentry> + <varlistentry><term>lb :</term> + <listitem><para> a vector of double, contains lower bounds of the variables.</para></listitem></varlistentry> + <varlistentry><term>ub :</term> + <listitem><para> a vector of double, contains upper bounds of the variables.</para></listitem></varlistentry> + <varlistentry><term>x0 :</term> + <listitem><para> a vector of double, contains initial guess of variables.</para></listitem></varlistentry> + <varlistentry><term>options :</term> + <listitem><para> a list containing the parameters to be set.</para></listitem></varlistentry> + <varlistentry><term>file_path :</term> + <listitem><para> path to bonmin opt file if used.</para></listitem></varlistentry> + <varlistentry><term>xopt :</term> + <listitem><para> a vector of double, the computed solution of the optimization problem.</para></listitem></varlistentry> + <varlistentry><term>fopt :</term> + <listitem><para> a double, the value of the function at x.</para></listitem></varlistentry> + <varlistentry><term>exitflag :</term> + <listitem><para> The exit status. See below for details.</para></listitem></varlistentry> + <varlistentry><term>output :</term> + <listitem><para> The structure consist of statistics about the optimization. See below for details.</para></listitem></varlistentry> + </variablelist> +</refsection> + +<refsection> + <title>Description</title> + <para> +Search the minimum of a constrained linear quadratic optimization problem specified by : + </para> + <para> +<latex> +\begin{eqnarray} +&\mbox{min}_{x} +& 1/2⋅x^T⋅H⋅x + f^T⋅x \\ +& \text{subject to} & A⋅x \leq b \\ +& & Aeq⋅x = beq \\ +& & lb \leq x \leq ub \\ +& & x_i \in \!\, \mathbb{Z}, i \in \!\, intcon\\ +\end{eqnarray} +</latex> + </para> + <para> +The routine calls Bonmin for solving the quadratic problem, Bonmin is a library written in C++. + </para> + <para> +The exitflag allows to know the status of the optimization which is given back by Bonmin. +<itemizedlist> +<listitem>exitflag=0 : Optimal Solution Found. </listitem> +<listitem>exitflag=1 : InFeasible Solution.</listitem> +<listitem>exitflag=2 : Output is Continuous Unbounded.</listitem> +<listitem>exitflag=3 : Limit Exceeded.</listitem> +<listitem>exitflag=4 : User Interrupt.</listitem> +<listitem>exitflag=5 : MINLP Error.</listitem> +</itemizedlist> + </para> + <para> +For more details on exitflag see the Bonmin page, go to http://www.coin-or.org/Bonmin + </para> + <para> +The output data structure contains detailed informations about the optimization process. +It has type "struct" and contains the following fields. +<itemizedlist> +<listitem>output.constrviolation: The max-norm of the constraint violation.</listitem> +</itemizedlist> + </para> + <para> +</para> +</refsection> + +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +H = [1 -1; -1 2]; +f = [-2; -6]; +A = [1 1; -1 2; 2 1]; +b = [2; 2; 3]; +lb=[0,0]; +ub=[%inf, %inf]; +intcon = [1 2]; +[xopt,fopt,status,output]=intqpipopt(H,f,intcon,A,b,[],[],lb,ub) + + ]]></programlisting> +</refsection> + +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +//Find x in R^6 such that: +Aeq= [1,-1,1,0,3,1; +-1,0,-3,-4,5,6; +2,5,3,0,1,0]; +beq=[1; 2; 3]; +A= [0,1,0,1,2,-1; +-1,0,2,1,1,0]; +b = [-1; 2.5]; +lb=[-1000; -10000; 0; -1000; -1000; -1000]; +ub=[10000; 100; 1.5; 100; 100; 1000]; +x0 = repmat(0,6,1); +param = list("MaxIter", 300, "CpuTime", 100); +//and minimize 0.5*x'*H*x + f'*x with +f=[1; 2; 3; 4; 5; 6]; H=eye(6,6); +intcon = [2 4]; +[xopt,fopt,exitflag,output]=intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0,param) + ]]></programlisting> +</refsection> + +<refsection> + <title>Authors</title> + <simplelist type="vert"> + <member>Akshay Miterani and Pranav Deshpande</member> + </simplelist> +</refsection> +</refentry> |