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authorHarpreet2015-11-02 16:20:08 +0530
committerHarpreet2015-11-02 16:20:08 +0530
commit29e8e8bbd43892c7fa146c165fdf128f786d6a7b (patch)
treeedeacf24d149d777859c2eff9661d04c7bd2f93d /macros
parenteb054c02e76fa28638b595865f5eda52277b70be (diff)
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README.rst added
Diffstat (limited to 'macros')
-rw-r--r--macros/README.rst36
-rw-r--r--macros/README.rst~36
-rw-r--r--macros/libbin480 -> 480 bytes
-rw-r--r--macros/names2
-rw-r--r--macros/qpipopt.binbin29496 -> 33680 bytes
-rw-r--r--macros/qpipopt.sci54
-rw-r--r--macros/qpipopt.sci~233
-rw-r--r--macros/qpipoptmat.binbin31280 -> 38128 bytes
-rw-r--r--macros/qpipoptmat.sci74
-rw-r--r--macros/qpipoptmat.sci~101
-rw-r--r--macros/setOptions.binbin3164 -> 3040 bytes
-rw-r--r--macros/setOptions.sci17
-rw-r--r--macros/setOptions.sci~40
-rw-r--r--macros/symphony.binbin43716 -> 43868 bytes
-rw-r--r--macros/symphony.sci10
-rw-r--r--macros/symphony.sci~227
-rw-r--r--macros/symphony_call.binbin3932 -> 4064 bytes
-rw-r--r--macros/symphony_call.sci4
-rw-r--r--macros/symphony_call.sci~52
-rw-r--r--macros/symphonymat.binbin0 -> 45960 bytes
-rw-r--r--macros/symphonymat.sci242
-rw-r--r--macros/symphonymat.sci~242
22 files changed, 1307 insertions, 63 deletions
diff --git a/macros/README.rst b/macros/README.rst
new file mode 100644
index 0000000..5a07f63
--- /dev/null
+++ b/macros/README.rst
@@ -0,0 +1,36 @@
+MACROS
+======
+
+These files mainly consist of functions for checking the input and calling the gateway functions
+
+symphony
+--------
+
+It takes the input in symphony style and checks the input. After all the checks call the symphony_call function.
+
+symphonymat
+-----------
+
+It takes the input in symphony style and checks the input. After all the checks call the symphony_call function.
+
+symphony_call
+-------------
+
+It calls the gateway functions to initialize, set options and to solve it. After that it will call the functions to get the solution for the problem.
+
+setOptions
+----------
+
+It will set the options in the symphony.
+
+qpipopt
+-------
+
+It synatize the input and call solveqp in the ipopt style.
+
+qpipopt
+-------
+
+It synatize the input and call solveqp in the quadprog style.
+
+
diff --git a/macros/README.rst~ b/macros/README.rst~
new file mode 100644
index 0000000..5a07f63
--- /dev/null
+++ b/macros/README.rst~
@@ -0,0 +1,36 @@
+MACROS
+======
+
+These files mainly consist of functions for checking the input and calling the gateway functions
+
+symphony
+--------
+
+It takes the input in symphony style and checks the input. After all the checks call the symphony_call function.
+
+symphonymat
+-----------
+
+It takes the input in symphony style and checks the input. After all the checks call the symphony_call function.
+
+symphony_call
+-------------
+
+It calls the gateway functions to initialize, set options and to solve it. After that it will call the functions to get the solution for the problem.
+
+setOptions
+----------
+
+It will set the options in the symphony.
+
+qpipopt
+-------
+
+It synatize the input and call solveqp in the ipopt style.
+
+qpipopt
+-------
+
+It synatize the input and call solveqp in the quadprog style.
+
+
diff --git a/macros/lib b/macros/lib
index 9b505b3..74bf87e 100644
--- a/macros/lib
+++ b/macros/lib
Binary files differ
diff --git a/macros/names b/macros/names
index 40e5934..e068c5a 100644
--- a/macros/names
+++ b/macros/names
@@ -3,4 +3,4 @@ qpipoptmat
setOptions
symphony
symphony_call
-symphony_mat
+symphonymat
diff --git a/macros/qpipopt.bin b/macros/qpipopt.bin
index 0cdc0d9..07db2ad 100644
--- a/macros/qpipopt.bin
+++ b/macros/qpipopt.bin
Binary files differ
diff --git a/macros/qpipopt.sci b/macros/qpipopt.sci
index efcca01..8f3945e 100644
--- a/macros/qpipopt.sci
+++ b/macros/qpipopt.sci
@@ -16,16 +16,13 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
// Calling Sequence
// xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB)
// xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0)
+ // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0,param)
// [xopt,fopt,exitflag,output,lamda] = qpipopt( ... )
//
// Parameters
// nbVar : a 1 x 1 matrix of doubles, number of variables
// nbCon : a 1 x 1 matrix of doubles, number of constraints
-<<<<<<< HEAD
// Q : a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.
-=======
- // Q : a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.
->>>>>>> c2679735a3443017e003ca095d0476bae2dd8e40
// p : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem
// LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.
// UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.
@@ -33,6 +30,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
// conLB : a m x 1 matrix of doubles, where m is number of constraints, contains lower bounds of the constraints.
// conUB : a m x 1 matrix of doubles, where m is number of constraints, contains upper bounds of the constraints.
// x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables.
+ // param : a list containing the the parameters to be set.
// xopt : a 1xn matrix of doubles, the computed solution of the optimization problem.
// fopt : a 1x1 matrix of doubles, the function value at x.
// exitflag : Integer identifying the reason the algorithm terminated.
@@ -69,7 +67,9 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
// p=[1; 2; 3; 4; 5; 6]; Q=eye(6,6);
// nbVar = 6;
// nbCon = 5;
- // [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)
+ // x0 = repmat(0,nbVar,1);
+ // param = list("MaxIter", 300, "CpuTime", 100);
+ // [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param)
//
// Examples
// //Find the value of x that minimize following function
@@ -98,8 +98,8 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
[lhs , rhs] = argn();
//To check the number of argument given by user
- if ( rhs < 9 | rhs > 10 ) then
- errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 9 or 10"), "qpipopt", rhs);
+ if ( rhs < 9 | rhs > 11 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 9, 10 or 11"), "qpipopt", rhs);
error(errmsg)
end
@@ -113,22 +113,53 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
conMatrix = varargin(7);
conLB = varargin(8);
conUB = varargin(9);
+
- if ( rhs<10 ) then
- x0 = repmat(0,1,nbVar)
+ if ( rhs<10 | size(varargin(10)) ==0 ) then
+ x0 = repmat(0,nbVar,1);
else
x0 = varargin(10);
end
+ if ( rhs<11 ) then
+ param = list();
+ else
+ param =varargin(11);
+ end
+
+ if (modulo(size(param),2)) then
+ errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipopt");
+ error(errmsg);
+ end
+
+
+ options = list(..
+ "MaxIter" , [3000], ...
+ "CpuTime" , [600] ...
+ );
+
+ for i = 1:(size(param))/2
+ select param(2*i-1)
+ case "MaxIter" then
+ options(2*i) = param(2*i);
+ case "CpuTime" then
+ options(2*i) = param(2*i);
+ else
+ errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipopt", param(2*i-1));
+ error(errmsg)
+ end
+ end
+
//IPOpt wants it in row matrix form
p = p';
LB = LB';
UB = UB';
conLB = conLB';
conUB = conUB';
+ x0 = x0';
//Checking the Q matrix which needs to be a symmetric matrix
- if ( Q~=Q') then
+ if ( ~isequal(Q,Q') ) then
errmsg = msprintf(gettext("%s: Q is not a symmetric matrix"), "qpipopt");
error(errmsg);
end
@@ -182,7 +213,8 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
error(errmsg);
end
- [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0);
+
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options);
xopt = xopt';
exitflag = status;
diff --git a/macros/qpipopt.sci~ b/macros/qpipopt.sci~
new file mode 100644
index 0000000..35e604b
--- /dev/null
+++ b/macros/qpipopt.sci~
@@ -0,0 +1,233 @@
+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: Harpreet Singh
+// Organization: FOSSEE, IIT Bombay
+// Email: harpreet.mertia@gmail.com
+// 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
+
+
+function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
+ // Solves a linear quadratic problem.
+ //
+ // Calling Sequence
+ // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB)
+ // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0)
+ // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0,param)
+ // [xopt,fopt,exitflag,output,lamda] = qpipopt( ... )
+ //
+ // Parameters
+ // nbVar : a 1 x 1 matrix of doubles, number of variables
+ // nbCon : a 1 x 1 matrix of doubles, number of constraints
+ // Q : a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.
+ // p : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem
+ // LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.
+ // UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.
+ // conMatrix : a m x n matrix of doubles, where n is number of variables and m is number of constraints, contains matrix representing the constraint matrix
+ // conLB : a m x 1 matrix of doubles, where m is number of constraints, contains lower bounds of the constraints.
+ // conUB : a m x 1 matrix of doubles, where m is number of constraints, contains upper bounds of the constraints.
+ // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables.
+ // param : a list containing the the parameters to be set.
+ // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem.
+ // fopt : a 1x1 matrix of doubles, the function value at x.
+ // exitflag : Integer identifying the reason the algorithm terminated.
+ // output : Structure containing information about the optimization.
+ // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).
+ //
+ // Description
+ // Search the minimum of a constrained linear quadratic optimization problem specified by :
+ // find the minimum of f(x) such that
+ //
+ // <latex>
+ // \begin{eqnarray}
+ // &\mbox{min}_{x}
+ // & 1/2*x'*Q*x + p'*x \\
+ // & \text{subject to} & conLB \leq C(x) \leq conUB \\
+ // & & lb \leq x \leq ub \\
+ // \end{eqnarray}
+ // </latex>
+ //
+ // We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. The code has been written by ​Andreas Wächter and ​Carl Laird.
+ //
+ // Examples
+ // //Find x in R^6 such that:
+ // conMatrix= [1,-1,1,0,3,1;
+ // -1,0,-3,-4,5,6;
+ // 2,5,3,0,1,0
+ // 0,1,0,1,2,-1;
+ // -1,0,2,1,1,0];
+ // conLB=[1;2;3;-%inf;-%inf];
+ // conUB = [1;2;3;-1;2.5];
+ // lb=[-1000;-10000; 0; -1000; -1000; -1000];
+ // ub=[10000; 100; 1.5; 100; 100; 1000];
+ // //and minimize 0.5*x'*Q*x + p'*x with
+ // p=[1; 2; 3; 4; 5; 6]; Q=eye(6,6);
+ // nbVar = 6;
+ // nbCon = 5;
+ // x0 = repmat(0,nbVar,1);
+ // param = list("MaxIter", 300, "CpuTime", 100);
+ // [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param)
+ //
+ // Examples
+ // //Find the value of x that minimize following function
+ // // f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2
+ // // Subject to:
+ // // x1 + x2 ≤ 2
+ // // –x1 + 2x2 ≤ 2
+ // // 2x1 + x2 ≤ 3
+ // // 0 ≤ x1, 0 ≤ x2.
+ // Q = [1 -1; -1 2];
+ // p = [-2; -6];
+ // conMatrix = [1 1; -1 2; 2 1];
+ // conUB = [2; 2; 3];
+ // conLB = [-%inf; -%inf; -%inf];
+ // lb = [0; 0];
+ // ub = [%inf; %inf];
+ // nbVar = 2;
+ // nbCon = 3;
+ // [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB)
+ //
+ // Authors
+ // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
+
+
+//To check the number of input and output argument
+ [lhs , rhs] = argn();
+
+//To check the number of argument given by user
+ if ( rhs < 9 | rhs > 11 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 9, 10 or 11"), "qpipopt", rhs);
+ error(errmsg)
+ end
+
+
+ nbVar = varargin(1);
+ nbCon = varargin(2);
+ Q = varargin(3);
+ p = varargin(4);
+ LB = varargin(5);
+ UB = varargin(6);
+ conMatrix = varargin(7);
+ conLB = varargin(8);
+ conUB = varargin(9);
+
+
+ if ( rhs<10 | size(varargin(10)) ==0 ) then
+ x0 = repmat(0,nbVar,1);
+ else
+ x0 = varargin(10);
+ end
+
+ if ( rhs<11 ) then
+ param = [];
+ else
+ param =varargin(11);
+ end
+
+ if (modulo(size(param),2)) then
+ errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipopt");
+ error(errmsg);
+ end
+
+
+ options = list(..
+ "MaxIter" , [3000], ...
+ "CpuTime" , [600] ...
+ );
+
+ for i = 1:(size(param))/2
+
+ select param(2*i-1)
+ case "MaxIter" then
+ options(1) = param(2*i);
+ case "CpuTime" then
+ options(3) = param(2*i);
+ else
+ errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipopt", param(2*i-1));
+ error(errmsg)
+ end
+ end
+
+ //IPOpt wants it in row matrix form
+ p = p';
+ LB = LB';
+ UB = UB';
+ conLB = conLB';
+ conUB = conUB';
+ x0 = x0';
+
+ //Checking the Q matrix which needs to be a symmetric matrix
+ if ( ~isequal(Q,Q') ) then
+ errmsg = msprintf(gettext("%s: Q is not a symmetric matrix"), "qpipopt");
+ error(errmsg);
+ end
+
+ //Check the size of Q which should equal to the number of variable
+ if ( size(Q) ~= [nbVar nbVar]) then
+ errmsg = msprintf(gettext("%s: The Size of Q is not equal to the number of variables"), "qpipopt");
+ error(errmsg);
+ end
+
+ //Check the size of p which should equal to the number of variable
+ if ( size(p,2) ~= [nbVar]) then
+ errmsg = msprintf(gettext("%s: The Size of p is not equal to the number of variables"), "qpipopt");
+ error(errmsg);
+ end
+
+
+ //Check the size of constraint which should equal to the number of variables
+ if ( size(conMatrix,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The size of constraints is not equal to the number of variables"), "qpipopt");
+ error(errmsg);
+ end
+
+ //Check the size of Lower Bound which should equal to the number of variables
+ if ( size(LB,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipopt");
+ error(errmsg);
+ end
+
+ //Check the size of Upper Bound which should equal to the number of variables
+ if ( size(UB,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipopt");
+ error(errmsg);
+ end
+
+ //Check the size of constraints of Lower Bound which should equal to the number of constraints
+ if ( size(conLB,2) ~= nbCon) then
+ errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "qpipopt");
+ error(errmsg);
+ end
+
+ //Check the size of constraints of Upper Bound which should equal to the number of constraints
+ if ( size(conUB,2) ~= nbCon) then
+ errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "qpipopt");
+ error(errmsg);
+ end
+
+ //Check the size of initial of variables which should equal to the number of variables
+ if ( size(x0,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipopt");
+ error(errmsg);
+ end
+
+
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options);
+
+ xopt = xopt';
+ exitflag = status;
+ output = struct("Iterations" , []);
+ output.Iterations = iter;
+ lambda = struct("lower" , [], ..
+ "upper" , [], ..
+ "constraint" , []);
+
+ lambda.lower = Zl;
+ lambda.upper = Zu;
+ lambda.constraint = lmbda;
+
+
+endfunction
diff --git a/macros/qpipoptmat.bin b/macros/qpipoptmat.bin
index 68c3988..668402c 100644
--- a/macros/qpipoptmat.bin
+++ b/macros/qpipoptmat.bin
Binary files differ
diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci
index 2f3e911..6ae20c0 100644
--- a/macros/qpipoptmat.sci
+++ b/macros/qpipoptmat.sci
@@ -14,11 +14,12 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
// Solves a linear quadratic problem.
//
// Calling Sequence
- // xopt = qpipoptmat(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB)
// x = qpipoptmat(H,f)
// x = qpipoptmat(H,f,A,b)
// x = qpipoptmat(H,f,A,b,Aeq,beq)
// x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub)
+ // x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0)
+ // x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param)
// [xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... )
//
// Parameters
@@ -30,6 +31,8 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
// beq : a vector of doubles, represents the linear coefficients in the equality constraints
// LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.
// UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.
+ // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables.
+ // param : a list containing the the parameters to be set.
// xopt : a nx1 matrix of doubles, the computed solution of the optimization problem.
// fopt : a 1x1 matrix of doubles, the function value at x.
// exitflag : Integer identifying the reason the algorithm terminated.
@@ -64,9 +67,11 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
// b = [-1; 2.5];
// lb=[-1000; -10000; 0; -1000; -1000; -1000];
// ub=[10000; 100; 1.5; 100; 100; 1000];
+ // x0 = repmat(0,6,1);
+ // param = list("MaxIter", 300, "CpuTime", 100);
// //and minimize 0.5*x'*Q*x + p'*x with
// f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
- // [xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub)
+ // [xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param)
// clear H f A b Aeq beq lb ub;
//
// Examples
@@ -93,8 +98,8 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
[lhs , rhs] = argn();
//To check the number of argument given by user
- if ( rhs < 2 | rhs == 3 | rhs == 5 | rhs == 7 | rhs > 8 ) then
- errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 4 6 8]"), "qpipopt", rhs);
+ if ( rhs < 2 | rhs == 3 | rhs == 5 | rhs == 7 | rhs > 10 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 4 6 8 9 10]"), "qpipoptmat", rhs);
error(errmsg)
end
@@ -126,7 +131,50 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
LB = varargin(7);
UB = varargin(8);
end
-
+
+
+ if ( rhs<9 | size(varargin(9)) ==0 ) then
+ x0 = repmat(0,nbVar,1)
+ else
+ x0 = varargin(9);
+ end
+
+ if ( rhs<10 ) then
+ param = list();
+ else
+ param =varargin(10);
+ end
+
+
+ if (modulo(size(param),2)) then
+ errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipoptmat");
+ error(errmsg);
+ end
+
+ if (modulo(size(param),2)) then
+ errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipoptmat");
+ error(errmsg);
+ end
+
+
+ options = list(..
+ "MaxIter" , [3000], ...
+ "CpuTime" , [600] ...
+ );
+
+ for i = 1:(size(param))/2
+
+ select param(2*i-1)
+ case "MaxIter" then
+ options(2*i-1) = param(2*i);
+ case "CpuTime" then
+ options(2*i-1) = param(2*i);
+ else
+ errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipoptmat", param(2*i-1));
+ error(errmsg)
+ end
+ end
+
nbConInEq = size(A,1);
nbConEq = size(Aeq,1);
@@ -168,33 +216,41 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
error(errmsg);
end
-//Check the size of Upper Bound which should equal to the number of variables
+ //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"), "qpipoptmat");
error(errmsg);
end
-//Check the size of constraints of Lower Bound which should equal to the number of constraints
+ //Check the size of constraints of Lower Bound which should equal to the number of constraints
if ( size(b,1) ~= nbConInEq & size(b,1) ~= 0) then
errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraints is not equal to the number of constraints"), "qpipoptmat");
error(errmsg);
end
-//Check the size of constraints of Upper Bound which should equal to the number of constraints
+ //Check the size of constraints of Upper Bound which should equal to the number of constraints
if ( size(beq,1) ~= nbConEq & size(beq,1) ~= 0) then
errmsg = msprintf(gettext("%s: The Upper Bound of equality constraints is not equal to the number of constraints"), "qpipoptmat");
error(errmsg);
end
+
+ //Check the size of initial of variables which should equal to the number of variables
+ if ( size(x0,1) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipoptmat");
+ error(errmsg);
+ end
+
//Converting it into ipopt format
f = f';
LB = LB';
UB = UB';
+ x0 = x0';
conMatrix = [Aeq;A];
nbCon = size(conMatrix,1);
conLB = [beq; repmat(-%inf,nbConInEq,1)]';
conUB = [beq;b]' ;
- [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,LB,UB);
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,LB,UB,x0,options);
xopt = xopt';
exitflag = status;
diff --git a/macros/qpipoptmat.sci~ b/macros/qpipoptmat.sci~
index 4c72216..e29da8f 100644
--- a/macros/qpipoptmat.sci~
+++ b/macros/qpipoptmat.sci~
@@ -10,16 +10,17 @@
// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
-function [xopt,fopt,exitflag,output,lambda] = qpipopt_mat (varargin)
+function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
// Solves a linear quadratic problem.
//
// Calling Sequence
- // xopt = qpipopt_mat(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB)
- // x = qpipopt_mat(H,f)
- // x = qpipopt_mat(H,f,A,b)
- // x = qpipopt_mat(H,f,A,b,Aeq,beq)
- // x = qpipopt_mat(H,f,A,b,Aeq,beq,lb,ub)
- // [xopt,fopt,exitflag,output,lamda] = qpipopt_mat( ... )
+ // x = qpipoptmat(H,f)
+ // x = qpipoptmat(H,f,A,b)
+ // x = qpipoptmat(H,f,A,b,Aeq,beq)
+ // x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub)
+ // x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0)
+ // x = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param)
+ // [xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... )
//
// Parameters
// H : a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.
@@ -30,6 +31,8 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt_mat (varargin)
// beq : a vector of doubles, represents the linear coefficients in the equality constraints
// LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.
// UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.
+ // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables.
+ // param : a list containing the the parameters to be set.
// xopt : a nx1 matrix of doubles, the computed solution of the optimization problem.
// fopt : a 1x1 matrix of doubles, the function value at x.
// exitflag : Integer identifying the reason the algorithm terminated.
@@ -64,9 +67,11 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt_mat (varargin)
// b = [-1; 2.5];
// lb=[-1000; -10000; 0; -1000; -1000; -1000];
// ub=[10000; 100; 1.5; 100; 100; 1000];
+ // x0 = repmat(0,6,1);
+ // param = list("MaxIter", 300, "CpuTime", 100);
// //and minimize 0.5*x'*Q*x + p'*x with
// f=[1; 2; 3; 4; 5; 6]; H=eye(6,6);
- // [xopt,fopt,exitflag,output,lambda]=qpipopt_mat(H,f,A,b,Aeq,beq,lb,ub)
+ // [xopt,fopt,exitflag,output,lambda]=qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,[],param)
// clear H f A b Aeq beq lb ub;
//
// Examples
@@ -83,7 +88,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt_mat (varargin)
// b = [2; 2; 3];
// lb = [0; 0];
// ub = [%inf; %inf];
- // [xopt,fopt,exitflag,output,lambda] = qpipopt_mat(H,f,A,b,[],[],lb,ub)
+ // [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub)
//
// Authors
// Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
@@ -93,8 +98,8 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt_mat (varargin)
[lhs , rhs] = argn();
//To check the number of argument given by user
- if ( rhs < 2 | rhs == 3 | rhs == 5 | rhs == 7 | rhs > 8 ) then
- errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 4 6 8]"), "qpipopt", rhs);
+ if ( rhs < 2 | rhs == 3 | rhs == 5 | rhs == 7 | rhs > 10 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 4 6 8 9 10]"), "qpipoptmat", rhs);
error(errmsg)
end
@@ -126,75 +131,121 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt_mat (varargin)
LB = varargin(7);
UB = varargin(8);
end
-
+
+
+ if ( rhs<10 | size(varargin(9)) ==0 ) then
+ x0 = repmat(0,nbVar,1)
+ else
+ x0 = varargin(9);
+ end
+
+ if ( rhs<11 ) then
+ param = list();
+ else
+ param =varargin(10);
+ end
+
+
+ if (modulo(size(param),2)) then
+ errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipoptmat");
+ error(errmsg);
+ end
+
+
+ options = list(..
+ "MaxIter" , [3000], ...
+ "CpuTime" , [600] ...
+ );
+
+ for i = 1:(size(param))/2
+
+ select param(2*i-1)
+ case "MaxIter" then
+ options(2*i-1) = param(2*i);
+ case "CpuTime" then
+ options(2*i-1) = param(2*i);
+ else
+ errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipoptmat", param(2*i-1));
+ error(errmsg)
+ end
+ end
+
nbConInEq = size(A,1);
nbConEq = size(Aeq,1);
//Checking the H matrix which needs to be a symmetric matrix
if ( H~=H') then
- errmsg = msprintf(gettext("%s: H is not a symmetric matrix"), "qpipopt_mat");
+ errmsg = msprintf(gettext("%s: H is not a symmetric matrix"), "qpipoptmat");
error(errmsg);
end
//Check the size of H which should equal to the number of variable
if ( size(H) ~= [nbVar nbVar]) then
- errmsg = msprintf(gettext("%s: The Size of H is not equal to the number of variables"), "qpipopt");
+ errmsg = msprintf(gettext("%s: The Size of H is not equal to the number of variables"), "qpipoptmat");
error(errmsg);
end
//Check the size of f which should equal to the number of variable
if ( size(f,1) ~= [nbVar]) then
- errmsg = msprintf(gettext("%s: The Size of f is not equal to the number of variables"), "qpipopt");
+ errmsg = msprintf(gettext("%s: The Size of f is not equal to the number of variables"), "qpipoptmat");
error(errmsg);
end
//Check the size of inequality constraint which should be equal to the number of variables
if ( size(A,2) ~= nbVar & size(A,2) ~= 0) then
- errmsg = msprintf(gettext("%s: The size of inequality constraints is not equal to the number of variables"), "qpipopt");
+ errmsg = msprintf(gettext("%s: The size of inequality constraints is not equal to the number of variables"), "qpipoptmat");
error(errmsg);
end
//Check the size of equality constraint which should be equal to the number of variables
if ( size(Aeq,2) ~= nbVar & size(Aeq,2) ~= 0 ) then
- errmsg = msprintf(gettext("%s: The size of equality constraints is not equal to the number of variables"), "qpipopt");
+ errmsg = msprintf(gettext("%s: The size of equality constraints is not equal to the number of variables"), "qpipoptmat");
error(errmsg);
end
//Check the size of Lower Bound which should be 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"), "qpipopt");
+ errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipoptmat");
error(errmsg);
end
-//Check the size of Upper Bound which should equal to the number of variables
+ //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"), "qpipopt");
+ errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipoptmat");
error(errmsg);
end
-//Check the size of constraints of Lower Bound which should equal to the number of constraints
+ //Check the size of constraints of Lower Bound which should equal to the number of constraints
if ( size(b,1) ~= nbConInEq & size(b,1) ~= 0) then
- errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraints is not equal to the number of constraints"), "qpipopt");
+ errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraints is not equal to the number of constraints"), "qpipoptmat");
error(errmsg);
end
-//Check the size of constraints of Upper Bound which should equal to the number of constraints
+ //Check the size of constraints of Upper Bound which should equal to the number of constraints
if ( size(beq,1) ~= nbConEq & size(beq,1) ~= 0) then
- errmsg = msprintf(gettext("%s: The Upper Bound of equality constraints is not equal to the number of constraints"), "qp_ipopt");
+ errmsg = msprintf(gettext("%s: The Upper Bound of equality constraints is not equal to the number of constraints"), "qpipoptmat");
error(errmsg);
end
+
+ //Check the size of initial of variables which should equal to the number of variables
+ if ( size(x0,1) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipoptmat");
+ error(errmsg);
+ end
+
//Converting it into ipopt format
f = f';
LB = LB';
UB = UB';
+ x0 = x0';
conMatrix = [Aeq;A];
nbCon = size(conMatrix,1);
conLB = [beq; repmat(-%inf,nbConInEq,1)]';
conUB = [beq;b]' ;
- [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,LB,UB);
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,LB,UB,x0,options);
xopt = xopt';
exitflag = status;
diff --git a/macros/setOptions.bin b/macros/setOptions.bin
index c5a69df..8d23e73 100644
--- a/macros/setOptions.bin
+++ b/macros/setOptions.bin
Binary files differ
diff --git a/macros/setOptions.sci b/macros/setOptions.sci
index 138e577..68aad02 100644
--- a/macros/setOptions.sci
+++ b/macros/setOptions.sci
@@ -12,9 +12,8 @@
function setOptions(varargin)
options = varargin(1);
- nbOpt = size(options,2);
+ nbOpt = size(options);
- value = strtod(options)
if (nbOpt~=0) then
for i = 1:(nbOpt/2)
@@ -22,21 +21,19 @@ function setOptions(varargin)
//Setting the parameters
//Check if the given parameter is String
- if (value(2*i) == %nan ) then
- sym_setStrParam(options(2*i - 1),value(2*i));
+ if (type(options(2*i)) == 10 ) then
+ sym_setStrParam(options(2*i - 1),options(2*i));
//Check if the given parameter is Double
- elseif(type(value(2*i))==1) then
- sym_setDblParam(options(2*i - 1),value(2*i));
+ elseif(type(options(2*i))==1) then
+ sym_setDblParam(options(2*i - 1),options(2*i));
//Check if the given parameter is Integer
- elseif(type(value(2*i))==8)
+ elseif(type(options(2*i))==8)
sym_setIntParam(options(2*i - 1),options(2*i));
end
-
- end
+ end
end
-
endfunction
diff --git a/macros/setOptions.sci~ b/macros/setOptions.sci~
new file mode 100644
index 0000000..ef5c36c
--- /dev/null
+++ b/macros/setOptions.sci~
@@ -0,0 +1,40 @@
+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: Harpreet Singh
+// Organization: FOSSEE, IIT Bombay
+// Email: harpreet.mertia@gmail.com
+// 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
+
+function setOptions(varargin)
+
+ options = varargin(1);
+ nbOpt = size(options);
+
+
+ if (nbOpt~=0) then
+ for i = 1:(nbOpt/2)
+
+ //Setting the parameters
+
+ //Check if the given parameter is String
+ if (type(options(2*i)) == 10 ) then
+ sym_setStrParam(options(2*i - 1),options(2*i));
+
+ //Check if the given parameter is Double
+ elseif(type(options(2*i))==1) then
+ sym_setDblParam(options(2*i - 1),options(2*i));
+
+ //Check if the given parameter is Integer
+ elseif(type(options(2*i))==8)
+ sym_setIntParam(options(2*i - 1),options(2*i));
+ end
+
+ end
+ end
+
+endfunction
+
diff --git a/macros/symphony.bin b/macros/symphony.bin
index ae6c958..d2aa822 100644
--- a/macros/symphony.bin
+++ b/macros/symphony.bin
Binary files differ
diff --git a/macros/symphony.sci b/macros/symphony.sci
index f221160..9677720 100644
--- a/macros/symphony.sci
+++ b/macros/symphony.sci
@@ -71,7 +71,8 @@ function [xopt,fopt,status,output] = symphony (varargin)
// xopt = [1 1 0 1 7.25 0 0.25 3.5]
// fopt = [8495]
// // Calling Symphony
- // [x,f,iter] = symphony(8,3,c,isInt,lb,ub,conMatrix,conlb,conub,1);
+ // [x,f,status,output] = symphony(8,3,c,isInt,lb,ub,conMatrix,conlb,conub,1)
+ //
// Examples
// // An advanced case where we set some options in symphony
// // This problem is taken from
@@ -145,7 +146,7 @@ function [xopt,fopt,status,output] = symphony (varargin)
// conLB=repmat(0,nbCon,1);
// // Upper Bound of constraints
// conUB=[11927 13727 11551 13056 13460 ]';
- // options = ["time_limit" "25"]
+ // options = list("time_limit", 25);
// // The expected solution :
// // Output variables
// xopt = [0 1 1 0 0 1 0 1 0 1 0 0 0 0 0 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 1 ..
@@ -154,7 +155,7 @@ function [xopt,fopt,status,output] = symphony (varargin)
// // Optimal value
// fopt = [ 24381 ]
// // Calling Symphony
- // [x,f,iter]= symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options)
+ // [x,f,status,output] = symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options)
//
// Authors
// Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
@@ -185,7 +186,7 @@ function [xopt,fopt,status,output] = symphony (varargin)
end
if (rhs<11) then
- options = [];
+ options = list();
else
options = varargin(11);
end
@@ -224,4 +225,3 @@ function [xopt,fopt,status,output] = symphony (varargin)
[xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options);
endfunction
-
diff --git a/macros/symphony.sci~ b/macros/symphony.sci~
new file mode 100644
index 0000000..d5c8e44
--- /dev/null
+++ b/macros/symphony.sci~
@@ -0,0 +1,227 @@
+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: Harpreet Singh
+// Organization: FOSSEE, IIT Bombay
+// Email: harpreet.mertia@gmail.com
+// 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
+
+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,fopt,status,output] = symphony( ... )
+ //
+ // Parameters
+ // nbVar : a 1 x 1 matrix of doubles, number of variables
+ // nbCon : a 1 x 1 matrix of doubles, number of constraints
+ // objCoeff : a 1 x n matrix of doubles, where n is number of variables, contains coefficients of the variables in the objective
+ // isInt : a 1 x n matrix of boolean, where n is number of variables, representing wether a variable is constrained to be an integer
+ // LB : a 1 x n matrix of doubles, where n is number of variables, contains lower bounds of the variables. Bound can be negative infinity
+ // UB : a 1 x n matrix of doubles, where n is number of variables, contains upper bounds of the variables. Bound can be infinity
+ // conMatrix : a m x n matrix of doubles, where n is number of variables and m is number of constraints, contains matrix representing the constraint matrix
+ // conLB : a m x 1 matrix of doubles, where m is number of constraints, contains lower bounds of the constraints.
+ // conUB : a m x 1 matrix of doubles, where m is number of constraints, contains upper bounds of the constraints
+ // objSense : The sense (maximization/minimization) of the objective. Use 1(sym_minimize ) or -1 (sym_maximize) here
+ // options : a 1xq marix of string, provided to set the paramters in symphony
+ // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem
+ // fopt : a 1x1 matrix of doubles, the function value at x
+ // status : status flag from symphony
+ // output : The output data structure contains detailed informations about the optimization process.
+ //
+ // Description
+ // 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
+ //
+ // <latex>
+ // \begin{eqnarray}
+ // &\mbox{min}_{x}
+ // & f(x) \\
+ // & \text{subject to} & conLB \leq C(x) \leq conUB \\
+ // & & lb \leq x \leq ub \\
+ // \end{eqnarray}
+ // </latex>
+ //
+ // We are calling SYMPHONY written in C by gateway files for the actual computation. SYMPHONY was originally written by ​Ted Ralphs, ​Menal Guzelsoy and ​Ashutosh Mahajan.
+ //
+ // Examples
+ // //A basic case :
+ // // Objective function
+ // c = [350*5,330*3,310*4,280*6,500,450,400,100]
+ // // Lower Bound of variable
+ // lb = repmat(0,1,8);
+ // // Upper Bound of variables
+ // ub = [repmat(1,1,4) repmat(%inf,1,4)];
+ // // 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
+ // conlb = [ 25; 1.25; 1.25]
+ // // Upper Bound of constrains
+ // 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)
+ //
+ // Examples
+ // // An advanced case where we set some options in symphony
+ // // This problem is taken from
+ // // P.C.Chu and J.E.Beasley
+ // // "A genetic algorithm for the multidimensional knapsack problem",
+ // // Journal of Heuristics, vol. 4, 1998, pp63-86.
+ // // The problem to be solved is:
+ // // Max sum{j=1,...,n} p(j)x(j)
+ // // 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 ..
+ // 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 ..
+ // 959 668 507 855 986 831 821 825 868 852 832 828 799 686 ..
+ // 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)
+ // // Lower Bound of variables
+ // lb = repmat(0,1,nbVar)
+ // // Upper Bound of variables
+ // ub = repmat(1,1,nbVar)
+ // // Row Matrix for telling symphony that the is integer or not
+ // isInt = repmat(%t,1,nbVar)
+ // // Lower Bound of constrains
+ // conLB=repmat(0,nbCon,1);
+ // // Upper Bound of constraints
+ // conUB=[11927 13727 11551 13056 13460 ]';
+ // options = ["time_limit" "25"]
+ // // The expected solution :
+ // // Output variables
+ // xopt = [0 1 1 0 0 1 0 1 0 1 0 0 0 0 0 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 1 ..
+ // 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 1 1 0 0 1 0 ..
+ // 0 1 0 1 0 0 1 0 0 1 0 1 0 0 0 0 0 1 1 0 0 0 0 0 1 1 0 0 1 0 0 1 0]
+ // // Optimal value
+ // fopt = [ 24381 ]
+ // // Calling Symphony
+ // [x,f,status,output] = symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options)
+ //
+ // Authors
+ // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
+
+//To check the number of input and output argument
+ [lhs , rhs] = argn();
+
+//To check the number of argument given by user
+ if ( rhs < 9 | rhs > 11 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set [9 10 11]"), "Symphony", rhs);
+ 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);
+
+ if ( rhs<10 ) then
+ objSense = 1;
+ else
+ objSense = varargin(10);
+ end
+
+ if (rhs<11) then
+ options = list();
+ else
+ options = varargin(11);
+ end
+
+
+//Check the size of constraint which should equal to the number of constraints
+ if ( size(conMatrix,1) ~= nbCon) then
+ errmsg = msprintf(gettext("%s: The Lower Bound is not 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,2) ~= 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,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony");
+ error(errmsg);
+ end
+
+//Check the size of constraints of Lower Bound which should equal to the number of constraints
+ if ( size(conLB,1) ~= nbCon) then
+ errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "Symphony");
+ error(errmsg);
+ end
+
+//Check the size of constraints of Upper Bound which should equal to the number of constraints
+ if ( size(conUB,1) ~= nbCon) then
+ errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "Symphony");
+ error(errmsg);
+ end
+
+ [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options);
+
+endfunction
diff --git a/macros/symphony_call.bin b/macros/symphony_call.bin
index b95e887..5008236 100644
--- a/macros/symphony_call.bin
+++ b/macros/symphony_call.bin
Binary files differ
diff --git a/macros/symphony_call.sci b/macros/symphony_call.sci
index ea5f34f..c8323fc 100644
--- a/macros/symphony_call.sci
+++ b/macros/symphony_call.sci
@@ -16,7 +16,7 @@ function [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,
//Setting Options for the Symphpony
setOptions(options);
-
+
//Choosing to launch basic or advanced version
if(~issparse(conMatrix)) then
sym_loadProblemBasic(nbVar,nbCon,LB,UB,objCoef,isInt,objSense,conMatrix,conLB,conUB);
@@ -26,8 +26,8 @@ function [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,
sym_loadProblem(nbVar,nbCon,LB,UB,objCoef,isInt,objSense,conMatrix_advanced,conLB,conUB);
end
-
op = sym_solve();
+ disp(op);
xopt = [];
fopt = [];
diff --git a/macros/symphony_call.sci~ b/macros/symphony_call.sci~
new file mode 100644
index 0000000..057ba63
--- /dev/null
+++ b/macros/symphony_call.sci~
@@ -0,0 +1,52 @@
+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: Harpreet Singh
+// Organization: FOSSEE, IIT Bombay
+// Email: harpreet.mertia@gmail.com
+// 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
+
+function [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options)
+
+ //Opening Symphony environment
+ sym_open();
+
+ //Setting Options for the Symphpony
+// setOptions(options);
+
+ //Choosing to launch basic or advanced version
+ if(~issparse(conMatrix)) then
+ sym_loadProblemBasic(nbVar,nbCon,LB,UB,objCoef,isInt,objSense,conMatrix,conLB,conUB);
+ else
+ // Changing to Constraint Matrix into sparse matrix
+ conMatrix_advanced=sparse(conMatrix);
+ sym_loadProblem(nbVar,nbCon,LB,UB,objCoef,isInt,objSense,conMatrix_advanced,conLB,conUB);
+ end
+
+ op = sym_solve();
+ disp(op);
+
+ xopt = [];
+ fopt = [];
+ status = [];
+ output = [];
+
+ if (~op) then
+ xopt = sym_getVarSoln();
+ // Symphony gives a row matrix converting it to column matrix
+ xopt = xopt';
+
+ fopt = sym_getObjVal();
+ end
+
+ status = sym_getStatus();
+
+ output = struct("Iterations" , []);
+
+ output.Iterations = sym_getIterCount();
+
+
+endfunction
diff --git a/macros/symphonymat.bin b/macros/symphonymat.bin
new file mode 100644
index 0000000..5089973
--- /dev/null
+++ b/macros/symphonymat.bin
Binary files differ
diff --git a/macros/symphonymat.sci b/macros/symphonymat.sci
new file mode 100644
index 0000000..ef70b7c
--- /dev/null
+++ b/macros/symphonymat.sci
@@ -0,0 +1,242 @@
+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: Harpreet Singh
+// Organization: FOSSEE, IIT Bombay
+// Email: harpreet.mertia@gmail.com
+// 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
+
+function [xopt,fopt,status,iter] = symphonymat (varargin)
+ // Solves a mixed integer linear programming constrained optimization problem in intlinprog format.
+ //
+ // Calling Sequence
+ // xopt = symphonymat(f,intcon,A,b)
+ // xopt = symphonymat(f,intcon,A,b,Aeq,beq)
+ // xopt = symphonymat(f,intcon,A,b,Aeq,beq,lb,ub)
+ // xopt = symphonymat(f,intcon,A,b,Aeq,beq,lb,ub,options)
+ // [xopt,fopt,status,output] = symphonymat( ... )
+ //
+ // Parameters
+ // f : a 1xn matrix of doubles, where n is number of variables, contains coefficients of the variables in the objective
+ // intcon : 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
+ // A : Linear inequality constraint matrix, specified as a matrix of doubles. 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
+ // b : Linear inequality constraint vector, specified as a vector of doubles. b represents the constant vector in the constraints A*x ≤ b. b has length M, where A is M-by-N
+ // Aeq : Linear equality constraint matrix, specified as a matrix of doubles. 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
+ // beq : Linear equality constraint vector, specified as a vector of doubles. beq represents the constant vector in the constraints Aeq*x = beq. beq has length Meq, where Aeq is Meq-by-N.
+ // lb : Lower bounds, specified as a vector or array of doubles. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.
+ // ub : Upper bounds, specified as a vector or array of doubles. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.
+ // options : a list containing the the parameters to be set.
+ // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem
+ // fopt : a 1x1 matrix of doubles, the function value at x
+ // output : The output data structure contains detailed informations about the optimization process.
+ //
+ // Description
+ // 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
+ //
+ // <latex>
+ // \begin{eqnarray}
+ // &\mbox{min}_{x}
+ // & f(x) \\
+ // & \text{subject to} & conLB \leq C(x) \leq conUB \\
+ // & & lb \leq x \leq ub \\
+ // \end{eqnarray}
+ // </latex>
+ //
+ // We are calling SYMPHONY written in C by gateway files for the actual computation. SYMPHONY was originally written by ​Ted Ralphs, ​Menal Guzelsoy and ​Ashutosh Mahajan.
+ //
+ // Examples
+ // // Objective function
+ // c = [350*5,330*3,310*4,280*6,500,450,400,100]
+ // // Lower Bound of variable
+ // lb = repmat(0,1,8);
+ // // Upper Bound of variables
+ // ub = [repmat(1,1,4) repmat(%inf,1,4)];
+ // // Constraint Matrix
+ // Aeq = [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;]
+ // beq = [ 25, 1.25, 1.25]
+ // intcon = [1 2 3 4];
+ // // Calling Symphony
+ // [x,f,status,output] = symphonymat(c,intcon,[],[],Aeq,beq,lb,ub)
+ //
+ // Examples
+ // // An advanced case where we set some options in symphony
+ // // This problem is taken from
+ // // P.C.Chu and J.E.Beasley
+ // // "A genetic algorithm for the multidimensional knapsack problem",
+ // // Journal of Heuristics, vol. 4, 1998, pp63-86.
+ // // The problem to be solved is:
+ // // Max sum{j=1,...,n} p(j)x(j)
+ // // 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)
+ // objCoef = -1*[ 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 ..
+ // 959 668 507 855 986 831 821 825 868 852 832 828 799 686 ..
+ // 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 ;
+ // ];
+ // nbVar = size(objCoef,2)
+ // conUB=[11927 13727 11551 13056 13460 ];
+ // // Lower Bound of variables
+ // lb = repmat(0,1,nbVar)
+ // // Upper Bound of variables
+ // ub = repmat(1,1,nbVar)
+ // // Lower Bound of constrains
+ // intcon = []
+ // for i = 1:nbVar
+ // intcon = [intcon i];
+ // end
+ // options = list("time_limit", 25);
+ // // The expected solution :
+ // // Output variables
+ // xopt = [0 1 1 0 0 1 0 1 0 1 0 0 0 0 0 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 1 ..
+ // 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 1 1 ..
+ // 0 0 1 0 0 1 0 1 0 0 1 0 0 1 0 1 0 0 0 0 0 1 1 0 0 0 0 0 1 1 0 0 1 0 0 1 0]
+ // // Optimal value
+ // fopt = [ 24381 ]
+ // // Calling Symphony
+ // [x,f,status,output] = symphonymat(objCoef,intcon,conMatrix,conUB,[],[],lb,ub,options);
+ //
+ // Authors
+ // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
+
+
+//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]"), "Symphony", rhs);
+ error(errmsg)
+ end
+
+
+ objCoef = varargin(1)
+ intcon = varargin(2)
+ A = varargin(3)
+ b = varargin(4)
+
+ nbVar = size(objCoef,2);
+ nbCon = size(A,1);
+
+ if ( rhs<4 ) then
+ Aeq = []
+ beq = []
+ else
+ Aeq = varargin(5);
+ beq = varargin(6);
+
+ if (size(Aeq,1)~=0) then
+ //Check the size of equality constraint which should equal to the number of inequality constraints
+ if ( size(Aeq,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The size of equality constraint is not equal to the number of variables"), "Symphony");
+ error(errmsg);
+ end
+
+ //Check the size of upper bound of inequality constraint which should equal to the number of constraints
+ if ( size(beq,2) ~= size(Aeq,1)) then
+ errmsg = msprintf(gettext("%s: The equality constraint upper bound is not equal to the number of equality constraint"), "Symphony");
+ error(errmsg);
+ end
+ end
+
+ end
+
+ if ( rhs<6 ) then
+ lb = repmat(-%inf,1,nbVar);
+ ub = repmat(%inf,1,nbVar);
+ else
+ lb = varargin(7);
+ ub = varargin(8);
+ end
+
+ if (rhs<9) then
+ options = list();
+ else
+ options = varargin(9);
+ end
+
+
+//Check the size of lower bound of inequality constraint which should equal to the number of constraints
+ if ( size(b,2) ~= size(A,1)) then
+ errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraint is not equal to the number of constraint"), "Symphony");
+ error(errmsg);
+ end
+
+//Check the size of Lower Bound which should equal to the number of variables
+ if ( size(lb,2) ~= 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,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony");
+ error(errmsg);
+ end
+
+ //Changing the inputs in symphony's format
+ conMatrix = [A;Aeq]
+ nbCon = size(conMatrix,1);
+ conLB = [repmat(-%inf,1,size(A,1)), beq]';
+ conUB = [b,beq]' ;
+
+ isInt = repmat(%f,1,nbVar);
+ for i=1:size(intcon,2)
+ isInt(intcon(i)) = %t
+ end
+
+ objSense = 1;
+
+ [xopt,fopt,status,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,lb,ub,conMatrix,conLB,conUB,objSense,options);
+
+endfunction
diff --git a/macros/symphonymat.sci~ b/macros/symphonymat.sci~
new file mode 100644
index 0000000..455dd67
--- /dev/null
+++ b/macros/symphonymat.sci~
@@ -0,0 +1,242 @@
+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: Harpreet Singh
+// Organization: FOSSEE, IIT Bombay
+// Email: harpreet.mertia@gmail.com
+// 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
+
+function [xopt,fopt,status,iter] = symphonymat (varargin)
+ // Solves a mixed integer linear programming constrained optimization problem in intlinprog format.
+ //
+ // Calling Sequence
+ // xopt = symphonymat(f,intcon,A,b)
+ // xopt = symphonymat(f,intcon,A,b,Aeq,beq)
+ // xopt = symphonymat(f,intcon,A,b,Aeq,beq,lb,ub)
+ // xopt = symphonymat(f,intcon,A,b,Aeq,beq,lb,ub,options)
+ // [xopt,fopt,status,output] = symphonymat( ... )
+ //
+ // Parameters
+ // f : a 1xn matrix of doubles, where n is number of variables, contains coefficients of the variables in the objective
+ // intcon : 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
+ // A : Linear inequality constraint matrix, specified as a matrix of doubles. 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
+ // b : Linear inequality constraint vector, specified as a vector of doubles. b represents the constant vector in the constraints A*x ≤ b. b has length M, where A is M-by-N
+ // Aeq : Linear equality constraint matrix, specified as a matrix of doubles. 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
+ // beq : Linear equality constraint vector, specified as a vector of doubles. beq represents the constant vector in the constraints Aeq*x = beq. beq has length Meq, where Aeq is Meq-by-N.
+ // lb : Lower bounds, specified as a vector or array of doubles. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.
+ // ub : Upper bounds, specified as a vector or array of doubles. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.
+ // options : a list containing the the parameters to be set.
+ // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem
+ // fopt : a 1x1 matrix of doubles, the function value at x
+ // output : The output data structure contains detailed informations about the optimization process.
+ //
+ // Description
+ // 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
+ //
+ // <latex>
+ // \begin{eqnarray}
+ // &\mbox{min}_{x}
+ // & f(x) \\
+ // & \text{subject to} & conLB \leq C(x) \leq conUB \\
+ // & & lb \leq x \leq ub \\
+ // \end{eqnarray}
+ // </latex>
+ //
+ // We are calling SYMPHONY written in C by gateway files for the actual computation. SYMPHONY was originally written by ​Ted Ralphs, ​Menal Guzelsoy and ​Ashutosh Mahajan.
+ //
+ // Examples
+ // // Objective function
+ // c = [350*5,330*3,310*4,280*6,500,450,400,100]
+ // // Lower Bound of variable
+ // lb = repmat(0,1,8);
+ // // Upper Bound of variables
+ // ub = [repmat(1,1,4) repmat(%inf,1,4)];
+ // // Constraint Matrix
+ // Aeq = [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;]
+ // beq = [ 25, 1.25, 1.25]
+ // intcon = [1 2 3 4];
+ // // Calling Symphony
+ // [x,f,status,output] = symphonymat(c,intcon,[],[],Aeq,beq,lb,ub)
+ //
+ // Examples
+ // // An advanced case where we set some options in symphony
+ // // This problem is taken from
+ // // P.C.Chu and J.E.Beasley
+ // // "A genetic algorithm for the multidimensional knapsack problem",
+ // // Journal of Heuristics, vol. 4, 1998, pp63-86.
+ // // The problem to be solved is:
+ // // Max sum{j=1,...,n} p(j)x(j)
+ // // 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)
+ // objCoef = -1*[ 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 ..
+ // 959 668 507 855 986 831 821 825 868 852 832 828 799 686 ..
+ // 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 ;
+ // ];
+ // nbVar = size(objCoef,2)
+ // conUB=[11927 13727 11551 13056 13460 ];
+ // // Lower Bound of variables
+ // lb = repmat(0,1,nbVar)
+ // // Upper Bound of variables
+ // ub = repmat(1,1,nbVar)
+ // // Lower Bound of constrains
+ // intcon = []
+ // for i = 1:nbVar
+ // intcon = [intcon i];
+ // end
+ // options = list("time_limit", 25);
+ // // The expected solution :
+ // // Output variables
+ // xopt = [0 1 1 0 0 1 0 1 0 1 0 0 0 0 0 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 1 ..
+ // 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 1 1 ..
+ // 0 0 1 0 0 1 0 1 0 0 1 0 0 1 0 1 0 0 0 0 0 1 1 0 0 0 0 0 1 1 0 0 1 0 0 1 0]
+ // // Optimal value
+ // fopt = [ 24381 ]
+ // // Calling Symphony
+ // [x,f,status,output] = symphonymat(objCoef,intcon,conMatrix,conUB,[],[],lb,ub,options);
+ //
+ // Authors
+ // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
+
+
+//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]"), "Symphony", rhs);
+ error(errmsg)
+ end
+
+
+ objCoef = varargin(1)
+ intcon = varargin(2)
+ A = varargin(3)
+ b = varargin(4)
+
+ nbVar = size(objCoef,2);
+ nbCon = size(A,1);
+
+ if ( rhs<4 ) then
+ Aeq = []
+ beq = []
+ else
+ Aeq = varargin(5);
+ beq = varargin(6);
+
+ if (size(Aeq,1)~=0) then
+ //Check the size of equality constraint which should equal to the number of inequality constraints
+ if ( size(Aeq,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The size of equality constraint is not equal to the number of variables"), "Symphony");
+ error(errmsg);
+ end
+
+ //Check the size of upper bound of inequality constraint which should equal to the number of constraints
+ if ( size(beq,2) ~= size(Aeq,1)) then
+ errmsg = msprintf(gettext("%s: The equality constraint upper bound is not equal to the number of equality constraint"), "Symphony");
+ error(errmsg);
+ end
+ end
+
+ end
+
+ if ( rhs<6 ) then
+ lb = repmat(-%inf,1,nbVar);
+ ub = repmat(%inf,1,nbVar);
+ else
+ lb = varargin(7);
+ ub = varargin(8);
+ end
+
+ if (rhs<8) then
+ options = list();
+ else
+ options = varargin(9);
+ end
+
+
+//Check the size of lower bound of inequality constraint which should equal to the number of constraints
+ if ( size(b,2) ~= size(A,1)) then
+ errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraint is not equal to the number of constraint"), "Symphony");
+ error(errmsg);
+ end
+
+//Check the size of Lower Bound which should equal to the number of variables
+ if ( size(lb,2) ~= 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,2) ~= nbVar) then
+ errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony");
+ error(errmsg);
+ end
+
+ //Changing the inputs in symphony's format
+ conMatrix = [A;Aeq]
+ nbCon = size(conMatrix,1);
+ conLB = [repmat(-%inf,1,size(A,1)), beq]';
+ conUB = [b,beq]' ;
+
+ isInt = repmat(%f,1,nbVar);
+ for i=1:size(intcon,2)
+ isInt(intcon(i)) = %t
+ end
+
+ objSense = 1;
+
+ [xopt,fopt,status,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,lb,ub,conMatrix,conLB,conUB,objSense,options);
+
+endfunction