From a0d9443af147e949c1e6a01ac24749d12593ec5b Mon Sep 17 00:00:00 2001 From: Harpreet Date: Sat, 3 Sep 2016 00:36:51 +0530 Subject: cbcintlinprog added --- help/en_US/intfminbnd.xml | 185 ++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 185 insertions(+) create mode 100644 help/en_US/intfminbnd.xml (limited to 'help/en_US/intfminbnd.xml') diff --git a/help/en_US/intfminbnd.xml b/help/en_US/intfminbnd.xml new file mode 100644 index 0000000..8ff8004 --- /dev/null +++ b/help/en_US/intfminbnd.xml @@ -0,0 +1,185 @@ + + + + + + + + intfminbnd + Solves a multi-variable 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 function on bounded interval specified by : +Find the minimum of f(x) such that + + + +\begin{eqnarray} +&\mbox{min}_{x} +& f(x)\\ +& \text{subject to} & x1 \ < x \ < x2 \\ +\end{eqnarray} + + + +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. + +Syntax : options= list("IntegerTolerance", [---], "MaxNodes",[---], "MaxIter", [---], "AllowableGap",[---] "CpuTime", [---],"gradobj", "off", "hessian", "off" ); +IntegerTolerance : a Scalar, a number with that value of an integer is considered integer.. +MaxNodes : a Scalar, containing the Maximum Number of Nodes that the solver should search. +CpuTime : a Scalar, containing the Maximum amount of CPU Time that the solver should take. +AllowableGap : a Scalar, to stop the tree search when the gap between the objective value of the best known solution is reached. +MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take. +gradobj : a string, to turn on or off the user supplied objective gradient. +hessian : a Scalar, to turn on or off the user supplied objective hessian. +Default Values : options = list('integertolerance',1d-06,'maxnodes',2147483647,'cputime',1d10,'allowablegap',0,'maxiter',2147483647,'gradobj',"off",'hessian',"off") + + + +The exitflag allows to know the status of the optimization which is given back by Ipopt. + +exitflag=0 : Optimal Solution Found +exitflag=1 : Maximum Number of Iterations Exceeded. Output may not be optimal. +exitflag=2 : Maximum CPU Time exceeded. Output may not be optimal. +exitflag=3 : Stop at Tiny Step. +exitflag=4 : Solved To Acceptable Level. +exitflag=5 : Converged to a point of local infeasibility. + + + +For more details on exitflag see the Bonmin documentation, go to http://www.coin-or.org/Bonmin + + + + + + + Examples + + + + + Examples + + + + + Examples + + + + + Authors + + Harpreet Singh + + + -- cgit