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| author | Harpreet | 2015-12-29 00:38:48 +0530 |
|---|---|---|
| committer | Harpreet | 2015-12-29 00:38:48 +0530 |
| commit | eb9ca1191c94059cd7adcf69805906c809fe9712 (patch) | |
| tree | f98e728341812b8a0eb46aa4159b062a22225f05 /help/en_US/scilab_en_US_help | |
| parent | 0eee95dfb1edec6ce52ec3065a3adb1bf169c9f9 (diff) | |
| download | FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.tar.gz FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.tar.bz2 FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.zip | |
Bugs fixed 4
Diffstat (limited to 'help/en_US/scilab_en_US_help')
19 files changed, 88 insertions, 406 deletions
diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS Binary files differindex 90b22d8..8ebf21b 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB Binary files differindex 8cff552..728f68c 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS b/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS Binary files differindex 62368d7..9468d7f 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS b/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS Binary files differindex c85a3ee..d5dee46 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA b/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA index b5697c6..e2b33d1 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA @@ -1,2 +1,2 @@ JavaSearch 1.0 -TMAP bs=2048 rt=1 fl=-1 id1=1439 id2=1 +TMAP bs=2048 rt=1 fl=-1 id1=1446 id2=1 diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP b/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP Binary files differindex 80e09d1..35dc462 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP diff --git a/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png Binary files differindex 873dc47..9015755 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_lsqnonneg.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_lsqnonneg.xml_1.png Binary files differindex b923eeb..3dd57aa 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_lsqnonneg.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_lsqnonneg.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_qpipopt.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_qpipopt.xml_1.png Binary files differindex 6750af2..e2fbbde 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_qpipopt.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_qpipopt.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png Binary files differindex 7331197..3846115 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png Binary files differindex 96b5161..9155e8f 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png Binary files differindex 2d61fb7..9c2039f 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png diff --git a/help/en_US/scilab_en_US_help/lsqlin.html b/help/en_US/scilab_en_US_help/lsqlin.html index b843257..aef773d 100644 --- a/help/en_US/scilab_en_US_help/lsqlin.html +++ b/help/en_US/scilab_en_US_help/lsqlin.html @@ -46,9 +46,9 @@ <div class="refsection"><h3 class="title">Parameters</h3> <dl><dt><span class="term">C :</span> - <dd><p class="para">a matrix of double, represents the multiplier of the solution x in the expression C*x - d. C is M-by-N, where M is the number of equations, and N is the number of elements of x.</p></dd></dt> + <dd><p class="para">a matrix of double, represents the multiplier of the solution x in the expression C*x - d. Number of columns in C is equal to the number of elements in x.</p></dd></dt> <dt><span class="term">d :</span> - <dd><p class="para">a vector of double, represents the additive constant term in the expression C*x - d. d is M-by-1, where M is the number of equations.</p></dd></dt> + <dd><p class="para">a vector of double, represents the additive constant term in the expression C*x - d. Number of elements in d is equal to the number of rows in C matrix.</p></dd></dt> <dt><span class="term">A :</span> <dd><p class="para">a vector of double, represents the linear coefficients in the inequality constraints</p></dd></dt> <dt><span class="term">b :</span> @@ -57,9 +57,9 @@ <dd><p class="para">a matrix of double, represents the linear coefficients in the equality constraints</p></dd></dt> <dt><span class="term">beq :</span> <dd><p class="para">a vector of double, represents the linear coefficients in the equality constraints</p></dd></dt> - <dt><span class="term">LB :</span> + <dt><span class="term">lb :</span> <dd><p class="para">a vector of double, contains lower bounds of the variables.</p></dd></dt> - <dt><span class="term">UB :</span> + <dt><span class="term">ub :</span> <dd><p class="para">a vector of double, contains upper bounds of the variables.</p></dd></dt> <dt><span class="term">x0 :</span> <dd><p class="para">a vector of double, contains initial guess of variables.</p></dd></dt> @@ -72,16 +72,16 @@ <dt><span class="term">residual :</span> <dd><p class="para">a vector of double, solution residuals returned as the vector C*x-d.</p></dd></dt> <dt><span class="term">exitflag :</span> - <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> + <dd><p class="para">Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the lsqlin macro.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. This version only contains number of iterations.</p></dd></dt> <dt><span class="term">lambda :</span> - <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> + <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper bound multiplier and linear equality, inequality constraints.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum of a constrained linear least square problem specified by :</p> - <p class="para"><span><img src='./_LaTeX_lsqlin.xml_1.png' style='position:relative;top:41px;width:234px;height:90px'/></span></p> - <p class="para">We are calling IPOpt for solving the linear least square problem, IPOpt is a library written in C++.</p> + <p class="para"><span><img src='./_LaTeX_lsqlin.xml_1.png' style='position:relative;top:41px;width:230px;height:90px'/></span></p> + <p class="para">The routine calls Ipopt for solving the linear least square problem, Ipopt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> @@ -106,7 +106,7 @@ <span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//A basic example for equality, inequality and bounds</span> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//A basic example for equality, inequality constraints and variable bounds</span> <span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0.9501</span> <span class="scilabnumber">0.7620</span> <span class="scilabnumber">0.6153</span> <span class="scilabnumber">0.4057</span> <span class="scilabnumber">0.2311</span> <span class="scilabnumber">0.4564</span> <span class="scilabnumber">0.7919</span> <span class="scilabnumber">0.9354</span> <span class="scilabnumber">0.6068</span> <span class="scilabnumber">0.0185</span> <span class="scilabnumber">0.9218</span> <span class="scilabnumber">0.9169</span> diff --git a/help/en_US/scilab_en_US_help/lsqnonneg.html b/help/en_US/scilab_en_US_help/lsqnonneg.html index 40139a0..e9a9110 100644 --- a/help/en_US/scilab_en_US_help/lsqnonneg.html +++ b/help/en_US/scilab_en_US_help/lsqnonneg.html @@ -43,26 +43,26 @@ <div class="refsection"><h3 class="title">Parameters</h3> <dl><dt><span class="term">C :</span> - <dd><p class="para">a matrix of doubles, represents the multiplier of the solution x in the expression C*x - d. C is M-by-N, where M is the number of equations, and N is the number of elements of x.</p></dd></dt> + <dd><p class="para">a matrix of double, represents the multiplier of the solution x in the expression C*x - d. Number of columns in C is equal to the number of elements in x.</p></dd></dt> <dt><span class="term">d :</span> - <dd><p class="para">a vector of doubles, represents the additive constant term in the expression C*x - d. d is M-by-1, where M is the number of equations.</p></dd></dt> + <dd><p class="para">a vector of double, represents the additive constant term in the expression C*x - d. Number of elements in d is equal to the number of rows in C matrix.</p></dd></dt> <dt><span class="term">xopt :</span> - <dd><p class="para">a vector of doubles, the computed solution of the optimization problem.</p></dd></dt> + <dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt> <dt><span class="term">resnorm :</span> <dd><p class="para">a double, objective value returned as the scalar value norm(C*x-d)^2.</p></dd></dt> <dt><span class="term">residual :</span> - <dd><p class="para">a vector of doubles, solution residuals returned as the vector C*x-d.</p></dd></dt> + <dd><p class="para">a vector of double, solution residuals returned as the vector C*x-d.</p></dd></dt> <dt><span class="term">exitflag :</span> - <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> + <dd><p class="para">Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. This version only contains number of iterations.</p></dd></dt> <dt><span class="term">lambda :</span> - <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> + <dd><p class="para">Structure containing the Lagrange multipliers at the solution x. It contains lower and upper bound multiplier.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Solves nonnegative least-squares curve fitting problems specified by :</p> - <p class="para"><span><img src='./_LaTeX_lsqnonneg.xml_1.png' style='position:relative;top:19px;width:197px;height:46px'/></span></p> - <p class="para">We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++.</p> + <p class="para"><span><img src='./_LaTeX_lsqnonneg.xml_1.png' style='position:relative;top:19px;width:193px;height:46px'/></span></p> + <p class="para">The routine calls Ipopt for solving the nonnegative least-squares curve fitting problems, Ipopt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> diff --git a/help/en_US/scilab_en_US_help/qpipopt.html b/help/en_US/scilab_en_US_help/qpipopt.html index d4b6b3c..349bbc4 100644 --- a/help/en_US/scilab_en_US_help/qpipopt.html +++ b/help/en_US/scilab_en_US_help/qpipopt.html @@ -37,9 +37,9 @@ <div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> - <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipopt</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">Q</span><span class="default">,</span><span class="default">p</span><span class="default">,</span><span class="default">LB</span><span class="default">,</span><span class="default">UB</span><span class="default">,</span><span class="default">conMatrix</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipopt</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">Q</span><span class="default">,</span><span class="default">p</span><span class="default">,</span><span class="default">LB</span><span class="default">,</span><span class="default">UB</span><span class="default">,</span><span class="default">conMatrix</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipopt</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">Q</span><span class="default">,</span><span class="default">p</span><span class="default">,</span><span class="default">LB</span><span class="default">,</span><span class="default">UB</span><span class="default">,</span><span class="default">conMatrix</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipopt</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipopt</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipopt</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> <span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lamda</span><span class="default">] = </span><span class="functionid">qpipopt</span><span class="default">( ... )</span></pre></div></div> <div class="refsection"><h3 class="title">Parameters</h3> @@ -47,15 +47,15 @@ <dd><p class="para">a double, number of variables</p></dd></dt> <dt><span class="term">nbCon :</span> <dd><p class="para">a double, number of constraints</p></dd></dt> - <dt><span class="term">Q :</span> + <dt><span class="term">H :</span> <dd><p class="para">a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem.</p></dd></dt> - <dt><span class="term">p :</span> + <dt><span class="term">f :</span> <dd><p class="para">a vector of double, represents coefficients of linear in the quadratic problem</p></dd></dt> - <dt><span class="term">LB :</span> + <dt><span class="term">lb :</span> <dd><p class="para">a vector of double, contains lower bounds of the variables.</p></dd></dt> - <dt><span class="term">UB :</span> + <dt><span class="term">ub :</span> <dd><p class="para">a vector of double, contains upper bounds of the variables.</p></dd></dt> - <dt><span class="term">conMatrix :</span> + <dt><span class="term">A :</span> <dd><p class="para">a matrix of double, contains matrix representing the constraint matrix</p></dd></dt> <dt><span class="term">conLB :</span> <dd><p class="para">a vector of double, contains lower bounds of the constraints.</p></dd></dt> @@ -70,22 +70,22 @@ <dt><span class="term">fopt :</span> <dd><p class="para">a double, the function value at x.</p></dd></dt> <dt><span class="term">exitflag :</span> - <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> + <dd><p class="para">Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the qpipopt macro.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. This version only contains number of iterations</p></dd></dt> <dt><span class="term">lambda :</span> <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum of a constrained linear quadratic optimization problem specified by : find the minimum of f(x) such that</p> - <p class="para"><span><img src='./_LaTeX_qpipopt.xml_1.png' style='position:relative;top:31px;width:293px;height:70px'/></span></p> - <p class="para">We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++.</p> + <p class="para"><span><img src='./_LaTeX_qpipopt.xml_1.png' style='position:relative;top:31px;width:292px;height:70px'/></span></p> + <p class="para">The routine calls Ipopt for solving the quadratic problem, Ipopt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find x in R^6 such that:</span> -<span class="scilabid">conMatrix</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span> <span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> @@ -94,13 +94,13 @@ find the minimum of f(x) such that</p> <span class="scilabid">conUB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span><span class="scilabnumber">3</span><span class="scilabdefault">;</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span><span class="scilabnumber">2.5</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">lb</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span><span class="scilaboperator">-</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">ub</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">10000</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.5</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">100</span><span class="scilabdefault">;</span> <span class="scilabnumber">1000</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabcomment">//and minimize 0.5*x</span><span class="scilabcomment">'</span><span class="scilabcomment">*Q*x + p</span><span class="scilabcomment">'</span><span class="scilabcomment">*x with</span> -<span class="scilabid">p</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">Q</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://eye">eye</a><span class="scilabopenclose">(</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> +<span class="scilabcomment">//and minimize 0.5*x</span><span class="scilabcomment">'</span><span class="scilabcomment">⋅H⋅x + f</span><span class="scilabcomment">'</span><span class="scilabcomment">⋅x with</span> +<span class="scilabid">f</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">H</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://eye">eye</a><span class="scilabopenclose">(</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <span class="scilabnumber">6</span><span class="scilabdefault">;</span> <span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabid">x0</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabid">param</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://list">list</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">MaxIter</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabnumber">300</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">CpuTime</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabnumber">100</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> -<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">Q</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">param</span><span class="scilabopenclose">)</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">param</span><span class="scilabopenclose">)</span> <span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> @@ -111,16 +111,16 @@ find the minimum of f(x) such that</p> <span class="scilabcomment">// –x1 + 2x2 ≤ 2</span> <span class="scilabcomment">// 2x1 + x2 ≤ 3</span> <span class="scilabcomment">// 0 ≤ x1, 0 ≤ x2.</span> -<span class="scilabid">Q</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">p</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">conMatrix</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">H</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">f</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">conUB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">conLB</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> -<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">Q</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Authors</h3> <ul class="itemizedlist"><li class="member">Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</li></ul></div> diff --git a/help/en_US/scilab_en_US_help/qpipoptmat.html b/help/en_US/scilab_en_US_help/qpipoptmat.html index 2ed139d..73c7298 100644 --- a/help/en_US/scilab_en_US_help/qpipoptmat.html +++ b/help/en_US/scilab_en_US_help/qpipoptmat.html @@ -58,9 +58,9 @@ <dd><p class="para">a matrix of double, represents the linear coefficients in the equality constraints</p></dd></dt> <dt><span class="term">beq :</span> <dd><p class="para">a vector of double, represents the linear coefficients in the equality constraints</p></dd></dt> - <dt><span class="term">LB :</span> + <dt><span class="term">lb :</span> <dd><p class="para">a vector of double, contains lower bounds of the variables.</p></dd></dt> - <dt><span class="term">UB :</span> + <dt><span class="term">ub :</span> <dd><p class="para">a vector of double, contains upper bounds of the variables.</p></dd></dt> <dt><span class="term">x0 :</span> <dd><p class="para">a vector of double, contains initial guess of variables.</p></dd></dt> @@ -71,17 +71,17 @@ <dt><span class="term">fopt :</span> <dd><p class="para">a double, the function value at x.</p></dd></dt> <dt><span class="term">exitflag :</span> - <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> + <dd><p class="para">Integer identifying the reason the algorithm terminated.It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the qpipoptmat macro.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. This version only contains number of iterations.</p></dd></dt> <dt><span class="term">lambda :</span> <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum of a constrained linear quadratic optimization problem specified by : find the minimum of f(x) such that</p> - <p class="para"><span><img src='./_LaTeX_qpipoptmat.xml_1.png' style='position:relative;top:40px;width:284px;height:88px'/></span></p> - <p class="para">We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++.</p> + <p class="para"><span><img src='./_LaTeX_qpipoptmat.xml_1.png' style='position:relative;top:41px;width:277px;height:90px'/></span></p> + <p class="para">The routine calls Ipopt for solving the quadratic problem, Ipopt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> diff --git a/help/en_US/scilab_en_US_help/symphony.html b/help/en_US/scilab_en_US_help/symphony.html index 96be830..b81bbb0 100644 --- a/help/en_US/scilab_en_US_help/symphony.html +++ b/help/en_US/scilab_en_US_help/symphony.html @@ -37,9 +37,9 @@ <div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> - <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphony</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">objCoef</span><span class="default">,</span><span class="default">isInt</span><span class="default">,</span><span class="default">LB</span><span class="default">,</span><span class="default">UB</span><span class="default">,</span><span class="default">conMatrix</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphony</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">objCoef</span><span class="default">,</span><span class="default">isInt</span><span class="default">,</span><span class="default">LB</span><span class="default">,</span><span class="default">UB</span><span class="default">,</span><span class="default">conMatrix</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">objSense</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphony</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">objCoef</span><span class="default">,</span><span class="default">isInt</span><span class="default">,</span><span class="default">LB</span><span class="default">,</span><span class="default">UB</span><span class="default">,</span><span class="default">conMatrix</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">objSense</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphony</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">c</span><span class="default">,</span><span class="default">isInt</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphony</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">c</span><span class="default">,</span><span class="default">isInt</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">objSense</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphony</span><span class="default">(</span><span class="default">nbVar</span><span class="default">,</span><span class="default">nbCon</span><span class="default">,</span><span class="default">c</span><span class="default">,</span><span class="default">isInt</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">conLB</span><span class="default">,</span><span class="default">conUB</span><span class="default">,</span><span class="default">objSense</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> <span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">status</span><span class="default">,</span><span class="default">output</span><span class="default">] = </span><span class="functionid">symphony</span><span class="default">( ... )</span></pre></div></div> <div class="refsection"><h3 class="title">Parameters</h3> @@ -47,15 +47,15 @@ <dd><p class="para">a double, number of variables.</p></dd></dt> <dt><span class="term">nbCon :</span> <dd><p class="para">a double, number of constraints.</p></dd></dt> - <dt><span class="term">objCoeff :</span> + <dt><span class="term">c :</span> <dd><p class="para">a vector of double, represents coefficients of the variables in the objective.</p></dd></dt> <dt><span class="term">isInt :</span> <dd><p class="para">a vector of boolean, represents wether a variable is constrained to be an integer.</p></dd></dt> - <dt><span class="term">LB :</span> + <dt><span class="term">lb :</span> <dd><p class="para">a vector of double, represents lower bounds of the variables.</p></dd></dt> - <dt><span class="term">UB :</span> + <dt><span class="term">ub :</span> <dd><p class="para">a vector of double, represents upper bounds of the variables.</p></dd></dt> - <dt><span class="term">conMatrix :</span> + <dt><span class="term">A :</span> <dd><p class="para">a matrix of double, represents matrix representing the constraint matrix.</p></dd></dt> <dt><span class="term">conLB :</span> <dd><p class="para">a vector of double, represents lower bounds of the constraints.</p></dd></dt> @@ -64,45 +64,45 @@ <dt><span class="term">objSense :</span> <dd><p class="para">The sense (maximization/minimization) of the objective. Use 1(sym_minimize ) or -1 (sym_maximize) here.</p></dd></dt> <dt><span class="term">options :</span> - <dd><p class="para">a a list containing the the parameters to be set.</p></dd></dt> + <dd><p class="para">a list containing the the parameters to be set.</p></dd></dt> <dt><span class="term">xopt :</span> <dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt> <dt><span class="term">fopt :</span> <dd><p class="para">a double, the function value at x.</p></dd></dt> <dt><span class="term">status :</span> - <dd><p class="para">status flag from symphony.</p></dd></dt> + <dd><p class="para">status flag from symphony. 227 is optimal, 228 is Time limit exceeded, 230 is iteration limit exceeded.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.</p></dd></dt></dl></div> + <dd><p class="para">The output data structure contains detailed information about the optimization process. This version only contains number of iterations</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : find the minimum or maximum of f(x) such that</p> - <p class="para"><span><img src='./_LaTeX_symphony.xml_1.png' style='position:relative;top:41px;width:295px;height:90px'/></span></p> - <p class="para">We are calling SYMPHONY written in C by gateway files for the actual computation.</p> + <p class="para"><span><img src='./_LaTeX_symphony.xml_1.png' style='position:relative;top:41px;width:292px;height:90px'/></span></p> + <p class="para">The routine calls SYMPHONY written in C by gateway files for the actual computation.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//A basic case :</span> <span class="scilabcomment">// Objective function</span> -<span class="scilabid">objCoef</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">350</span><span class="scilaboperator">*</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">330</span><span class="scilaboperator">*</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">310</span><span class="scilaboperator">*</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">280</span><span class="scilaboperator">*</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">500</span><span class="scilabdefault">,</span><span class="scilabnumber">450</span><span class="scilabdefault">,</span><span class="scilabnumber">400</span><span class="scilabdefault">,</span><span class="scilabnumber">100</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> +<span class="scilabid">c</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">350</span><span class="scilaboperator">*</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">330</span><span class="scilaboperator">*</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">310</span><span class="scilaboperator">*</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">280</span><span class="scilaboperator">*</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">500</span><span class="scilabdefault">,</span><span class="scilabnumber">450</span><span class="scilabdefault">,</span><span class="scilabnumber">400</span><span class="scilabdefault">,</span><span class="scilabnumber">100</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Lower Bound of variable</span> <span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">8</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Upper Bound of variables</span> <span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span><a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabconstants">%inf</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Constraint Matrix</span> -<span class="scilabid">conMatrix</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilaboperator">*</span><span class="scilabnumber">0.05</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilaboperator">*</span><span class="scilabnumber">0.04</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabnumber">0.05</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilaboperator">*</span><span class="scilabnumber">0.03</span><span class="scilabdefault">,</span><span class="scilabnumber">0.08</span><span class="scilabdefault">,</span><span class="scilabnumber">0.07</span><span class="scilabdefault">,</span><span class="scilabnumber">0.06</span><span class="scilabdefault">,</span><span class="scilabnumber">0.03</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilaboperator">*</span><span class="scilabnumber">0.03</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilaboperator">*</span><span class="scilabnumber">0.03</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabnumber">0.04</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilaboperator">*</span><span class="scilabnumber">0.04</span><span class="scilabdefault">,</span><span class="scilabnumber">0.06</span><span class="scilabdefault">,</span><span class="scilabnumber">0.07</span><span class="scilabdefault">,</span><span class="scilabnumber">0.08</span><span class="scilabdefault">,</span><span class="scilabnumber">0.09</span><span class="scilabdefault">;</span><span class="scilabopenclose">]</span> -<span class="scilabcomment">// Lower Bound of constrains</span> +<span class="scilabcomment">// Lower Bound of constraints</span> <span class="scilabid">conlb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">25</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.25</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.25</span><span class="scilabopenclose">]</span> -<span class="scilabcomment">// Upper Bound of constrains</span> +<span class="scilabcomment">// Upper Bound of constraints</span> <span class="scilabid">conub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">25</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.25</span><span class="scilabdefault">;</span> <span class="scilabnumber">1.25</span><span class="scilabopenclose">]</span> <span class="scilabcomment">// Row Matrix for telling symphony that the is integer or not</span> <span class="scilabid">isInt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabconstants">%t</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabopenclose">)</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabconstants">%f</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabopenclose">)</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">xopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">7.25</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0.25</span> <span class="scilabnumber">3.5</span><span class="scilabopenclose">]</span> <span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">8495</span><span class="scilabopenclose">]</span> <span class="scilabcomment">// Calling Symphony</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabnumber">8</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conlb</span><span class="scilabdefault">,</span><span class="scilabid">conub</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabnumber">8</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">conlb</span><span class="scilabdefault">,</span><span class="scilabid">conub</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> @@ -116,7 +116,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabcomment">// st sum{j=1,...,n} r(i,j)x(j) </span><span class="scilabcomment"><</span><span class="scilabcomment">= b(i) i=1,...,m</span> <span class="scilabcomment">// x(j)=0 or 1</span> <span class="scilabcomment">// The function to be maximize i.e. P(j)</span> -<span class="scilabid">p</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">504</span> <span class="scilabnumber">803</span> <span class="scilabnumber">667</span> <span class="scilabnumber">1103</span> <span class="scilabnumber">834</span> <span class="scilabnumber">585</span> <span class="scilabnumber">811</span> <span class="scilabnumber">856</span> <span class="scilabnumber">690</span> <span class="scilabnumber">832</span> <span class="scilabnumber">846</span> <span class="scilabnumber">813</span> <span class="scilabnumber">868</span> <span class="scilabnumber">793</span> <span class="scilabspecial">..</span> +<span class="scilabid">c</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">504</span> <span class="scilabnumber">803</span> <span class="scilabnumber">667</span> <span class="scilabnumber">1103</span> <span class="scilabnumber">834</span> <span class="scilabnumber">585</span> <span class="scilabnumber">811</span> <span class="scilabnumber">856</span> <span class="scilabnumber">690</span> <span class="scilabnumber">832</span> <span class="scilabnumber">846</span> <span class="scilabnumber">813</span> <span class="scilabnumber">868</span> <span class="scilabnumber">793</span> <span class="scilabspecial">..</span> <span class="scilabnumber">825</span> <span class="scilabnumber">1002</span> <span class="scilabnumber">860</span> <span class="scilabnumber">615</span> <span class="scilabnumber">540</span> <span class="scilabnumber">797</span> <span class="scilabnumber">616</span> <span class="scilabnumber">660</span> <span class="scilabnumber">707</span> <span class="scilabnumber">866</span> <span class="scilabnumber">647</span> <span class="scilabnumber">746</span> <span class="scilabnumber">1006</span> <span class="scilabnumber">608</span> <span class="scilabspecial">..</span> <span class="scilabnumber">877</span> <span class="scilabnumber">900</span> <span class="scilabnumber">573</span> <span class="scilabnumber">788</span> <span class="scilabnumber">484</span> <span class="scilabnumber">853</span> <span class="scilabnumber">942</span> <span class="scilabnumber">630</span> <span class="scilabnumber">591</span> <span class="scilabnumber">630</span> <span class="scilabnumber">640</span> <span class="scilabnumber">1169</span> <span class="scilabnumber">932</span> <span class="scilabnumber">1034</span> <span class="scilabspecial">..</span> <span class="scilabnumber">957</span> <span class="scilabnumber">798</span> <span class="scilabnumber">669</span> <span class="scilabnumber">625</span> <span class="scilabnumber">467</span> <span class="scilabnumber">1051</span> <span class="scilabnumber">552</span> <span class="scilabnumber">717</span> <span class="scilabnumber">654</span> <span class="scilabnumber">388</span> <span class="scilabnumber">559</span> <span class="scilabnumber">555</span> <span class="scilabnumber">1104</span> <span class="scilabnumber">783</span> <span class="scilabspecial">..</span> @@ -124,7 +124,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabnumber">510</span> <span class="scilabnumber">671</span> <span class="scilabnumber">575</span> <span class="scilabnumber">740</span> <span class="scilabnumber">510</span> <span class="scilabnumber">675</span> <span class="scilabnumber">996</span> <span class="scilabnumber">636</span> <span class="scilabnumber">826</span> <span class="scilabnumber">1022</span> <span class="scilabnumber">1140</span> <span class="scilabnumber">654</span> <span class="scilabnumber">909</span> <span class="scilabnumber">799</span> <span class="scilabspecial">..</span> <span class="scilabnumber">1162</span> <span class="scilabnumber">653</span> <span class="scilabnumber">814</span> <span class="scilabnumber">625</span> <span class="scilabnumber">599</span> <span class="scilabnumber">476</span> <span class="scilabnumber">767</span> <span class="scilabnumber">954</span> <span class="scilabnumber">906</span> <span class="scilabnumber">904</span> <span class="scilabnumber">649</span> <span class="scilabnumber">873</span> <span class="scilabnumber">565</span> <span class="scilabnumber">853</span> <span class="scilabnumber">1008</span> <span class="scilabnumber">632</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> <span class="scilabcomment">//Constraint Matrix</span> -<span class="scilabid">conMatrix</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabcomment">//Constraint 1</span> <span class="scilabnumber">42</span> <span class="scilabnumber">41</span> <span class="scilabnumber">523</span> <span class="scilabnumber">215</span> <span class="scilabnumber">819</span> <span class="scilabnumber">551</span> <span class="scilabnumber">69</span> <span class="scilabnumber">193</span> <span class="scilabnumber">582</span> <span class="scilabnumber">375</span> <span class="scilabnumber">367</span> <span class="scilabnumber">478</span> <span class="scilabnumber">162</span> <span class="scilabnumber">898</span> <span class="scilabspecial">..</span> <span class="scilabnumber">550</span> <span class="scilabnumber">553</span> <span class="scilabnumber">298</span> <span class="scilabnumber">577</span> <span class="scilabnumber">493</span> <span class="scilabnumber">183</span> <span class="scilabnumber">260</span> <span class="scilabnumber">224</span> <span class="scilabnumber">852</span> <span class="scilabnumber">394</span> <span class="scilabnumber">958</span> <span class="scilabnumber">282</span> <span class="scilabnumber">402</span> <span class="scilabnumber">604</span> <span class="scilabspecial">..</span> @@ -166,15 +166,15 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabnumber">483</span> <span class="scilabnumber">336</span> <span class="scilabnumber">765</span> <span class="scilabnumber">637</span> <span class="scilabnumber">981</span> <span class="scilabnumber">980</span> <span class="scilabnumber">202</span> <span class="scilabnumber">35</span> <span class="scilabnumber">594</span> <span class="scilabnumber">689</span> <span class="scilabnumber">602</span> <span class="scilabnumber">76</span> <span class="scilabnumber">767</span> <span class="scilabnumber">693</span> <span class="scilabspecial">..</span> <span class="scilabnumber">893</span> <span class="scilabnumber">160</span> <span class="scilabnumber">785</span> <span class="scilabnumber">311</span> <span class="scilabnumber">417</span> <span class="scilabnumber">748</span> <span class="scilabnumber">375</span> <span class="scilabnumber">362</span> <span class="scilabnumber">617</span> <span class="scilabnumber">553</span> <span class="scilabnumber">474</span> <span class="scilabnumber">915</span> <span class="scilabnumber">457</span> <span class="scilabnumber">261</span> <span class="scilabnumber">350</span> <span class="scilabnumber">635</span> <span class="scilabdefault">;</span> <span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> -<span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> +<span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> +<span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilabcomment">// Lower Bound of variables</span> <span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilabcomment">// Upper Bound of variables</span> <span class="scilabid">ub</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilabcomment">// Row Matrix for telling symphony that the is integer or not</span> <span class="scilabid">isInt</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabconstants">%t</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabopenclose">)</span> -<span class="scilabcomment">// Lower Bound of constrains</span> +<span class="scilabcomment">// Lower Bound of constraints</span> <span class="scilabid">conLB</span><span class="scilaboperator">=</span><a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Upper Bound of constraints</span> <span class="scilabid">conUB</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">11927</span> <span class="scilabnumber">13727</span> <span class="scilabnumber">11551</span> <span class="scilabnumber">13056</span> <span class="scilabnumber">13460</span> <span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> @@ -187,7 +187,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabcomment">// Optimal value</span> <span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">24381</span> <span class="scilabopenclose">]</span> <span class="scilabcomment">// Calling Symphony</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Authors</h3> <ul class="itemizedlist"><li class="member">Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</li></ul></div> diff --git a/help/en_US/scilab_en_US_help/symphony.html~ b/help/en_US/scilab_en_US_help/symphony.html~ deleted file mode 100644 index 0b78b0d..0000000 --- a/help/en_US/scilab_en_US_help/symphony.html~ +++ /dev/null @@ -1,318 +0,0 @@ -<html><head> - <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> - <title>fmincon</title> - <style type="text/css" media="all"> - @import url("scilab_code.css"); - @import url("xml_code.css"); - @import url("c_code.css"); - @import url("style.css"); - </style> - </head> - <body> - <div class="manualnavbar"> - <table width="100%"><tr> - <td width="30%"> - <span class="previous"><a href="section_ed3c614d9a2555a6802170ca29940f55.html"><< Fmincon Toolbox</a></span> - - </td> - <td width="40%" class="center"> - <span class="top"><a href="section_ed3c614d9a2555a6802170ca29940f55.html">Fmincon Toolbox</a></span> - - </td> - <td width="30%" class="next"> - <span class="next"><a href="optimget.html">optimget >></a></span> - - </td> - </tr></table> - <hr /> - </div> - - - - <span class="path"><a href="index.html">Fmincon Toolbox</a> >> <a href="section_ed3c614d9a2555a6802170ca29940f55.html">Fmincon Toolbox</a> > fmincon</span> - - <br /><br /> - <div class="info"></div> - - <div class="refnamediv"><h1 class="refname">fmincon</h1><p class="refpurpose">Solves a nonlinearily constrained optimization problem.</p></div> - - - -<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> - <div class="synopsis"><pre><span class="default">x</span><span class="default"> = </span><span class="functionid">fmincon</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">fmincon</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">fmincon</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">fmincon</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">fmincon</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">nonlcon</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">fmincon</span><span class="default">(</span><span class="default">fun</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">nonlcon</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> -<span class="default">[</span><span class="default">x</span><span class="default">,</span><span class="default">fval</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lambda</span><span class="default">,</span><span class="default">grad</span><span class="default">,</span><span class="default">hessian</span><span class="default">] = </span><span class="functionid">fmincon</span><span class="default"> ( ... )</span></pre></div></div> - -<div class="refsection"><h3 class="title">Parameters</h3> - <dl><dt><span class="term">fun:</span> - <dd><p class="para">a function, the function to minimize. See below for the complete specifications.</p></dd></dt> - <dt><span class="term">x0:</span> - <dd><p class="para">a nx1 or 1xn matrix of doubles, where n is the number of variables. The initial guess for the optimization algorithm.</p></dd></dt> - <dt><span class="term">A:</span> - <dd><p class="para">a nil x n matrix of doubles, where n is the number of variables and nil is the number of linear inequalities. If A==[] and b==[], it is assumed that there is no linear inequality constraints. If (A==[] & b<>[]), fmincon generates an error (the same happens if (A<>[] & b==[])).</p></dd></dt> - <dt><span class="term">b:</span> - <dd><p class="para">a nil x 1 matrix of doubles, where nil is the number of linear inequalities.</p></dd></dt> - <dt><span class="term">Aeq:</span> - <dd><p class="para">a nel x n matrix of doubles, where n is the number of variables and nel is the number of linear equalities. If A==[] and b==[], it is assumed that there is no linear equality constraints. If (Aeq==[] & beq<>[]), fmincon generates an error (the same happens if (Aeq<>[] & beq==[])).</p></dd></dt> - <dt><span class="term">beq:</span> - <dd><p class="para">a nel x 1 matrix of doubles, where nel is the number of linear inequalities.</p></dd></dt> - <dt><span class="term">lb:</span> - <dd><p class="para">a nx1 or 1xn matrix of doubles, where n is the number of variables. The lower bound for x. If lb==[], then the lower bound is automatically set to -inf.</p></dd></dt> - <dt><span class="term">ub:</span> - <dd><p class="para">a nx1 or 1xn matrix of doubles, where n is the number of variables. The upper bound for x. If lb==[], then the upper bound is automatically set to +inf.</p></dd></dt> - <dt><span class="term">nonlcon:</span> - <dd><p class="para">a function, the nonlinear constraints. See below for the complete specifications.</p></dd></dt> - <dt><span class="term">x:</span> - <dd><p class="para">a nx1 matrix of doubles, the computed solution of the optimization problem</p></dd></dt> - <dt><span class="term">fval:</span> - <dd><p class="para">a 1x1 matrix of doubles, the function value at x</p></dd></dt> - <dt><span class="term">exitflag:</span> - <dd><p class="para">a 1x1 matrix of floating point integers, the exit status. See below for details.</p></dd></dt> - <dt><span class="term">output:</span> - <dd><p class="para">a struct, the details of the optimization process. See below for details.</p></dd></dt> - <dt><span class="term">lambda:</span> - <dd><p class="para">a struct, the Lagrange multipliers at optimum. See below for details.</p></dd></dt> - <dt><span class="term">grad:</span> - <dd><p class="para">a nx1 matrix of doubles, the gradient of the objective function at optimum</p></dd></dt> - <dt><span class="term">hessian:</span> - <dd><p class="para">a nxn matrix of doubles, the Hessian of the objective function at optimum</p></dd></dt> - <dt><span class="term">options:</span> - <dd><p class="para">an optional struct, as provided by optimset</p></dd></dt></dl></div> - -<div class="refsection"><h3 class="title">Description</h3> - <p class="para">Search the minimum of a constrained optimization problem specified by : -find the minimum of f(x) such that</p> - <p class="para">c(x)<=0, ceq(x)<=0, A*x<=b, Aeq*x=beq and lb<=x<=ub.</p> - <p class="para"><span><img src='./_LaTeX_fmincon.xml_1.png' style='position:relative;top:64px;width:186px;height:136px'/></span></p> - <p class="para">Currently, we use ipopt for the actual solver of fmincon.</p> - <p class="para">See the demonstrations for additionnal examples.</p> - <p class="para">The objective function must have header : -<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">f</span> <span class="scilaboperator">=</span> <span class="scilabid">objfun</span> <span class="scilabopenclose">(</span> <span class="scilabid">x</span> <span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div> -where x is a n x 1 matrix of doubles and f is a 1 x 1 matrix of doubles. -On input, the variable x contains the current point and, on output, -the variable f must contain the objective function value.</p> - <p class="para">By default, fmincon uses finite differences with order 2 formulas and -optimum step size in order to compute a numerical gradient of the -objective function. -If we can provide exact gradients, we should do so since it improves -the convergence speed of the optimization algorithm. -In order to use exact gradients, we must update the header of the -objective function to : -<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabopenclose">[</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">G</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">objfungrad</span> <span class="scilabopenclose">(</span> <span class="scilabid">x</span> <span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div> -where x is a n x 1 matrix of doubles, f is a 1 x 1 matrix of doubles -and G is a n x 1 matrix of doubles. -On input, the variable x contains the current point and, on output, -the variable f must contain the objective function value and the variable -G must contain the gradient of the objective function. -Furthermore, we must enable the "GradObj" option with the statement : -<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">options</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="optimset.html">optimset</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">GradObj</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div> -This will let fmincon know that the exact gradient of the objective -function is known, so that it can change the calling sequence to the -objective function.</p> - <p class="para">The constraint function must have header : -<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabopenclose">[</span><span class="scilabid">c</span><span class="scilabdefault">,</span> <span class="scilabid">ceq</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">confun</span><span class="scilabopenclose">(</span><span class="scilabid">x</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div> -where x is a n x 1 matrix of doubles, c is a nni x 1 matrix of doubles and -ceq is a nne x 1 matrix of doubles (nni : number of nonlinear inequality -constraints, nne : number of nonlinear equality constraints). -On input, the variable x contains the current point and, on output, -the variable c must contain the nonlinear inequality constraints and ceq must contain the -nonlinear equality constraints.</p> - <p class="para">By default, fmincon uses finite differences with order 2 formulas and -optimum step size in order to compute a numerical gradient of the -constraint function. -In order to use exact gradients, we must update the header of the -constraint function to : -<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabopenclose">[</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">ceq</span><span class="scilabdefault">,</span><span class="scilabid">DC</span><span class="scilabdefault">,</span><span class="scilabid">DCeq</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">confungrad</span><span class="scilabopenclose">(</span><span class="scilabid">x</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div> -where x is a n x 1 matrix of doubles, c is a nni x 1 matrix of doubles, -ceq is a nne x 1 matrix of doubles, DC is a n x nni matrix of doubles and -DCeq is a n x nne matrix of doubles. -On input, the variable x contains the current point and, on output, -the variable c must contain the nonlinear inequality constraint function value, -the variable ceq must contain the nonlinear equality constraint function value, -the variable DC must contain the Jacobian matrix of the nonlinear inequality constraints -and the variable DCeq must contain the Jacobian matrix of the nonlinear equality constraints. -The i-th nonlinear inequality constraint is associated to the i-th column of -the matrix DC, i.e, it is stored in DC(:,i) (same for DCeq). -Furthermore, we must enable the "GradObj" option with the statement : -<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">options</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="optimset.html">optimset</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">GradConstr</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></p> - <p class="para">By default, fmincon uses a L-BFGS formula to compute an -approximation of the Hessian of the Lagrangian. -Notice that this is different from Matlab's fmincon, which -default is to use a BFGS.</p> - <p class="para">The exitflag variable allows to know the status of the optimization. -<ul class="itemizedlist"><li>exitflag=0 : Number of iterations exceeded options.MaxIter or number of function evaluations exceeded options.FunEvals.</li> -<li>exitflag=1 : First-order optimality measure was less than options.TolFun, and maximum constraint violation was less than options.TolCon.</li> -<li>exitflag=-1 : The output function terminated the algorithm.</li> -<li>exitflag=-2 : No feasible point was found.</li> -<li>exitflag=%nan : Other type of termination.</li></ul></p> - <p class="para">The output data structure contains detailed informations about the -optimization process. -It has type "struct" and contains the following fields. -<ul class="itemizedlist"><li>output.iterations: the number of iterations performed during the search</li> -<li>output.funcCount: the number of function evaluations during the search</li> -<li>output.stepsize: an empty matrix</li> -<li>output.algorithm : the string containing the name of the algorithm. In the current version, algorithm="ipopt".</li> -<li>output.firstorderopt: the max-norm of the first-order KKT conditions.</li> -<li>output.constrviolation: the max-norm of the constraint violation.</li> -<li>output.cgiterations: the number of preconditionned conjugate gradient steps. In the current version, cgiterations=0.</li> -<li>output.message: a string containing a message describing the status of the optimization.</li></ul></p> - <p class="para">The lambda data structure contains the Lagrange multipliers at the -end of optimization. -It has type "struct" and contains the following -fields. -<ul class="itemizedlist"><li>lambda.lower: the Lagrange multipliers for the lower bound constraints. In the current version, an empty matrix.</li> -<li>lambda.upper: the Lagrange multipliers for the upper bound constraints. In the current version, an empty matrix.</li> -<li>lambda.eqlin: the Lagrange multipliers for the linear equality constraints.</li> -<li>lambda.eqnonlin: the Lagrange multipliers for the nonlinear equality constraints.</li> -<li>lambda.ineqlin: the Lagrange multipliers for the linear inequality constraints.</li> -<li>lambda.ineqnonlin: the Lagrange multipliers for the nonlinear inequality constraints.</li></ul></p> - <p class="para">TODO : exitflag=2 : Change in x was less than options.TolX and maximum constraint violation was less than options.TolCon. -TODO : exitflag=-3 : Current point x went below options.ObjectiveLimit and maximum constraint violation was less than options.TolCon. -TODO : fill lambda.lower and lambda.upper consistently. See ticket #111 : http://forge.scilab.org/index.php/p/sci-ipopt/issues/111/ -TODO : test with A, b -TODO : test with Aeq, beq -TODO : test with ceq -TODO : avoid using global for ipopt_data -TODO : implement Display option -TODO : implement FinDiffType option -TODO : implement MaxFunEvals option -TODO : implement DerivativeCheck option -TODO : implement MaxIter option -TODO : implement OutputFcn option -TODO : implement PlotFcns option -TODO : implement TolFun option -TODO : implement TolCon option -TODO : implement TolX option -TODO : implement Hessian option -TODO : check that the hessian output argument is Hessian of f only -TODO : test all exitflag values</p> - <p class="para"></p></div> - -<div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// A basic case :</span> -<span class="scilabcomment">// we provide only the objective function and the nonlinear constraint</span> -<span class="scilabcomment">// function : we let fmincon compute the gradients by numerical</span> -<span class="scilabcomment">// derivatives.</span> -<span class="scilabfkeyword">function</span> <span class="scilabinputoutputargs">f</span><span class="scilaboperator">=</span><span class="scilabfunctionid">objfun</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> -<span class="scilabinputoutputargs">f</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://exp">exp</a><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabopenclose">(</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">+</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">+</span> <span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">+</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">+</span> <span class="scilabnumber">1</span><span class="scilabopenclose">)</span> -<span class="scilabfkeyword">endfunction</span> -<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">c</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">ceq</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">confun</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> -<span class="scilabcomment">// Nonlinear inequality constraints</span> -<span class="scilabinputoutputargs">c</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> -<span class="scilabnumber">1.5</span> <span class="scilaboperator">+</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> -<span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabnumber">10</span> -<span class="scilabopenclose">]</span> -<span class="scilabcomment">// Nonlinear equality constraints</span> -<span class="scilabinputoutputargs">ceq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabopenclose">]</span> -<span class="scilabfkeyword">endfunction</span> -<span class="scilabcomment">// The initial guess</span> -<span class="scilabid">x0</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabcomment">// The expected solution : only 4 digits are guaranteed</span> -<span class="scilabid">xopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">9.547345885974547</span> <span class="scilabnumber">1.047408305349257</span><span class="scilabopenclose">]</span> -<span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabnumber">0.023551460139148</span> -<span class="scilabcomment">// Run fmincon</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">fval</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabdefault">,</span><span class="scilabid">grad</span><span class="scilabdefault">,</span><span class="scilabid">hessian</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabspecial">..</span> -<span class="scilabid">fmincon</span> <span class="scilabopenclose">(</span> <span class="scilabfunctionid">objfun</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span> <span class="scilabfunctionid">confun</span> <span class="scilabstring">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> - -<div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// A case where we provide the gradient of the objective</span> -<span class="scilabcomment">// function and the Jacobian matrix of the constraints.</span> -<span class="scilabcomment">// The objective function and its gradient</span> -<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">f</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">G</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">objfungrad</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> -<span class="scilabopenclose">[</span><span class="scilabid">lhs</span><span class="scilabdefault">,</span><span class="scilabid">rhs</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://argn">argn</a><span class="scilabopenclose">(</span><span class="scilabopenclose">)</span> -<span class="scilabinputoutputargs">f</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://exp">exp</a><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabopenclose">(</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilaboperator">+</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span><span class="scilaboperator">+</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">+</span><span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">+</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> -<span class="scilabskeyword">if</span> <span class="scilabopenclose">(</span> <span class="scilabid">lhs</span> <span class="scilaboperator">></span> <span class="scilabnumber">1</span> <span class="scilabopenclose">)</span> <span class="scilabskeyword">then</span> -<span class="scilabinputoutputargs">G</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> -<span class="scilabinputoutputargs">f</span> <span class="scilaboperator">+</span> <a class="scilabcommand" href="scilab://exp">exp</a><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span> <span class="scilaboperator">*</span> <span class="scilabopenclose">(</span><span class="scilabnumber">8</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilaboperator">+</span> <span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span> -<a class="scilabcommand" href="scilab://exp">exp</a><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabopenclose">(</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">+</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">+</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> -<span class="scilabopenclose">]</span> -<span class="scilabskeyword">end</span> -<span class="scilabfkeyword">endfunction</span> -<span class="scilabcomment">// The nonlinear constraints and the Jacobian</span> -<span class="scilabcomment">// matrix of the constraints</span> -<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">c</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">ceq</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">DC</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">DCeq</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">confungrad</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> -<span class="scilabcomment">// Inequality constraints</span> -<span class="scilabinputoutputargs">c</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilaboperator">=</span> <span class="scilabnumber">1.5</span> <span class="scilaboperator">+</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilaboperator">*</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> -<span class="scilabinputoutputargs">c</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">=</span> <span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilaboperator">*</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">-</span><span class="scilabnumber">10</span> -<span class="scilabcomment">// No nonlinear equality constraints</span> -<span class="scilabinputoutputargs">ceq</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span> -<span class="scilabopenclose">[</span><span class="scilabid">lhs</span><span class="scilabdefault">,</span><span class="scilabid">rhs</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://argn">argn</a><span class="scilabopenclose">(</span><span class="scilabopenclose">)</span> -<span class="scilabskeyword">if</span> <span class="scilabopenclose">(</span> <span class="scilabid">lhs</span> <span class="scilaboperator">></span> <span class="scilabnumber">2</span> <span class="scilabopenclose">)</span> <span class="scilabskeyword">then</span> -<span class="scilabcomment">// DC(:,i) = gradient of the i-th constraint</span> -<span class="scilabcomment">// DC = [</span> -<span class="scilabcomment">// Dc1/Dx1 Dc2/Dx1</span> -<span class="scilabcomment">// Dc1/Dx2 Dc2/Dx2</span> -<span class="scilabcomment">// ]</span> -<span class="scilabinputoutputargs">DC</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> -<span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> -<span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span> <span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> -<span class="scilabopenclose">]</span> -<span class="scilabinputoutputargs">DCeq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabopenclose">]</span> -<span class="scilabskeyword">end</span> -<span class="scilabfkeyword">endfunction</span> -<span class="scilabcomment">// Test with both gradient of objective and gradient of constraints</span> -<span class="scilabid">options</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="optimset.html">optimset</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">GradObj</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">GradConstr</span><span class="scilabstring">"</span><span class="scilabdefault">,</span><span class="scilabstring">"</span><span class="scilabstring">on</span><span class="scilabstring">"</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> -<span class="scilabcomment">// The initial guess</span> -<span class="scilabid">x0</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabcomment">// The expected solution : only 4 digits are guaranteed</span> -<span class="scilabid">xopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">9.547345885974547</span> <span class="scilabnumber">1.047408305349257</span><span class="scilabopenclose">]</span> -<span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabnumber">0.023551460139148</span> -<span class="scilabcomment">// Run fmincon</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">fval</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabspecial">..</span> -<span class="scilabid">fmincon</span><span class="scilabopenclose">(</span><span class="scilabfunctionid">objfungrad</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span> <span class="scilabfunctionid">confungrad</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> - -<div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// A case where we set the bounds of the optimization.</span> -<span class="scilabcomment">// By default, the bounds are set to infinity.</span> -<span class="scilabfkeyword">function</span> <span class="scilabinputoutputargs">f</span><span class="scilaboperator">=</span><span class="scilabfunctionid">objfun</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> -<span class="scilabinputoutputargs">f</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://exp">exp</a><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabopenclose">(</span><span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">+</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span><span class="scilaboperator">^</span><span class="scilabnumber">2</span> <span class="scilaboperator">+</span> <span class="scilabnumber">4</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">+</span> <span class="scilabnumber">2</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">+</span> <span class="scilabnumber">1</span><span class="scilabopenclose">)</span> -<span class="scilabfkeyword">endfunction</span> -<span class="scilabfkeyword">function</span> <span class="scilabopenclose">[</span><span class="scilabinputoutputargs">c</span><span class="scilabdefault">, </span><span class="scilabinputoutputargs">ceq</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabfunctionid">confun</span><span class="scilabopenclose">(</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">)</span> -<span class="scilabcomment">// Nonlinear inequality constraints</span> -<span class="scilabinputoutputargs">c</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> -<span class="scilabnumber">1.5</span> <span class="scilaboperator">+</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> -<span class="scilaboperator">-</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilaboperator">*</span><span class="scilabinputoutputargs">x</span><span class="scilabopenclose">(</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> <span class="scilaboperator">-</span> <span class="scilabnumber">10</span> -<span class="scilabopenclose">]</span> -<span class="scilabcomment">// Nonlinear equality constraints</span> -<span class="scilabinputoutputargs">ceq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabopenclose">]</span> -<span class="scilabfkeyword">endfunction</span> -<span class="scilabcomment">// The initial guess</span> -<span class="scilabid">x0</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabcomment">// The expected solution</span> -<span class="scilabid">xopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span> <span class="scilabnumber">1.5</span><span class="scilabopenclose">]</span> -<span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabnumber">8.5</span> -<span class="scilabcomment">// Make sure that x(1)</span><span class="scilabcomment">></span><span class="scilabcomment">=0, and x(2)</span><span class="scilabcomment">></span><span class="scilabcomment">=0</span> -<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabcomment">// Run fmincon</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">fval</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">fmincon</span> <span class="scilabopenclose">(</span> <span class="scilabfunctionid">objfun</span> <span class="scilabdefault">,</span> <span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabfunctionid">confun</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> - -<div class="refsection"><h3 class="title">Authors</h3> - <ul class="itemizedlist"><li class="member">Michael Baudin, DIGITEO, 2010</li></ul></div> - <br /> - - <div class="manualnavbar"> - <table width="100%"> - <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr> -<tr> - <td width="30%"> - <span class="previous"><a href="section_ed3c614d9a2555a6802170ca29940f55.html"><< Fmincon Toolbox</a></span> - - </td> - <td width="40%" class="center"> - <span class="top"><a href="section_ed3c614d9a2555a6802170ca29940f55.html">Fmincon Toolbox</a></span> - - </td> - <td width="30%" class="next"> - <span class="next"><a href="optimget.html">optimget >></a></span> - - </td> - </tr></table> - <hr /> - </div> - </body> -</html> diff --git a/help/en_US/scilab_en_US_help/symphonymat.html b/help/en_US/scilab_en_US_help/symphonymat.html index c580508..fc60daf 100644 --- a/help/en_US/scilab_en_US_help/symphonymat.html +++ b/help/en_US/scilab_en_US_help/symphonymat.html @@ -37,25 +37,25 @@ <div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> - <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> -<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">symphonymat</span><span class="default">(</span><span class="default">c</span><span class="default">,</span><span class="default">intcon</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">options</span><span class="default">)</span> <span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">status</span><span class="default">,</span><span class="default">output</span><span class="default">] = </span><span class="functionid">symphonymat</span><span class="default">( ... )</span></pre></div></div> <div class="refsection"><h3 class="title">Parameters</h3> - <dl><dt><span class="term">f :</span> + <dl><dt><span class="term">c :</span> <dd><p class="para">a vector of double, contains coefficients of the variables in the objective</p></dd></dt> <dt><span class="term">intcon :</span> <dd><p class="para">Vector of integer constraints, specified as a vector of positive integers. The values in intcon indicate the components of the decision variable x that are integer-valued. intcon has values from 1 through number of variable.</p></dd></dt> <dt><span class="term">A :</span> - <dd><p class="para">Linear inequality constraint matrix, specified as a matrix of double. A represents the linear coefficients in the constraints A*x ≤ b. A has size M-by-N, where M is the number of constraints and N is number of variables</p></dd></dt> + <dd><p class="para">Linear inequality constraint matrix, specified as a matrix of double. A represents the linear coefficients in the constraints A*x ≤ b. A has the size where columns equals to the number of variables.</p></dd></dt> <dt><span class="term">b :</span> - <dd><p class="para">Linear inequality constraint vector, specified as a vector of double. b represents the constant vector in the constraints A*x ≤ b. b has length M, where A is M-by-N</p></dd></dt> + <dd><p class="para">Linear inequality constraint vector, specified as a vector of double. b represents the constant vector in the constraints A*x ≤ b. b has size equals to the number of rows in A.</p></dd></dt> <dt><span class="term">Aeq :</span> - <dd><p class="para">Linear equality constraint matrix, specified as a matrix of double. Aeq represents the linear coefficients in the constraints Aeq*x = beq. Aeq has size Meq-by-N, where Meq is the number of constraints and N is number of variables</p></dd></dt> + <dd><p class="para">Linear equality constraint matrix, specified as a matrix of double. Aeq represents the linear coefficients in the constraints Aeq*x = beq. Aeq has the size where columns equals to the number of variables.</p></dd></dt> <dt><span class="term">beq :</span> - <dd><p class="para">Linear equality constraint vector, specified as a vector of double. beq represents the constant vector in the constraints Aeq*x = beq. beq has length Meq, where Aeq is Meq-by-N.</p></dd></dt> + <dd><p class="para">Linear equality constraint vector, specified as a vector of double. beq represents the constant vector in the constraints Aeq*x = beq. beq has size equals to the number of rows in Aeq.</p></dd></dt> <dt><span class="term">lb :</span> <dd><p class="para">Lower bounds, specified as a vector or array of double. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.</p></dd></dt> <dt><span class="term">ub :</span> @@ -63,24 +63,24 @@ <dt><span class="term">options :</span> <dd><p class="para">a list containing the the parameters to be set.</p></dd></dt> <dt><span class="term">xopt :</span> - <dd><p class="para">a vector of double, the computed solution of the optimization problem</p></dd></dt> + <dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt> <dt><span class="term">fopt :</span> <dd><p class="para">a double, the function value at x</p></dd></dt> <dt><span class="term">status :</span> - <dd><p class="para">status flag from symphony.</p></dd></dt> + <dd><p class="para">status flag from symphony. 227 is optimal, 228 is Time limit exceeded, 230 is iteration limit exceeded.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.</p></dd></dt></dl></div> + <dd><p class="para">The output data structure contains detailed information about the optimization process. This version only contains number of iterations.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : -find the minimum or maximum of f(x) such that</p> - <p class="para"><span><img src='./_LaTeX_symphonymat.xml_1.png' style='position:relative;top:51px;width:216px;height:110px'/></span></p> - <p class="para">We are calling SYMPHONY written in C by gateway files for the actual computation.</p> +find the minimum or maximum of C'⋅x such that</p> + <p class="para"><span><img src='./_LaTeX_symphonymat.xml_1.png' style='position:relative;top:51px;width:212px;height:110px'/></span></p> + <p class="para">The routine calls SYMPHONY written in C by gateway files for the actual computation.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// Objective function</span> -<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">350</span><span class="scilaboperator">*</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">330</span><span class="scilaboperator">*</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">310</span><span class="scilaboperator">*</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">280</span><span class="scilaboperator">*</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">500</span><span class="scilabdefault">,</span><span class="scilabnumber">450</span><span class="scilabdefault">,</span><span class="scilabnumber">400</span><span class="scilabdefault">,</span><span class="scilabnumber">100</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> +<span class="scilabid">c</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">350</span><span class="scilaboperator">*</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">330</span><span class="scilaboperator">*</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">310</span><span class="scilaboperator">*</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">280</span><span class="scilaboperator">*</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">500</span><span class="scilabdefault">,</span><span class="scilabnumber">450</span><span class="scilabdefault">,</span><span class="scilabnumber">400</span><span class="scilabdefault">,</span><span class="scilabnumber">100</span><span class="scilabopenclose">]</span><span class="scilaboperator">'</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Lower Bound of variable</span> <span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">8</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Upper Bound of variables</span> @@ -106,7 +106,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabcomment">// st sum{j=1,...,n} r(i,j)x(j) </span><span class="scilabcomment"><</span><span class="scilabcomment">= b(i) i=1,...,m</span> <span class="scilabcomment">// x(j)=0 or 1</span> <span class="scilabcomment">// The function to be maximize i.e. P(j)</span> -<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilaboperator">*</span><span class="scilabopenclose">[</span> <span class="scilabnumber">504</span> <span class="scilabnumber">803</span> <span class="scilabnumber">667</span> <span class="scilabnumber">1103</span> <span class="scilabnumber">834</span> <span class="scilabnumber">585</span> <span class="scilabnumber">811</span> <span class="scilabnumber">856</span> <span class="scilabnumber">690</span> <span class="scilabnumber">832</span> <span class="scilabnumber">846</span> <span class="scilabnumber">813</span> <span class="scilabnumber">868</span> <span class="scilabnumber">793</span> <span class="scilabspecial">..</span> +<span class="scilabid">c</span> <span class="scilaboperator">=</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilaboperator">*</span><span class="scilabopenclose">[</span> <span class="scilabnumber">504</span> <span class="scilabnumber">803</span> <span class="scilabnumber">667</span> <span class="scilabnumber">1103</span> <span class="scilabnumber">834</span> <span class="scilabnumber">585</span> <span class="scilabnumber">811</span> <span class="scilabnumber">856</span> <span class="scilabnumber">690</span> <span class="scilabnumber">832</span> <span class="scilabnumber">846</span> <span class="scilabnumber">813</span> <span class="scilabnumber">868</span> <span class="scilabnumber">793</span> <span class="scilabspecial">..</span> <span class="scilabnumber">825</span> <span class="scilabnumber">1002</span> <span class="scilabnumber">860</span> <span class="scilabnumber">615</span> <span class="scilabnumber">540</span> <span class="scilabnumber">797</span> <span class="scilabnumber">616</span> <span class="scilabnumber">660</span> <span class="scilabnumber">707</span> <span class="scilabnumber">866</span> <span class="scilabnumber">647</span> <span class="scilabnumber">746</span> <span class="scilabnumber">1006</span> <span class="scilabnumber">608</span> <span class="scilabspecial">..</span> <span class="scilabnumber">877</span> <span class="scilabnumber">900</span> <span class="scilabnumber">573</span> <span class="scilabnumber">788</span> <span class="scilabnumber">484</span> <span class="scilabnumber">853</span> <span class="scilabnumber">942</span> <span class="scilabnumber">630</span> <span class="scilabnumber">591</span> <span class="scilabnumber">630</span> <span class="scilabnumber">640</span> <span class="scilabnumber">1169</span> <span class="scilabnumber">932</span> <span class="scilabnumber">1034</span> <span class="scilabspecial">..</span> <span class="scilabnumber">957</span> <span class="scilabnumber">798</span> <span class="scilabnumber">669</span> <span class="scilabnumber">625</span> <span class="scilabnumber">467</span> <span class="scilabnumber">1051</span> <span class="scilabnumber">552</span> <span class="scilabnumber">717</span> <span class="scilabnumber">654</span> <span class="scilabnumber">388</span> <span class="scilabnumber">559</span> <span class="scilabnumber">555</span> <span class="scilabnumber">1104</span> <span class="scilabnumber">783</span> <span class="scilabspecial">..</span> @@ -155,7 +155,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabnumber">483</span> <span class="scilabnumber">336</span> <span class="scilabnumber">765</span> <span class="scilabnumber">637</span> <span class="scilabnumber">981</span> <span class="scilabnumber">980</span> <span class="scilabnumber">202</span> <span class="scilabnumber">35</span> <span class="scilabnumber">594</span> <span class="scilabnumber">689</span> <span class="scilabnumber">602</span> <span class="scilabnumber">76</span> <span class="scilabnumber">767</span> <span class="scilabnumber">693</span> <span class="scilabspecial">..</span> <span class="scilabnumber">893</span> <span class="scilabnumber">160</span> <span class="scilabnumber">785</span> <span class="scilabnumber">311</span> <span class="scilabnumber">417</span> <span class="scilabnumber">748</span> <span class="scilabnumber">375</span> <span class="scilabnumber">362</span> <span class="scilabnumber">617</span> <span class="scilabnumber">553</span> <span class="scilabnumber">474</span> <span class="scilabnumber">915</span> <span class="scilabnumber">457</span> <span class="scilabnumber">261</span> <span class="scilabnumber">350</span> <span class="scilabnumber">635</span> <span class="scilabdefault">;</span> <span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">objCoef</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> +<span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilabid">b</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">11927</span> <span class="scilabnumber">13727</span> <span class="scilabnumber">11551</span> <span class="scilabnumber">13056</span> <span class="scilabnumber">13460</span> <span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Lower Bound of variables</span> <span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabopenclose">)</span> @@ -175,7 +175,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabcomment">// Optimal value</span> <span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">24381</span> <span class="scilabopenclose">]</span> <span class="scilabcomment">// Calling Symphony</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphonymat</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphonymat</span><span class="scilabopenclose">(</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Authors</h3> <ul class="itemizedlist"><li class="member">Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</li></ul></div> |
