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