intqpipopt

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,options)
-xopt = intqpipopt(H,f,intcon,A,b,Aeq,beq,lb,ub,x0,options,"file_path")
-[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.
options : -: a list containing the parameters to be set.
file_path : -: path to bonmin opt file if used.
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 :

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 : 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

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

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)

Examples

//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)

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intqpipopt

Calling Sequence

Parameters

Description

Examples

Examples

Authors