summaryrefslogtreecommitdiff
path: root/macros/symphony.sci
diff options
context:
space:
mode:
authorHarpreet2015-12-29 00:38:48 +0530
committerHarpreet2015-12-29 00:38:48 +0530
commiteb9ca1191c94059cd7adcf69805906c809fe9712 (patch)
treef98e728341812b8a0eb46aa4159b062a22225f05 /macros/symphony.sci
parent0eee95dfb1edec6ce52ec3065a3adb1bf169c9f9 (diff)
downloadFOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.tar.gz
FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.tar.bz2
FOSSEE-Optimization-toolbox-eb9ca1191c94059cd7adcf69805906c809fe9712.zip
Bugs fixed 4
Diffstat (limited to 'macros/symphony.sci')
-rw-r--r--macros/symphony.sci195
1 files changed, 103 insertions, 92 deletions
diff --git a/macros/symphony.sci b/macros/symphony.sci
index cc05dcd..264a513 100644
--- a/macros/symphony.sci
+++ b/macros/symphony.sci
@@ -13,27 +13,27 @@ function [xopt,fopt,status,output] = symphony (varargin)
// Solves a mixed integer linear programming constrained optimization problem.
//
// Calling Sequence
- // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB)
- // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense)
- // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options)
+ // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB)
+ // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense)
+ // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense,options)
// [xopt,fopt,status,output] = symphony( ... )
//
// Parameters
// nbVar : a double, number of variables.
// nbCon : a double, number of constraints.
- // objCoeff : a vector of double, represents coefficients of the variables in the objective.
+ // c : a vector of double, represents coefficients of the variables in the objective.
// isInt : a vector of boolean, represents wether a variable is constrained to be an integer.
- // LB : a vector of double, represents lower bounds of the variables.
- // UB : a vector of double, represents upper bounds of the variables.
- // conMatrix : a matrix of double, represents matrix representing the constraint matrix.
+ // lb : a vector of double, represents lower bounds of the variables.
+ // ub : a vector of double, represents upper bounds of the variables.
+ // A : a matrix of double, represents matrix representing the constraint matrix.
// conLB : a vector of double, represents lower bounds of the constraints.
// conUB : a vector of double, represents upper bounds of the constraints
// objSense : The sense (maximization/minimization) of the objective. Use 1(sym_minimize ) or -1 (sym_maximize) here.
- // options : a a list containing the the parameters to be set.
+ // options : a list containing the the parameters to be set.
// xopt : a vector of double, the computed solution of the optimization problem.
// fopt : a double, the function value at x.
- // status : status flag from symphony.
- // output : The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.
+ // status : status flag from symphony. 227 is optimal, 228 is Time limit exceeded, 230 is iteration limit exceeded.
+ // output : The output data structure contains detailed information about the optimization process. This version only contains number of iterations
//
// Description
// Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by :
@@ -42,37 +42,37 @@ function [xopt,fopt,status,output] = symphony (varargin)
// <latex>
// \begin{eqnarray}
// &\mbox{min}_{x}
- // & f^T*x \\
- // & \text{subject to} & conLB \leq C*x \leq conUB \\
+ // & f^T⋅x \\
+ // & \text{subject to} & conLB \leq A⋅x \leq conUB \\
// & & lb \leq x \leq ub \\
// & & x_i \in \!\, \mathbb{Z}, i \in \!\, I
// \end{eqnarray}
// </latex>
//
- // We are calling SYMPHONY written in C by gateway files for the actual computation.
+ // The routine calls SYMPHONY written in C by gateway files for the actual computation.
//
// Examples
// //A basic case :
// // Objective function
- // objCoef = [350*5,330*3,310*4,280*6,500,450,400,100]';
+ // c = [350*5,330*3,310*4,280*6,500,450,400,100]';
// // Lower Bound of variable
// lb = repmat(0,8,1);
// // Upper Bound of variables
// ub = [repmat(1,4,1);repmat(%inf,4,1)];
// // Constraint Matrix
- // conMatrix = [5,3,4,6,1,1,1,1;
- // 5*0.05,3*0.04,4*0.05,6*0.03,0.08,0.07,0.06,0.03;
- // 5*0.03,3*0.03,4*0.04,6*0.04,0.06,0.07,0.08,0.09;]
- // // Lower Bound of constrains
+ // A = [5,3,4,6,1,1,1,1;
+ // 5*0.05,3*0.04,4*0.05,6*0.03,0.08,0.07,0.06,0.03;
+ // 5*0.03,3*0.03,4*0.04,6*0.04,0.06,0.07,0.08,0.09;]
+ // // Lower Bound of constraints
// conlb = [ 25; 1.25; 1.25]
- // // Upper Bound of constrains
+ // // Upper Bound of constraints
// conub = [ 25; 1.25; 1.25]
// // Row Matrix for telling symphony that the is integer or not
// isInt = [repmat(%t,1,4) repmat(%f,1,4)];
// xopt = [1 1 0 1 7.25 0 0.25 3.5]
// fopt = [8495]
// // Calling Symphony
- // [x,f,status,output] = symphony(8,3,c,isInt,lb,ub,conMatrix,conlb,conub,1)
+ // [x,f,status,output] = symphony(8,3,c,isInt,lb,ub,A,conlb,conub,1)
// // Press ENTER to continue
//
// Examples
@@ -86,7 +86,7 @@ function [xopt,fopt,status,output] = symphony (varargin)
// // st sum{j=1,...,n} r(i,j)x(j) <= b(i) i=1,...,m
// // x(j)=0 or 1
// // The function to be maximize i.e. P(j)
- // p = [ 504 803 667 1103 834 585 811 856 690 832 846 813 868 793 ..
+ // c = [ 504 803 667 1103 834 585 811 856 690 832 846 813 868 793 ..
// 825 1002 860 615 540 797 616 660 707 866 647 746 1006 608 ..
// 877 900 573 788 484 853 942 630 591 630 640 1169 932 1034 ..
// 957 798 669 625 467 1051 552 717 654 388 559 555 1104 783 ..
@@ -94,57 +94,57 @@ function [xopt,fopt,status,output] = symphony (varargin)
// 510 671 575 740 510 675 996 636 826 1022 1140 654 909 799 ..
// 1162 653 814 625 599 476 767 954 906 904 649 873 565 853 1008 632]';
// //Constraint Matrix
- // conMatrix = [
- // //Constraint 1
- // 42 41 523 215 819 551 69 193 582 375 367 478 162 898 ..
- // 550 553 298 577 493 183 260 224 852 394 958 282 402 604 ..
- // 164 308 218 61 273 772 191 117 276 877 415 873 902 465 ..
- // 320 870 244 781 86 622 665 155 680 101 665 227 597 354 ..
- // 597 79 162 998 849 136 112 751 735 884 71 449 266 420 ..
- // 797 945 746 46 44 545 882 72 383 714 987 183 731 301 ..
- // 718 91 109 567 708 507 983 808 766 615 554 282 995 946 651 298;
- // //Constraint 2
- // 509 883 229 569 706 639 114 727 491 481 681 948 687 941 ..
- // 350 253 573 40 124 384 660 951 739 329 146 593 658 816 ..
- // 638 717 779 289 430 851 937 289 159 260 930 248 656 833 ..
- // 892 60 278 741 297 967 86 249 354 614 836 290 893 857 ..
- // 158 869 206 504 799 758 431 580 780 788 583 641 32 653 ..
- // 252 709 129 368 440 314 287 854 460 594 512 239 719 751 ..
- // 708 670 269 832 137 356 960 651 398 893 407 477 552 805 881 850;
- // //Constraint 3
- // 806 361 199 781 596 669 957 358 259 888 319 751 275 177 ..
- // 883 749 229 265 282 694 819 77 190 551 140 442 867 283 ..
- // 137 359 445 58 440 192 485 744 844 969 50 833 57 877 ..
- // 482 732 968 113 486 710 439 747 174 260 877 474 841 422 ..
- // 280 684 330 910 791 322 404 403 519 148 948 414 894 147 ..
- // 73 297 97 651 380 67 582 973 143 732 624 518 847 113 ..
- // 382 97 905 398 859 4 142 110 11 213 398 173 106 331 254 447 ;
- // //Constraint 4
- // 404 197 817 1000 44 307 39 659 46 334 448 599 931 776 ..
- // 263 980 807 378 278 841 700 210 542 636 388 129 203 110 ..
- // 817 502 657 804 662 989 585 645 113 436 610 948 919 115 ..
- // 967 13 445 449 740 592 327 167 368 335 179 909 825 614 ..
- // 987 350 179 415 821 525 774 283 427 275 659 392 73 896 ..
- // 68 982 697 421 246 672 649 731 191 514 983 886 95 846 ..
- // 689 206 417 14 735 267 822 977 302 687 118 990 323 993 525 322;
- // //Constrain 5
- // 475 36 287 577 45 700 803 654 196 844 657 387 518 143 ..
- // 515 335 942 701 332 803 265 922 908 139 995 845 487 100 ..
- // 447 653 649 738 424 475 425 926 795 47 136 801 904 740 ..
- // 768 460 76 660 500 915 897 25 716 557 72 696 653 933 ..
- // 420 582 810 861 758 647 237 631 271 91 75 756 409 440 ..
- // 483 336 765 637 981 980 202 35 594 689 602 76 767 693 ..
- // 893 160 785 311 417 748 375 362 617 553 474 915 457 261 350 635 ;
- // ];
- // nbCon = size(conMatrix,1)
- // nbVar = size(conMatrix,2)
+ // A = [
+ // //Constraint 1
+ // 42 41 523 215 819 551 69 193 582 375 367 478 162 898 ..
+ // 550 553 298 577 493 183 260 224 852 394 958 282 402 604 ..
+ // 164 308 218 61 273 772 191 117 276 877 415 873 902 465 ..
+ // 320 870 244 781 86 622 665 155 680 101 665 227 597 354 ..
+ // 597 79 162 998 849 136 112 751 735 884 71 449 266 420 ..
+ // 797 945 746 46 44 545 882 72 383 714 987 183 731 301 ..
+ // 718 91 109 567 708 507 983 808 766 615 554 282 995 946 651 298;
+ // //Constraint 2
+ // 509 883 229 569 706 639 114 727 491 481 681 948 687 941 ..
+ // 350 253 573 40 124 384 660 951 739 329 146 593 658 816 ..
+ // 638 717 779 289 430 851 937 289 159 260 930 248 656 833 ..
+ // 892 60 278 741 297 967 86 249 354 614 836 290 893 857 ..
+ // 158 869 206 504 799 758 431 580 780 788 583 641 32 653 ..
+ // 252 709 129 368 440 314 287 854 460 594 512 239 719 751 ..
+ // 708 670 269 832 137 356 960 651 398 893 407 477 552 805 881 850;
+ // //Constraint 3
+ // 806 361 199 781 596 669 957 358 259 888 319 751 275 177 ..
+ // 883 749 229 265 282 694 819 77 190 551 140 442 867 283 ..
+ // 137 359 445 58 440 192 485 744 844 969 50 833 57 877 ..
+ // 482 732 968 113 486 710 439 747 174 260 877 474 841 422 ..
+ // 280 684 330 910 791 322 404 403 519 148 948 414 894 147 ..
+ // 73 297 97 651 380 67 582 973 143 732 624 518 847 113 ..
+ // 382 97 905 398 859 4 142 110 11 213 398 173 106 331 254 447 ;
+ // //Constraint 4
+ // 404 197 817 1000 44 307 39 659 46 334 448 599 931 776 ..
+ // 263 980 807 378 278 841 700 210 542 636 388 129 203 110 ..
+ // 817 502 657 804 662 989 585 645 113 436 610 948 919 115 ..
+ // 967 13 445 449 740 592 327 167 368 335 179 909 825 614 ..
+ // 987 350 179 415 821 525 774 283 427 275 659 392 73 896 ..
+ // 68 982 697 421 246 672 649 731 191 514 983 886 95 846 ..
+ // 689 206 417 14 735 267 822 977 302 687 118 990 323 993 525 322;
+ // //Constrain 5
+ // 475 36 287 577 45 700 803 654 196 844 657 387 518 143 ..
+ // 515 335 942 701 332 803 265 922 908 139 995 845 487 100 ..
+ // 447 653 649 738 424 475 425 926 795 47 136 801 904 740 ..
+ // 768 460 76 660 500 915 897 25 716 557 72 696 653 933 ..
+ // 420 582 810 861 758 647 237 631 271 91 75 756 409 440 ..
+ // 483 336 765 637 981 980 202 35 594 689 602 76 767 693 ..
+ // 893 160 785 311 417 748 375 362 617 553 474 915 457 261 350 635 ;
+ // ];
+ // nbCon = size(A,1)
+ // nbVar = size(A,2)
// // Lower Bound of variables
// lb = repmat(0,nbVar,1)
// // Upper Bound of variables
// ub = repmat(1,nbVar,1)
// // Row Matrix for telling symphony that the is integer or not
// isInt = repmat(%t,1,nbVar)
- // // Lower Bound of constrains
+ // // Lower Bound of constraints
// conLB=repmat(0,nbCon,1);
// // Upper Bound of constraints
// conUB=[11927 13727 11551 13056 13460 ]';
@@ -157,7 +157,7 @@ function [xopt,fopt,status,output] = symphony (varargin)
// // Optimal value
// fopt = [ 24381 ]
// // Calling Symphony
- // [x,f,status,output] = symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options);
+ // [x,f,status,output] = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,-1,options);
// Authors
// Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
@@ -170,15 +170,26 @@ function [xopt,fopt,status,output] = symphony (varargin)
error(errmsg)
end
- nbVar = varargin(1);
- nbCon = varargin(2);
- objCoef = varargin(3);
- isInt = varargin(4);
- LB = varargin(5);
- UB = varargin(6);
- conMatrix = varargin(7);
- conLB = varargin(8);
- conUB = varargin(9);
+// Initializing all the variables to empty matrix
+ nbVar = [];
+ nbCon = [];
+ c = [];
+ isInt = [];
+ lb = [];
+ ub = [];
+ A = [];
+ conLB = [];
+ conUB = [];
+
+ nbVar = varargin(1);
+ nbCon = varargin(2);
+ c = varargin(3);
+ isInt = varargin(4);
+ lb = varargin(5);
+ ub = varargin(6);
+ A = varargin(7);
+ conLB = varargin(8);
+ conUB = varargin(9);
if ( rhs<10 ) then
objSense = 1;
@@ -199,12 +210,12 @@ function [xopt,fopt,status,output] = symphony (varargin)
isInt = isInt';
end
- if (size(LB,2)== [nbVar]) then
- LB = LB';
+ if (size(lb,2)== [nbVar]) then
+ lb = lb';
end
- if (size(UB,2)== [nbVar]) then
- UB = UB';
+ if (size(ub,2)== [nbVar]) then
+ ub = ub';
end
if (size(conLB,2)== [nbCon]) then
@@ -216,12 +227,12 @@ function [xopt,fopt,status,output] = symphony (varargin)
end
- if (size(objCoef,2)~=1) then
+ if (size(c,2)~=1) then
errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "Symphony");
error(errmsg);
end
- if (size(objCoef,1)~=nbVar) then
+ if (size(c,1)~=nbVar) then
errmsg = msprintf(gettext("%s: Number of variables in Objective Coefficients is not equal to number of variables given"), "Symphony");
error(errmsg);
end
@@ -245,25 +256,25 @@ function [xopt,fopt,status,output] = symphony (varargin)
end
//Check the row of constraint which should equal to the number of constraints
- if ( size(conMatrix,1) ~= nbCon) then
+ if ( size(A,1) ~= nbCon) then
errmsg = msprintf(gettext("%s: The number of rows in constraint should be equal to the number of constraints"), "Symphony");
error(errmsg);
end
//Check the column of constraint which should equal to the number of variables
- if ( size(conMatrix,2) ~= nbVar) then
+ if ( size(A,2) ~= nbVar) then
errmsg = msprintf(gettext("%s: The number of columns in constraint should equal to the number of variables"), "Symphony");
error(errmsg);
end
//Check the size of Lower Bound which should equal to the number of variables
- if ( size(LB,1) ~= nbVar) then
+ if ( size(lb,1) ~= nbVar) then
errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "Symphony");
error(errmsg);
end
//Check the size of Upper Bound which should equal to the number of variables
- if ( size(UB,1) ~= nbVar) then
+ if ( size(ub,1) ~= nbVar) then
errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony");
error(errmsg);
end
@@ -285,12 +296,12 @@ function [xopt,fopt,status,output] = symphony (varargin)
error(errmsg);
end
- if (size(LB,1)~=1)& (size(LB,2)~=1) then
+ if (size(lb,1)~=1)& (size(lb,2)~=1) then
errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "qpipopt");
error(errmsg);
end
- if (size(UB,1)~=1)& (size(UB,2)~=1) then
+ if (size(ub,1)~=1)& (size(ub,2)~=1) then
errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "qpipopt");
error(errmsg);
end
@@ -308,11 +319,11 @@ function [xopt,fopt,status,output] = symphony (varargin)
end
- LB = LB';
- UB = UB';
+ lb = lb';
+ ub = ub';
isInt = isInt';
- objCoef = objCoef';
+ c = c';
- [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options);
+ [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense,options);
endfunction