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