summaryrefslogtreecommitdiff
path: root/macros/cbcmatrixintlinprog.sci
diff options
context:
space:
mode:
authorGeorgey2017-07-05 11:39:30 +0530
committerGeorgey2017-07-05 11:39:30 +0530
commit5b72577efe080c5294b32d804e4d26351fef30bc (patch)
treea68ca46815fee99cfb966296d59ac4917d37b6fb /macros/cbcmatrixintlinprog.sci
parentf455f9b3c105292ccba94f2b5fe0f57cfe4b799c (diff)
downloadFOSSEE-Optimization-toolbox-5b72577efe080c5294b32d804e4d26351fef30bc.tar.gz
FOSSEE-Optimization-toolbox-5b72577efe080c5294b32d804e4d26351fef30bc.tar.bz2
FOSSEE-Optimization-toolbox-5b72577efe080c5294b32d804e4d26351fef30bc.zip
Added macros for int and ecos functions
Diffstat (limited to 'macros/cbcmatrixintlinprog.sci')
-rw-r--r--macros/cbcmatrixintlinprog.sci303
1 files changed, 303 insertions, 0 deletions
diff --git a/macros/cbcmatrixintlinprog.sci b/macros/cbcmatrixintlinprog.sci
new file mode 100644
index 0000000..b37f360
--- /dev/null
+++ b/macros/cbcmatrixintlinprog.sci
@@ -0,0 +1,303 @@
+// Copyright (C) 2016 - IIT Bombay - FOSSEE
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution. The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+// Author: Pranav Deshpande and Akshay Miterani
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+
+function [xopt,fopt,status,output] = cbcmatrixintlinprog (varargin)
+ // Sci file wrapper for the matrix_cbcintlinprog.cpp file
+
+ // To check the number of input and output argument
+ [lhs , rhs] = argn();
+
+ // To check the number of argument given by user
+ if ( rhs < 4 | rhs == 5 | rhs == 7 | rhs > 9 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set [4 6 8 9]"), "cbcintlinprog", rhs);
+ error(errmsg);
+ end
+
+ c = [];
+ intcon = [];
+ A = [];
+ b = [];
+ Aeq = [];
+ beq = [];
+ lb = [];
+ ub = [];
+ options = list();
+
+ c = varargin(1)
+ intcon = varargin(2)
+ A = varargin(3)
+ b = varargin(4)
+
+ if(size(c,2) == 0) then
+ errmsg = msprintf(gettext("%s: Cannot determine the number of variables because input objective coefficients is empty"),"cbcintlinprog");
+ error(errmsg);
+ end
+
+ if (size(c,2)~=1) then
+ errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ nbVar = size(c,1);
+
+ if ( rhs<5 ) then
+ Aeq = []
+ beq = []
+ else
+ Aeq = varargin(5);
+ beq = varargin(6);
+ end
+
+ if ( rhs<7 ) then
+ lb = repmat(-%inf,1,nbVar);
+ ub = repmat(%inf,1,nbVar);
+ else
+ lb = varargin(7);
+ ub = varargin(8);
+ end
+
+ if (rhs<9|size(varargin(9))==0) then
+ options = list();
+ else
+ options = varargin(9);
+ end
+
+ //Check type of variables
+ Checktype("cbcintlinprog", c, "c", 1, "constant")
+ Checktype("cbcintlinprog", intcon, "intcon", 2, "constant")
+ Checktype("cbcintlinprog", A, "A", 3, "constant")
+ Checktype("cbcintlinprog", b, "b", 4, "constant")
+ Checktype("cbcintlinprog", Aeq, "Aeq", 5, "constant")
+ Checktype("cbcintlinprog", beq, "beq", 6, "constant")
+ Checktype("cbcintlinprog", lb, "lb", 7, "constant")
+ Checktype("cbcintlinprog", ub, "ub", 8, "constant")
+
+ // Check if the user gives empty matrix
+ if (size(lb,2)==0) then
+ lb = repmat(-%inf,nbVar,1);
+ end
+
+ if (size(intcon,2)==0) then
+ intcon = [];
+ end
+
+ if (size(ub,2)==0) then
+ ub = repmat(%inf,nbVar,1);
+ end
+
+ // Calculating the size of equality and inequality constraints
+ nbConInEq = size(A,1);
+ nbConEq = size(Aeq,1);
+
+ // Check if the user gives row vector
+ // and Changing it to a column matrix
+
+ if (size(lb,2)== [nbVar]) then
+ lb = lb';
+ end
+
+ if (size(ub,2)== [nbVar]) then
+ ub = ub';
+ end
+
+ if (size(b,2)== [nbConInEq]) then
+ b = b';
+ end
+
+ if (size(beq,2)== [nbConEq]) then
+ beq = beq';
+ end
+
+ for i=1:size(intcon,2)
+ if(intcon(i)>nbVar) then
+ errmsg = msprintf(gettext("%s: The values inside intcon should be less than the number of variables"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ if (intcon(i)<0) then
+ errmsg = msprintf(gettext("%s: The values inside intcon should be greater than 0 "), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ if(modulo(intcon(i),1)) then
+ errmsg = msprintf(gettext("%s: The values inside intcon should be an integer "), "cbcintlinprog");
+ error(errmsg);
+ end
+ end
+
+ //Check the size of inequality constraint which should equal to the number of inequality constraints
+ if ( size(A,2) ~= nbVar & size(A,2) ~= 0) then
+ errmsg = msprintf(gettext("%s: The size of inequality constraint is not equal to the number of variables"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+
+ //Check the size of lower bound of inequality constraint which should equal to the number of constraints
+ if ( size(b,1) ~= size(A,1)) then
+ errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraint is not equal to the number of constraint"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ //Check the size of equality constraint which should equal to the number of inequality constraints
+ if ( size(Aeq,2) ~= nbVar & size(Aeq,2) ~= 0) then
+ errmsg = msprintf(gettext("%s: The size of equality constraint is not equal to the number of variables"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ //Check the size of upper bound of equality constraint which should equal to the number of constraints
+ if ( size(beq,1) ~= size(Aeq,1)) then
+ errmsg = msprintf(gettext("%s: The equality constraint upper bound is not equal to the number of equality constraint"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ //Check the size of Lower Bound which should equal to the number of variables
+ if ( size(lb,1) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ //Check the size of Upper Bound which should equal to the number of variables
+ if ( size(ub,1) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ if (type(options) ~= 15) then
+ errmsg = msprintf(gettext("%s: Options should be a list "), "cbcintlinprog");
+ error(errmsg);
+ end
+
+
+ if (modulo(size(options),2)) then
+ errmsg = msprintf(gettext("%s: Size of parameters should be even"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ //Check if the user gives a matrix instead of a vector
+
+ if (((size(intcon,1)~=1)& (size(intcon,2)~=1))&(size(intcon,2)~=0)) then
+ errmsg = msprintf(gettext("%s: intcon should be a vector"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ if (size(lb,1)~=1)& (size(lb,2)~=1) then
+ errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ if (size(ub,1)~=1)& (size(ub,2)~=1) then
+ errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "cbcintlinprog");
+ error(errmsg);
+ end
+
+ if (nbConInEq) then
+ if ((size(b,1)~=1)& (size(b,2)~=1)) then
+ errmsg = msprintf(gettext("%s: Constraint Lower Bound should be a vector"), "cbcintlinprog");
+ error(errmsg);
+ end
+ end
+
+ if (nbConEq) then
+ if (size(beq,1)~=1)& (size(beq,2)~=1) then
+ errmsg = msprintf(gettext("%s: Constraint Upper Bound should be a vector"), "cbcintlinprog");
+ error(errmsg);
+ end
+ end
+
+
+ //Changing the inputs in symphony's format
+ conMatrix = [A;Aeq]
+ nbCon = size(conMatrix,1);
+ conLB = [repmat(-%inf,size(A,1),1);beq];
+ conUB = [b;beq] ;
+
+ isInt = repmat(%f,1,nbVar);
+ // Changing intcon into column vector
+ intcon = intcon(:);
+ for i=1:size(intcon,1)
+ isInt(intcon(i)) = %t
+ end
+
+ objSense = 1.0;
+
+ //Changing into row vector
+ lb = lb';
+ ub = ub';
+ c = c';
+
+ //Pusing options as required to a double array
+ optval = [];
+ if length(options) == 0 then
+ optval = [0 0 0 0];
+ else
+ optval = [0 0 0 0];
+ for i=1:2:length(options)
+ select options(i)
+ case 'IntegerTolerance' then
+ optval(1) = options(i+1);
+ case 'MaxNodes' then
+ optval(2) = options(i+1);
+ case 'MaxTime' then
+ optval(3) = options(i+1);
+ case 'AllowableGap' then
+ optval(4) = options(i+1);
+ else
+ error(999, 'Unknown string argument passed.');
+ end
+ end
+ end
+
+ [xopt,fopt,status,nodes,nfpoints,L,U,niter] = sci_matrix_intlinprog(nbVar,nbCon,c,intcon,conMatrix,conLB,conUB,lb,ub,objSense,optval);
+
+ //Debugging Prints
+ //disp(c);disp(intcon);disp(conMatrix);disp(conLB);disp(conUB);disp(lb);disp(ub);disp(Aeq);disp(beq);disp(xopt);
+ //disp(L);disp(U);
+ //disp(options);
+
+ output = struct("relativegap" , [],..
+ "absolutegap" , [],..
+ "numnodes" , [],..
+ "numfeaspoints" , [],..
+ "numiterations" , [],..
+ "constrviolation" , [],..
+ "message" , '');
+
+ output.numnodes=[nodes];
+ output.numfeaspoints=[nfpoints];
+ output.numiterations=[niter];
+ output.relativegap=(U-L)/(abs(U)+1);
+ output.absolutegap=(U-L);
+ output.constrviolation = max([0;norm(Aeq*xopt-beq, 'inf');(lb'-xopt);(xopt-ub');(A*xopt-b)]);
+
+ select status
+
+ case 0 then
+ output.message="Optimal Solution"
+ case 1 then
+ output.message="Primal Infeasible"
+ case 2 then
+ output.message="Solution Limit is reached"
+ case 3 then
+ output.message="Node Limit is reached"
+ case 4 then
+ output.message="Numerical Difficulties"
+ case 5 then
+ output.message="Time Limit Reached"
+ case 6 then
+ output.message="Continuous Solution Unbounded"
+ case 7 then
+ output.message="Dual Infeasible"
+ else
+ output.message="Invalid status returned. Notify the Toolbox authors"
+ break;
+ end
+
+endfunction