summaryrefslogtreecommitdiff
path: root/macros
diff options
context:
space:
mode:
authorHarpreet2015-12-29 00:38:48 +0530
committerHarpreet2015-12-29 00:38:48 +0530
commiteb9ca1191c94059cd7adcf69805906c809fe9712 (patch)
treef98e728341812b8a0eb46aa4159b062a22225f05 /macros
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')
-rw-r--r--macros/lsqlin.binbin52024 -> 53548 bytes
-rw-r--r--macros/lsqlin.sci108
-rw-r--r--macros/lsqnonneg.binbin23608 -> 23840 bytes
-rw-r--r--macros/lsqnonneg.sci42
-rw-r--r--macros/qpipopt.binbin49616 -> 50496 bytes
-rw-r--r--macros/qpipopt.sci170
-rw-r--r--macros/qpipoptmat.binbin51240 -> 52464 bytes
-rw-r--r--macros/qpipoptmat.sci75
-rw-r--r--macros/symphony.binbin54820 -> 54340 bytes
-rw-r--r--macros/symphony.sci195
-rw-r--r--macros/symphonymat.binbin60724 -> 60108 bytes
-rw-r--r--macros/symphonymat.sci215
12 files changed, 427 insertions, 378 deletions
diff --git a/macros/lsqlin.bin b/macros/lsqlin.bin
index ce5d4a4..8c30789 100644
--- a/macros/lsqlin.bin
+++ b/macros/lsqlin.bin
Binary files differ
diff --git a/macros/lsqlin.sci b/macros/lsqlin.sci
index 08554e1..fba036d 100644
--- a/macros/lsqlin.sci
+++ b/macros/lsqlin.sci
@@ -22,22 +22,22 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
// [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin( ... )
//
// Parameters
- // C : a matrix of double, represents the multiplier of the solution x in the expression C*x - d. C is M-by-N, where M is the number of equations, and N is the number of elements of x.
- // d : a vector of double, represents the additive constant term in the expression C*x - d. d is M-by-1, where M is the number of equations.
+ // C : a matrix of double, represents the multiplier of the solution x in the expression C*x - d. Number of columns in C is equal to the number of elements in x.
+ // d : a vector of double, represents the additive constant term in the expression C*x - d. Number of elements in d is equal to the number of rows in C matrix.
// A : a vector of double, represents the linear coefficients in the inequality constraints
// b : a vector of double, represents the linear coefficients in the inequality constraints
// Aeq : a matrix of double, represents the linear coefficients in the equality constraints
// beq : a vector of double, represents the linear coefficients in the equality constraints
- // LB : a vector of double, contains lower bounds of the variables.
- // UB : a vector of double, contains upper bounds of the variables.
+ // lb : a vector of double, contains lower bounds of the variables.
+ // ub : a vector of double, contains upper bounds of the variables.
// x0 : a vector of double, contains initial guess of variables.
// param : a list containing the the parameters to be set.
// xopt : a vector of double, the computed solution of the optimization problem.
// resnorm : a double, objective value returned as the scalar value norm(C*x-d)^2.
// residual : a vector of double, solution residuals returned as the vector C*x-d.
- // exitflag : Integer identifying the reason the algorithm terminated.
- // output : Structure containing information about the optimization. Right now it contains number of iteration.
- // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.
+ // exitflag : Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the lsqlin macro.
+ // output : Structure containing information about the optimization. This version only contains number of iterations.
+ // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper bound multiplier and linear equality, inequality constraints.
//
// Description
// Search the minimum of a constrained linear least square problem specified by :
@@ -45,14 +45,14 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
// <latex>
// \begin{eqnarray}
// &\mbox{min}_{x}
- // & 1/2||C*x - d||_2^2 \\
- // & \text{subject to} & A*x \leq b \\
- // & & Aeq*x = beq \\
+ // & 1/2||C⋅x - d||_2^2 \\
+ // & \text{subject to} & A⋅x \leq b \\
+ // & & Aeq⋅x = beq \\
// & & lb \leq x \leq ub \\
// \end{eqnarray}
// </latex>
//
- // We are calling IPOpt for solving the linear least square problem, IPOpt is a library written in C++.
+ // The routine calls Ipopt for solving the linear least square problem, Ipopt is a library written in C++.
//
// Examples
// //A simple linear least square example
@@ -76,7 +76,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
// // Press ENTER to continue
//
// Examples
- // //A basic example for equality, inequality and bounds
+ // //A basic example for equality, inequality constraints and variable bounds
// C = [0.9501 0.7620 0.6153 0.4057
// 0.2311 0.4564 0.7919 0.9354
// 0.6068 0.0185 0.9218 0.9169
@@ -111,11 +111,22 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
error(errmsg)
end
+// Initializing all the values to empty matrix
+ C=[];
+ d=[];
+ A=[];
+ b=[];
+ Aeq=[];
+ beq=[];
+ lb=[];
+ ub=[];
+ x0=[];
+
C = varargin(1);
d = varargin(2);
A = varargin(3);
b = varargin(4);
- nbVar = size(C,2);
+ nbVar = size(C,2);
if ( rhs<5 ) then
Aeq = []
@@ -126,11 +137,11 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
end
if ( rhs<7 ) then
- LB = repmat(-%inf,nbVar,1);
- UB = repmat(%inf,nbVar,1);
+ lb = repmat(-%inf,nbVar,1);
+ ub = repmat(%inf,nbVar,1);
else
- LB = varargin(7);
- UB = varargin(8);
+ lb = varargin(7);
+ ub = varargin(8);
end
@@ -146,12 +157,12 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
param =varargin(10);
end
- if (size(LB,2)==0) then
- LB = repmat(-%inf,nbVar,1);
+ if (size(lb,2)==0) then
+ lb = repmat(-%inf,nbVar,1);
end
- if (size(UB,2)==0) then
- UB = repmat(%inf,nbVar,1);
+ if (size(ub,2)==0) then
+ ub = repmat(%inf,nbVar,1);
end
if (type(param) ~= 15) then
@@ -193,12 +204,12 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
d=d';
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(b,2)==nbConInEq) then
@@ -221,7 +232,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
//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 number of columns in A must be the same as the number of elements of d"), "lsqlin");
+ errmsg = msprintf(gettext("%s: The number of columns in A must be the same as the number of columns in C"), "lsqlin");
error(errmsg);
end
@@ -232,20 +243,20 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
end
//Check the size of Lower Bound which should be 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"), "lsqlin");
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"), "lsqlin");
error(errmsg);
end
//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 number of rows in A must be the same as the number of elementsof b"), "lsqlin");
+ errmsg = msprintf(gettext("%s: The number of rows in A must be the same as the number of elements of b"), "lsqlin");
error(errmsg);
end
@@ -259,6 +270,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
if ( size(x0,1) ~= nbVar) then
warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "lsqlin");
warning(warnmsg);
+ x0 = repmat(0,nbVar,1);
end
//Check if the user gives a matrix instead of a vector
@@ -268,12 +280,12 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (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"), "lsqlin");
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"), "lsqlin");
error(errmsg);
end
@@ -294,31 +306,31 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
for i = 1:nbConInEq
if (b(i) == -%inf)
- errmsg = msprintf(gettext("%s: Value of b can not be negative infinity"), "qpipoptmat");
+ errmsg = msprintf(gettext("%s: Value of b can not be negative infinity"), "lsqlin");
error(errmsg);
end
end
for i = 1:nbConEq
if (beq(i) == -%inf)
- errmsg = msprintf(gettext("%s: Value of beq can not be negative infinity"), "qpipoptmat");
+ errmsg = msprintf(gettext("%s: Value of beq can not be negative infinity"), "lsqlin");
error(errmsg);
end
end
//Converting it into Quadratic Programming Problem
- Q = C'*C;
- p = [-C'*d]';
+ H = C'*C;
+ f = [-C'*d]';
op_add = d'*d;
- LB = LB';
- UB = UB';
+ 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,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options);
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,lb,ub,x0,options);
xopt = xopt';
residual = -1*(C*xopt-d);
@@ -326,15 +338,15 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
exitflag = status;
output = struct("Iterations" , []);
output.Iterations = iter;
- lambda = struct("lower" , [], ..
- "upper" , [], ..
- "eqlin" , [], ..
+ lambda = struct("lower" , [], ..
+ "upper" , [], ..
+ "eqlin" , [], ..
"ineqlin" , []);
-
- lambda.lower = Zl;
- lambda.upper = Zu;
- lambda.eqlin = lmbda(1:nbConEq);
- lambda.ineqlin = lmbda(nbConEq+1:nbCon);
+
+ lambda.lower = Zl;
+ lambda.upper = Zu;
+ lambda.eqlin = lmbda(1:nbConEq);
+ lambda.ineqlin = lmbda(nbConEq+1:nbCon);
select status
case 0 then
@@ -362,11 +374,11 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin)
case 12 then
printf("\nProblem has too few degrees of freedom.\n");
case 13 then
- printf("\nInvalid option thrown back by IPOpt\n");
+ printf("\nInvalid option thrown back by Ipopt\n");
case 14 then
printf("\nNot enough memory.\n");
case 15 then
- printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n");
+ printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify Ipopt Authors.\n");
else
printf("\nInvalid status returned. Notify the Toolbox authors\n");
break;
diff --git a/macros/lsqnonneg.bin b/macros/lsqnonneg.bin
index 84e307b..182cfa9 100644
--- a/macros/lsqnonneg.bin
+++ b/macros/lsqnonneg.bin
Binary files differ
diff --git a/macros/lsqnonneg.sci b/macros/lsqnonneg.sci
index b8694b4..5f6ffa2 100644
--- a/macros/lsqnonneg.sci
+++ b/macros/lsqnonneg.sci
@@ -19,14 +19,14 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
// [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg( ... )
//
// Parameters
- // C : a matrix of doubles, represents the multiplier of the solution x in the expression C*x - d. C is M-by-N, where M is the number of equations, and N is the number of elements of x.
- // d : a vector of doubles, represents the additive constant term in the expression C*x - d. d is M-by-1, where M is the number of equations.
- // xopt : a vector of doubles, the computed solution of the optimization problem.
+ // C : a matrix of double, represents the multiplier of the solution x in the expression C*x - d. Number of columns in C is equal to the number of elements in x.
+ // d : a vector of double, represents the additive constant term in the expression C*x - d. Number of elements in d is equal to the number of rows in C matrix.
+ // xopt : a vector of double, the computed solution of the optimization problem.
// resnorm : a double, objective value returned as the scalar value norm(C*x-d)^2.
- // residual : a vector of doubles, solution residuals returned as the vector C*x-d.
- // exitflag : Integer identifying the reason the algorithm terminated.
- // output : Structure containing information about the optimization. Right now it contains number of iteration.
- // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.
+ // residual : a vector of double, solution residuals returned as the vector C*x-d.
+ // exitflag : Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded.
+ // output : Structure containing information about the optimization. This version only contains number of iterations.
+ // lambda : Structure containing the Lagrange multipliers at the solution x. It contains lower and upper bound multiplier.
//
// Description
// Solves nonnegative least-squares curve fitting problems specified by :
@@ -34,12 +34,12 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
// <latex>
// \begin{eqnarray}
// &\mbox{min}_{x}
- // & 1/2||C*x - d||_2^2 \\
+ // & 1/2||C⋅x - d||_2^2 \\
// & & x \geq 0 \\
// \end{eqnarray}
// </latex>
//
- // We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++.
+ // The routine calls Ipopt for solving the nonnegative least-squares curve fitting problems, Ipopt is a library written in C++.
//
// Examples
// // A basic lsqnonneg problem
@@ -63,7 +63,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
//To check the number of argument given by user
if ( rhs < 2 | rhs > 3 ) then
- errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 3]"), "lsqlin", rhs);
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 3]"), "lsqnonneg", rhs);
error(errmsg)
end
@@ -73,21 +73,21 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
if ( rhs<3 | size(varargin(3)) ==0 ) then
param = list();
else
- param =varargin(10);
+ param =varargin(3);
end
if (type(param) ~= 15) then
- errmsg = msprintf(gettext("%s: param should be a list "), "lsqlin");
+ errmsg = msprintf(gettext("%s: param should be a list "), "lsqnonneg");
error(errmsg);
end
if (modulo(size(param),2)) then
- errmsg = msprintf(gettext("%s: Size of parameters should be even"), "lsqlin");
+ errmsg = msprintf(gettext("%s: Size of parameters should be even"), "lsqnonneg");
error(errmsg);
end
- options = list( "MaxIter" , [3000], ...
+ options = list( "MaxIter" , [3000], ...
"CpuTime" , [600] ...
);
@@ -99,7 +99,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
case "CpuTime" then
options(2*i) = param(2*i);
else
- errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "lsqlin", param(2*i-1));
+ errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "lsqnonneg", param(2*i-1));
error(errmsg)
end
end
@@ -114,7 +114,7 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
//Check the size of f which should equal to the number of variable
if ( size(d,1) ~= size(C,1)) then
- errmsg = msprintf(gettext("%s: The number of rows in C must be equal the number of elements of d"), "lsqlin");
+ errmsg = msprintf(gettext("%s: The number of rows in C must be equal the number of elements of d"), "lsqnonneg");
error(errmsg);
end
@@ -123,14 +123,14 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
Q = C'*C;
p = [-C'*d]';
op_add = d'*d;
- LB = repmat(0,1,nbVar);
- UB = repmat(%inf,1,nbVar);
+ lb = repmat(0,1,nbVar);
+ ub = repmat(%inf,1,nbVar);
x0 = repmat(0,1,nbVar);;
conMatrix = [];
nbCon = size(conMatrix,1);
conLB = [];
conUB = [] ;
- [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options);
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,lb,ub,x0,options);
xopt = xopt';
residual = -1*(C*xopt-d);
@@ -170,11 +170,11 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin)
case 12 then
printf("\nProblem has too few degrees of freedom.\n");
case 13 then
- printf("\nInvalid option thrown back by IPOpt\n");
+ printf("\nInvalid option thrown back by Ipopt\n");
case 14 then
printf("\nNot enough memory.\n");
case 15 then
- printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n");
+ printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify Ipopt Authors.\n");
else
printf("\nInvalid status returned. Notify the Toolbox authors\n");
break;
diff --git a/macros/qpipopt.bin b/macros/qpipopt.bin
index f4b14b9..4a407c4 100644
--- a/macros/qpipopt.bin
+++ b/macros/qpipopt.bin
Binary files differ
diff --git a/macros/qpipopt.sci b/macros/qpipopt.sci
index 6a53693..ed531e1 100644
--- a/macros/qpipopt.sci
+++ b/macros/qpipopt.sci
@@ -14,27 +14,27 @@ 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 = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB)
+ // xopt = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0)
+ // xopt = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0,param)
// [xopt,fopt,exitflag,output,lamda] = qpipopt( ... )
//
// Parameters
// nbVar : a double, number of variables
// nbCon : a double, number of constraints
- // Q : a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem.
- // p : a vector of double, represents coefficients of linear in the quadratic problem
- // LB : a vector of double, contains lower bounds of the variables.
- // UB : a vector of double, contains upper bounds of the variables.
- // conMatrix : a matrix of double, contains matrix representing the constraint matrix
+ // H : a symmetric matrix of double, represents coefficients of quadratic in the quadratic problem.
+ // f : a vector of double, represents coefficients of linear in the quadratic problem
+ // lb : a vector of double, contains lower bounds of the variables.
+ // ub : a vector of double, contains upper bounds of the variables.
+ // A : a matrix of double, contains matrix representing the constraint matrix
// conLB : a vector of double, contains lower bounds of the constraints.
// conUB : a vector of double, contains upper bounds of the constraints.
// x0 : a vector of double, contains initial guess of variables.
// param : 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.
- // exitflag : Integer identifying the reason the algorithm terminated.
- // output : Structure containing information about the optimization. Right now it contains number of iteration.
+ // exitflag : Integer identifying the reason the algorithm terminated. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the qpipopt macro.
+ // output : Structure containing information about the optimization. This version only contains number of iterations
// lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.
//
// Description
@@ -44,32 +44,32 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
// <latex>
// \begin{eqnarray}
// &\mbox{min}_{x}
- // & 1/2*x'*Q*x + p'*x \\
- // & \text{subject to} & conLB \leq C(x) \leq conUB \\
+ // & 1/2⋅x^T⋅H⋅x + f^T⋅x \\
+ // & \text{subject to} & conLB \leq A⋅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 routine calls Ipopt for solving the quadratic problem, Ipopt is a library written in C++.
//
// 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];
+ // A= [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);
+ // //and minimize 0.5*x'⋅H⋅x + f'⋅x with
+ // f=[1; 2; 3; 4; 5; 6]; H=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)
+ // [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB,x0,param)
// // Press ENTER to continue
//
// Examples
@@ -80,16 +80,16 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
// // –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];
+ // H = [1 -1; -1 2];
+ // f = [-2; -6];
+ // A = [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)
+ // [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,H,f,lb,ub,A,conLB,conUB)
// Authors
// Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
@@ -103,35 +103,43 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
error(errmsg)
end
+ nbVar = [];
+ nbCon = [];
+ H = [];
+ f = [];
+ A = [];
+ conLB = [];
+ conUB = [];
+ lb = [];
+ ub = [];
- 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);
+ nbVar = varargin(1);
+ nbCon = varargin(2);
+ H = varargin(3);
+ f = varargin(4);
+ lb = varargin(5);
+ ub = varargin(6);
+ A = varargin(7);
+ conLB = varargin(8);
+ conUB = varargin(9);
- if (size(LB,2)==0) then
- LB = repmat(-%inf,nbVar,1);
+ if (size(lb,2)==0) then
+ lb = repmat(-%inf,nbVar,1);
end
- if (size(UB,2)==0) then
- UB = repmat(%inf,nbVar,1);
+ if (size(ub,2)==0) then
+ ub = repmat(%inf,nbVar,1);
end
- if (size(p,2)==0) then
- p = repmat(0,nbVar,1);
+ if (size(f,2)==0) then
+ f = repmat(0,nbVar,1);
end
-
- if ( rhs<10 | size(varargin(10)) ==0 ) then
- x0 = repmat(0,nbVar,1);
- else
- x0 = varargin(10);
- end
+ if ( rhs<10 | size(varargin(10)) ==0 ) then
+ x0 = repmat(0,nbVar,1);
+ else
+ x0 = varargin(10);
+ end
if ( rhs<11 | size(varargin(11)) ==0 ) then
param = list();
@@ -144,11 +152,10 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
error(errmsg);
end
- if (modulo(size(param),2)) then
- errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipopt");
- error(errmsg);
- 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], ...
@@ -171,16 +178,16 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
// Check if the user gives row vector
// and Changing it to a column matrix
- if (size(p,2)== [nbVar]) then
- p=p';
- end
+ if (size(f,2)== [nbVar]) then
+ f=f';
+ end
- if (size(LB,2)== [nbVar]) then
- LB = LB';
- end
+ 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(conUB,2)== [nbCon]) then
@@ -196,53 +203,53 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
end
//IPOpt wants it in row matrix form
- p = p';
- LB = LB';
- UB = UB';
+ f = f';
+ 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");
+ //Checking the H matrix which needs to be a symmetric matrix
+ if ( ~isequal(H,H') ) then
+ errmsg = msprintf(gettext("%s: H 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");
+ //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");
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");
+ if ( size(f,2) ~= [nbVar]) then
+ errmsg = msprintf(gettext("%s: The Size of f is not equal to the number of variables"), "qpipopt");
error(errmsg);
end
if (nbCon) then
//Check the size 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 size of constraints is not equal to the number of variables"), "qpipopt");
error(errmsg);
end
end
//Check the number of constraint
- if ( size(conMatrix,1) ~= nbCon) then
+ if ( size(A,1) ~= nbCon) then
errmsg = msprintf(gettext("%s: The size of constraint matrix is not equal to the number of constraint given i.e. %d"), "qpipopt", nbCon);
error(errmsg);
end
//Check the size of Lower Bound which should equal to the number of variables
- if ( size(LB,2) ~= nbVar) then
+ if ( size(lb,2) ~= nbVar) then
errmsg = msprintf(gettext("%s: The size of 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
+ if ( size(ub,2) ~= nbVar) then
errmsg = msprintf(gettext("%s: The size of Upper Bound is not equal to the number of variables"), "qpipopt");
error(errmsg);
end
@@ -263,21 +270,22 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
if ( size(x0,2) ~= nbVar | size(x0,"*")>nbVar) then
warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipopt");
warning(warnmsg);
+ x0 = repmat(0,1,nbVar);
end
//Check if the user gives a matrix instead of a vector
- if ((size(p,1)~=1)& (size(p,2)~=1)) then
- errmsg = msprintf(gettext("%s: p should be a vector"), "qpipopt");
+ if ((size(f,1)~=1)& (size(f,2)~=1)) then
+ errmsg = msprintf(gettext("%s: f should be a vector"), "qpipopt");
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
@@ -307,7 +315,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
end
end
- [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options);
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,A,conLB,conUB,lb,ub,x0,options);
xopt = xopt';
exitflag = status;
@@ -348,11 +356,11 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin)
case 12 then
printf("\nProblem has too few degrees of freedom.\n");
case 13 then
- printf("\nInvalid option thrown back by IPOpt\n");
+ printf("\nInvalid option thrown back by Ipopt\n");
case 14 then
printf("\nNot enough memory.\n");
case 15 then
- printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n");
+ printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify Ipopt Authors.\n");
else
printf("\nInvalid status returned. Notify the Toolbox authors\n");
break;
diff --git a/macros/qpipoptmat.bin b/macros/qpipoptmat.bin
index 89ce559..35142ae 100644
--- a/macros/qpipoptmat.bin
+++ b/macros/qpipoptmat.bin
Binary files differ
diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci
index e9ed9a5..8e9c67e 100644
--- a/macros/qpipoptmat.sci
+++ b/macros/qpipoptmat.sci
@@ -29,14 +29,14 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
// b : a vector of double, represents the linear coefficients in the inequality constraints
// Aeq : a matrix of double, represents the linear coefficients in the equality constraints
// beq : a vector of double, represents the linear coefficients in the equality constraints
- // LB : a vector of double, contains lower bounds of the variables.
- // UB : a vector of double, contains upper bounds of the variables.
+ // lb : a vector of double, contains lower bounds of the variables.
+ // ub : a vector of double, contains upper bounds of the variables.
// x0 : a vector of double, contains initial guess of variables.
// param : 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.
- // exitflag : Integer identifying the reason the algorithm terminated.
- // output : Structure containing information about the optimization. Right now it contains number of iteration.
+ // exitflag : Integer identifying the reason the algorithm terminated.It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the qpipoptmat macro.
+ // output : Structure containing information about the optimization. This version only contains number of iterations.
// lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.
//
// Description
@@ -46,14 +46,14 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
// <latex>
// \begin{eqnarray}
// &\mbox{min}_{x}
- // & 1/2*x'*H*x + f'*x \\
- // & \text{subject to} & A*x \leq b \\
- // & & Aeq*x = beq \\
+ // & 1/2⋅x^T⋅H⋅x + f^T⋅x \\
+ // & \text{subject to} & A⋅x \leq b \\
+ // & & Aeq⋅x = beq \\
// & & 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 routine calls Ipopt for solving the quadratic problem, Ipopt is a library written in C++.
//
// Examples
// //Find the value of x that minimize following function
@@ -101,9 +101,18 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
error(errmsg)
end
- H = varargin(1);
- f = varargin(2);
- nbVar = size(H,1);
+ H = [];
+ f = [];
+ A = [];
+ b = [];
+ Aeq = [];
+ beq = [];
+ lb = [];
+ ub = [];
+
+ H = varargin(1);
+ f = varargin(2);
+ nbVar = size(H,1);
if ( rhs<3 ) then
@@ -123,11 +132,11 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
end
if ( rhs<7 ) then
- LB = repmat(-%inf,nbVar,1);
- UB = repmat(%inf,nbVar,1);
+ lb = repmat(-%inf,nbVar,1);
+ ub = repmat(%inf,nbVar,1);
else
- LB = varargin(7);
- UB = varargin(8);
+ lb = varargin(7);
+ ub = varargin(8);
end
@@ -143,12 +152,12 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
param =varargin(10);
end
- if (size(LB,2)==0) then
- LB = repmat(-%inf,nbVar,1);
+ if (size(lb,2)==0) then
+ lb = repmat(-%inf,nbVar,1);
end
- if (size(UB,2)==0) then
- UB = repmat(%inf,nbVar,1);
+ if (size(ub,2)==0) then
+ ub = repmat(%inf,nbVar,1);
end
if (size(f,2)==0) then
@@ -195,12 +204,12 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
f=f';
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(b,2)==nbConInEq) then
@@ -228,7 +237,6 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
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 number of columns in A must be the same as the number of elements of f"), "qpipoptmat");
@@ -243,13 +251,13 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
//Check the size of Lower Bound which should be 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"), "qpipoptmat");
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"), "qpipoptmat");
error(errmsg);
end
@@ -270,6 +278,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
if ( size(x0,1) ~= nbVar) then
warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipoptmat");
warning(warnmsg);
+ x0 = repmat(0,nbVar,1);
end
//Check if the user gives a matrix instead of a vector
@@ -279,12 +288,12 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
error(errmsg);
end
- if (size(LB,1)~=1)& (size(LB,2)~=1) then
+ if (size(lb,1)~=1)& (size(ub,2)~=1) then
errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "qpipoptmat");
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"), "qpipoptmat");
error(errmsg);
end
@@ -319,14 +328,14 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
//Converting it into ipopt format
f = f';
- LB = LB';
- UB = UB';
+ 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,x0,options);
+ [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,lb,ub,x0,options);
xopt = xopt';
exitflag = status;
@@ -369,11 +378,11 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin)
case 12 then
printf("\nProblem has too few degrees of freedom.\n");
case 13 then
- printf("\nInvalid option thrown back by IPOpt\n");
+ printf("\nInvalid option thrown back by Ipopt\n");
case 14 then
printf("\nNot enough memory.\n");
case 15 then
- printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n");
+ printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify Ipopt Authors.\n");
else
printf("\nInvalid status returned. Notify the Toolbox authors\n");
break;
diff --git a/macros/symphony.bin b/macros/symphony.bin
index 562f5cc..9217660 100644
--- a/macros/symphony.bin
+++ b/macros/symphony.bin
Binary files differ
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
diff --git a/macros/symphonymat.bin b/macros/symphonymat.bin
index c6d4fbc..0841d41 100644
--- a/macros/symphonymat.bin
+++ b/macros/symphonymat.bin
Binary files differ
diff --git a/macros/symphonymat.sci b/macros/symphonymat.sci
index 9226bd6..2c0c18d 100644
--- a/macros/symphonymat.sci
+++ b/macros/symphonymat.sci
@@ -13,47 +13,47 @@ function [xopt,fopt,status,iter] = symphonymat (varargin)
// Solves a mixed integer linear programming constrained optimization problem in intlinprog format.
//
// Calling Sequence
- // xopt = symphonymat(C,intcon,A,b)
- // xopt = symphonymat(C,intcon,A,b,Aeq,beq)
- // xopt = symphonymat(C,intcon,A,b,Aeq,beq,lb,ub)
- // xopt = symphonymat(C,intcon,A,b,Aeq,beq,lb,ub,options)
+ // xopt = symphonymat(c,intcon,A,b)
+ // xopt = symphonymat(c,intcon,A,b,Aeq,beq)
+ // xopt = symphonymat(c,intcon,A,b,Aeq,beq,lb,ub)
+ // xopt = symphonymat(c,intcon,A,b,Aeq,beq,lb,ub,options)
// [xopt,fopt,status,output] = symphonymat( ... )
//
// Parameters
- // f : a vector of double, contains coefficients of the variables in the objective
+ // c : a vector of double, 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 double. A represents the linear coefficients in the constraints A*x ≤ b. A has size M-by-N, where M is the number of constraints and N is number of variables
- // b : Linear inequality constraint vector, specified as a vector of double. b represents the constant vector in the constraints A*x ≤ b. b has length M, where A is M-by-N
- // Aeq : Linear equality constraint matrix, specified as a matrix of double. Aeq represents the linear coefficients in the constraints Aeq*x = beq. Aeq has size Meq-by-N, where Meq is the number of constraints and N is number of variables
- // beq : Linear equality constraint vector, specified as a vector of double. beq represents the constant vector in the constraints Aeq*x = beq. beq has length Meq, where Aeq is Meq-by-N.
+ // A : Linear inequality constraint matrix, specified as a matrix of double. A represents the linear coefficients in the constraints A*x ≤ b. A has the size where columns equals to the number of variables.
+ // b : Linear inequality constraint vector, specified as a vector of double. b represents the constant vector in the constraints A*x ≤ b. b has size equals to the number of rows in A.
+ // Aeq : Linear equality constraint matrix, specified as a matrix of double. Aeq represents the linear coefficients in the constraints Aeq*x = beq. Aeq has the size where columns equals to the number of variables.
+ // beq : Linear equality constraint vector, specified as a vector of double. beq represents the constant vector in the constraints Aeq*x = beq. beq has size equals to the number of rows in Aeq.
// lb : Lower bounds, specified as a vector or array of double. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.
// ub : Upper bounds, specified as a vector or array of double. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.
// options : a list containing the the parameters to be set.
- // xopt : a vector of double, the computed solution of the optimization problem
+ // 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 :
- // find the minimum or maximum of f(x) such that
+ // find the minimum or maximum of C'⋅x such that
//
// <latex>
// \begin{eqnarray}
// &\mbox{min}_{x}
- // & C^T*x \\
- // & \text{subject to} & A*x \leq b \\
- // & & Aeq*x = beq \\
+ // & C^T⋅x \\
+ // & \text{subject to} & A⋅x \leq b \\
+ // & & Aeq⋅x = beq \\
// & & 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
// // Objective function
- // C = [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(0,1,8);
// // Upper Bound of variables
@@ -79,7 +79,7 @@ function [xopt,fopt,status,iter] = symphonymat (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)
- // C = -1*[ 504 803 667 1103 834 585 811 856 690 832 846 813 868 793 ..
+ // c = -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 ..
@@ -88,47 +88,47 @@ function [xopt,fopt,status,iter] = symphonymat (varargin)
// 1162 653 814 625 599 476 767 954 906 904 649 873 565 853 1008 632]';
// //Constraint Matrix
// 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 ;
+ // 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,1)
+ // nbVar = size(c,1)
// b=[11927 13727 11551 13056 13460 ];
// // Lower Bound of variables
// lb = repmat(0,1,nbVar)
@@ -148,7 +148,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin)
// // Optimal value
// fopt = [ 24381 ]
// // Calling Symphony
- // [x,f,status,output] = symphonymat(C,intcon,A,b,[],[],lb,ub,options);
+ // [x,f,status,output] = symphonymat(c,intcon,A,b,[],[],lb,ub,options);
// Authors
// Keyur Joshi, Saikiran, Iswarya, Harpreet Singh
@@ -157,24 +157,33 @@ function [xopt,fopt,status,iter] = symphonymat (varargin)
[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
-
+ 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)
+ c = [];
+ intcon = [];
+ A = [];
+ b = [];
+ Aeq = [];
+ beq = [];
+ lb = [];
+ ub = [];
+
+
+ c = varargin(1)
+ intcon = varargin(2)
+ A = varargin(3)
+ b = varargin(4)
- if (size(objCoef,2)~=1) then
+ if (size(c,2)~=1) then
errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "Symphonymat");
error(errmsg);
end
- nbVar = size(objCoef,1);
+ nbVar = size(c,1);
if ( rhs<5 ) then
Aeq = []
@@ -218,25 +227,25 @@ function [xopt,fopt,status,iter] = symphonymat (varargin)
// 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(lb,2)== [nbVar]) then
+ lb = lb';
+ end
- if (size(ub,2)== [nbVar]) then
- ub = ub';
- end
+ if (size(ub,2)== [nbVar]) then
+ ub = ub';
+ end
- if (size(b,2)== [nbConInEq]) then
- b = b';
- end
+ if (size(b,2)== [nbConInEq]) then
+ b = b';
+ end
- if (size(beq,2)== [nbConEq]) then
- beq = beq';
- 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 not exceed total number of variable "), "Symphonymat");
+ errmsg = msprintf(gettext("%s: The values inside intcon should be less than the number of variables"), "Symphonymat");
error(errmsg);
end
@@ -246,35 +255,35 @@ function [xopt,fopt,status,iter] = symphonymat (varargin)
end
if(modulo(intcon(i),1)) then
- errmsg = msprintf(gettext("%s: The values inside intcon should be integer "), "Symphonymat");
+ errmsg = msprintf(gettext("%s: The values inside intcon should be an integer "), "Symphonymat");
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"), "Symphonymat");
- error(errmsg);
- end
+ 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"), "Symphonymat");
+ 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"), "Symphonymat");
- error(errmsg);
- end
+ 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"), "Symphonymat");
+ 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"), "Symphonymat");
- error(errmsg);
- end
+ 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"), "Symphonymat");
+ 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"), "Symphonymat");
- error(errmsg);
- end
+ 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"), "Symphonymat");
+ error(errmsg);
+ end
//Check the size of Lower Bound which should equal to the number of variables
if ( size(lb,1) ~= nbVar) then
@@ -349,9 +358,9 @@ function [xopt,fopt,status,iter] = symphonymat (varargin)
//Changing into row vector
lb = lb';
ub = ub';
- objCoef = objCoef';
+ c = c';
- [xopt,fopt,status,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,lb,ub,conMatrix,conLB,conUB,objSense,options);
+ [xopt,fopt,status,iter] = symphony_call(nbVar,nbCon,c,isInt,lb,ub,conMatrix,conLB,conUB,objSense,options);
endfunction