From 9fd2976931c088dc523974afb901e96bad20f73c Mon Sep 17 00:00:00 2001 From: Harpreet Date: Thu, 4 Aug 2016 15:25:44 +0530 Subject: initial add --- help/intfminunc.xml | 170 ++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 170 insertions(+) create mode 100644 help/intfminunc.xml (limited to 'help/intfminunc.xml') diff --git a/help/intfminunc.xml b/help/intfminunc.xml new file mode 100644 index 0000000..dd1ae3e --- /dev/null +++ b/help/intfminunc.xml @@ -0,0 +1,170 @@ + + + + + + + + intfminunc + Solves a multi-variable unconstrainted optimization problem + + + + + Calling Sequence + + xopt = intfminunc(f,x0) + xopt = intfminunc(f,x0,intcon) + xopt = intfminunc(f,x0,intcon,options) + [xopt,fopt] = intfminunc(.....) + [xopt,fopt,exitflag]= intfminunc(.....) + [xopt,fopt,exitflag,gradient,hessian]= intfminunc(.....) + + + + + + Parameters + + f : + a function, representing the objective function of the problem + x0 : + a vector of doubles, containing the starting of 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, the computed solution of the optimization problem. + fopt : + a scalar of double, 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 an unconstrained optimization problem specified by : +Find the minimum of f(x) such that + + + +\begin{eqnarray} +&\mbox{min}_{x} +& f(x)\\ +\end{eqnarray} + + + +The routine calls Bonmin for solving the Un-constrained 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", [---], "CpuTime", [---], "AllowableGap", [---], "MaxIter", [---]); +IntegerTolerance : a Scalar, containing the Integer tolerance value that the solver should take. +MaxNodes : a Scalar, containing the maximum nodes that the solver should make. +MaxIter : a Scalar, containing the Maximum Number of Iteration that the solver should take. +AllowableGap : a Scalar, containing the allowable gap value that the solver should take. +CpuTime : a Scalar, containing the Maximum amount of CPU Time 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 Bonmin. + +exitflag=0 : Optimal Solution Found. +exitflag=1 : InFeasible Solution. +exitflag=2 : Output is Continuous Unbounded. +exitflag=3 : Limit Exceeded. +exitflag=4 : User Interrupt. +exitflag=5 : MINLP Error. + + + +For more details on exitflag see the Bonmin page, go to http://www.coin-or.org/Bonmin + + + + + + + Examples + + + + + Examples + + + + + Examples + + + -- cgit