From 9fd2976931c088dc523974afb901e96bad20f73c Mon Sep 17 00:00:00 2001 From: Harpreet Date: Thu, 4 Aug 2016 15:25:44 +0530 Subject: initial add --- help/intfminbnd.xml | 185 +++++++++++++++++++++++++++++++++++++++++++++++++++ help/intfminunc.xml | 170 ++++++++++++++++++++++++++++++++++++++++++++++ help/intqpipopt.xml | 127 +++++++++++++++++++++++++++++++++++ help/master_help.xml | 23 +++++++ 4 files changed, 505 insertions(+) create mode 100644 help/intfminbnd.xml create mode 100644 help/intfminunc.xml create mode 100644 help/intqpipopt.xml create mode 100644 help/master_help.xml (limited to 'help') diff --git a/help/intfminbnd.xml b/help/intfminbnd.xml new file mode 100644 index 0000000..8ff8004 --- /dev/null +++ b/help/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 + + + 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 + + + diff --git a/help/intqpipopt.xml b/help/intqpipopt.xml new file mode 100644 index 0000000..ab4f3b9 --- /dev/null +++ b/help/intqpipopt.xml @@ -0,0 +1,127 @@ + + + + + + + + intqpipopt + Solves a linear quadratic problem. + + + + + Calling Sequence + + 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,"path/to/bonmin_options_file") + [xopt,fopt,exitflag,output] = intqpipopt( ... ) + + + + + + Parameters + + H : + a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem. + f : + a vector of double, represents coefficients of linear in the quadratic problem + intcon : + a vector of integers, represents which variables are constrained to be integers + A : + a matrix of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b. + b : + a vector of double, represents the linear coefficients in the inequality constraints A⋅x ≤ b. + Aeq : + a matrix of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq. + beq : + a vector of double, represents the linear coefficients in the equality constraints Aeq⋅x = beq. + lb : + a vector of double, contains lower bounds of the variables. + ub : + a vector of double, contains upper bounds of the variables. + x0 : + a vector of double, contains initial guess of variables. + param : + a list containing the parameters to be set. + xopt : + a vector of double, the computed solution of the optimization problem. + fopt : + a double, the value of the function at x. + exitflag : + The exit status. See below for details. + output : + The structure consist of statistics about the optimization. See below for details. + + + + + Description + +Search the minimum of a constrained linear quadratic optimization problem specified by : + + + +\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} + + + +The routine calls Bonmin for solving the quadratic problem, Bonmin is a library written in C++. + + +The exitflag allows to know the status of the optimization which is given back by Bonmin. + +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 page, go to http://www.coin-or.org/Bonmin + + +The output data structure contains detailed informations about the optimization process. +It has type "struct" and contains the following fields. + +output.constrviolation: The max-norm of the constraint violation. + + + + + + + + + + Examples + + + diff --git a/help/master_help.xml b/help/master_help.xml new file mode 100644 index 0000000..03faed7 --- /dev/null +++ b/help/master_help.xml @@ -0,0 +1,23 @@ + + + + +]> + + + FOSSEE_Scilab_intqpipopt + + + +FOSSEE_Scilab_intqpipopt +&ab8f5d2367aea696b1bfffd29426e0c75; + + -- cgit