diff options
59 files changed, 435 insertions, 813 deletions
diff --git a/demos/lsqlin.dem.sce b/demos/lsqlin.dem.sce index d417bf0..fb4bad9 100644 --- a/demos/lsqlin.dem.sce +++ b/demos/lsqlin.dem.sce @@ -21,8 +21,10 @@ b = [0.5251 0.2026 0.6721]; [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b) +// Press ENTER to continue halt() // Press return to continue +//A basic example for equality, inequality and 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 @@ -44,6 +46,4 @@ beq = 4; lb = -0.1*ones(4,1); ub = 2*ones(4,1); [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub) -halt() // Press return to continue - //========= E N D === O F === D E M O =========// diff --git a/demos/lsqnonneg.dem.sce b/demos/lsqnonneg.dem.sce index b61af0a..73fa6df 100644 --- a/demos/lsqnonneg.dem.sce +++ b/demos/lsqnonneg.dem.sce @@ -15,6 +15,4 @@ d = [ 0.0747 0.8405]; [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg(C,d) -halt() // Press return to continue - //========= E N D === O F === D E M O =========// diff --git a/demos/qpipopt.dem.sce b/demos/qpipopt.dem.sce index d929a5c..41b8314 100644 --- a/demos/qpipopt.dem.sce +++ b/demos/qpipopt.dem.sce @@ -20,6 +20,7 @@ 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) +// Press ENTER to continue halt() // Press return to continue //Find the value of x that minimize following function @@ -39,6 +40,4 @@ ub = [%inf; %inf]; nbVar = 2; nbCon = 3; [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) -halt() // Press return to continue - //========= E N D === O F === D E M O =========// diff --git a/demos/qpipoptmat.dem.sce b/demos/qpipoptmat.dem.sce index 61263a8..bbaa42c 100644 --- a/demos/qpipoptmat.dem.sce +++ b/demos/qpipoptmat.dem.sce @@ -3,26 +3,6 @@ mode(1) // Demo of qpipoptmat.sci // -//Find x in R^6 such that: -halt() // Press return to continue - -Aeq= [1,-1,1,0,3,1; --1,0,-3,-4,5,6; -2,5,3,0,1,0]; -beq=[1; 2; 3]; -A= [0,1,0,1,2,-1; --1,0,2,1,1,0]; -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,[],param) -clear H f A b Aeq beq lb ub; -halt() // Press return to continue - //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: @@ -37,6 +17,22 @@ b = [2; 2; 3]; lb = [0; 0]; ub = [%inf; %inf]; [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub) +// Press ENTER to continue halt() // Press return to continue +//Find x in R^6 such that: +Aeq= [1,-1,1,0,3,1; +-1,0,-3,-4,5,6; +2,5,3,0,1,0]; +beq=[1; 2; 3]; +A= [0,1,0,1,2,-1; +-1,0,2,1,1,0]; +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,[],param) //========= E N D === O F === D E M O =========// diff --git a/demos/symphony.dem.sce b/demos/symphony.dem.sce index c17c14d..0449b3a 100644 --- a/demos/symphony.dem.sce +++ b/demos/symphony.dem.sce @@ -24,6 +24,7 @@ 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) +// Press ENTER to continue halt() // Press return to continue // An advanced case where we set some options in symphony @@ -107,7 +108,5 @@ 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 .. // Optimal value fopt = [ 24381 ] // Calling Symphony -[x,f,status,output] = symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options) -halt() // Press return to continue - +[x,f,status,output] = symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options); //========= E N D === O F === D E M O =========// diff --git a/demos/symphonymat.dem.sce b/demos/symphonymat.dem.sce index 0c968a7..9467e78 100644 --- a/demos/symphonymat.dem.sce +++ b/demos/symphonymat.dem.sce @@ -17,6 +17,7 @@ beq = [ 25, 1.25, 1.25] intcon = [1 2 3 4]; // Calling Symphony [x,f,status,output] = symphonymat(c,intcon,[],[],Aeq,beq,lb,ub) +// Press ENTER to continue halt() // Press return to continue // An advanced case where we set some options in symphony @@ -99,6 +100,4 @@ 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 .. fopt = [ 24381 ] // Calling Symphony [x,f,status,output] = symphonymat(objCoef,intcon,conMatrix,conUB,[],[],lb,ub,options); -halt() // Press return to continue - //========= E N D === O F === D E M O =========// diff --git a/help/en_US/lsqlin.xml b/help/en_US/lsqlin.xml index 1216bae..1936e11 100644 --- a/help/en_US/lsqlin.xml +++ b/help/en_US/lsqlin.xml @@ -24,11 +24,11 @@ <refsynopsisdiv> <title>Calling Sequence</title> <synopsis> - x = lsqlin(C,d,A,b) - x = lsqlin(C,d,A,b,Aeq,beq) - x = lsqlin(C,d,A,b,Aeq,beq,lb,ub) - x = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0) - x = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0,param) + xopt = lsqlin(C,d,A,b) + xopt = lsqlin(C,d,A,b,Aeq,beq) + xopt = lsqlin(C,d,A,b,Aeq,beq,lb,ub) + xopt = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0) + xopt = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0,param) [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin( ... ) </synopsis> @@ -66,9 +66,9 @@ <varlistentry><term>exitflag :</term> <listitem><para> Integer identifying the reason the algorithm terminated.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> Structure containing information about the optimization.</para></listitem></varlistentry> + <listitem><para> Structure containing information about the optimization. Right now it contains number of iteration.</para></listitem></varlistentry> <varlistentry><term>lambda :</term> - <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</para></listitem></varlistentry> + <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</para></listitem></varlistentry> </variablelist> </refsection> @@ -82,14 +82,14 @@ Search the minimum of a constrained linear least square problem specified by : \begin{eqnarray} &\mbox{min}_{x} & 1/2||C*x - d||_2^2 \\ -& \text{subject to} & A.x \leq b \\ -& & Aeq.x \leq beq \\ +& \text{subject to} & A*x \leq b \\ +& & Aeq*x = beq \\ & & lb \leq x \leq ub \\ \end{eqnarray} </latex> </para> <para> -We are calling IPOpt for solving the linear least square problem, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird. +We are calling IPOpt for solving the linear least square problem, IPOpt is a library written in C++. </para> <para> </para> @@ -116,6 +116,7 @@ b = [0.5251 0.2026 0.6721]; [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b) +// Press ENTER to continue ]]></programlisting> </refsection> @@ -123,6 +124,7 @@ b = [0.5251 <refsection> <title>Examples</title> <programlisting role="example"><![CDATA[ +//A basic example for equality, inequality and 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 @@ -144,7 +146,6 @@ beq = 4; lb = -0.1*ones(4,1); ub = 2*ones(4,1); [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub) - ]]></programlisting> </refsection> diff --git a/help/en_US/lsqnonneg.xml b/help/en_US/lsqnonneg.xml index 95c8da1..daf79bf 100644 --- a/help/en_US/lsqnonneg.xml +++ b/help/en_US/lsqnonneg.xml @@ -24,8 +24,8 @@ <refsynopsisdiv> <title>Calling Sequence</title> <synopsis> - x = lsqnonneg(C,d) - x = lsqnonneg(C,d,param) + xopt = lsqnonneg(C,d) + xopt = lsqnonneg(C,d,param) [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg( ... ) </synopsis> @@ -47,9 +47,9 @@ <varlistentry><term>exitflag :</term> <listitem><para> Integer identifying the reason the algorithm terminated.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> Structure containing information about the optimization.</para></listitem></varlistentry> + <listitem><para> Structure containing information about the optimization. Right now it contains number of iteration.</para></listitem></varlistentry> <varlistentry><term>lambda :</term> - <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</para></listitem></varlistentry> + <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</para></listitem></varlistentry> </variablelist> </refsection> @@ -68,7 +68,7 @@ Solves nonnegative least-squares curve fitting problems specified by : </latex> </para> <para> -We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird. +We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++. </para> <para> </para> @@ -77,7 +77,7 @@ We are calling IPOpt for solving the nonnegative least-squares curve fitting pro <refsection> <title>Examples</title> <programlisting role="example"><![CDATA[ -A basic lsqnonneg problem +// A basic lsqnonneg problem C = [ 0.0372 0.2869 0.6861 0.7071 @@ -89,7 +89,6 @@ d = [ 0.0747 0.8405]; [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg(C,d) - ]]></programlisting> </refsection> diff --git a/help/en_US/master_help.xml b/help/en_US/master_help.xml index 999a2d7..e59ac6c 100644 --- a/help/en_US/master_help.xml +++ b/help/en_US/master_help.xml @@ -4,10 +4,8 @@ <!ENTITY a3d4ec65684b561d91f7a255acd23f51c SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/lsqlin.xml"> <!ENTITY aa4a031935f5eed6cfc8fc4a49823b00b SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/lsqnonneg.xml"> <!ENTITY a6b85f6e0c98751f20b68663a23cb4cd2 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/qpipopt.xml"> -<!ENTITY a44928acec52adf395379e18fcff06730 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/qpipopt_mat.xml"> <!ENTITY a8549a3935858ed104f4749ca2243456a SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/qpipoptmat.xml"> <!ENTITY aca972f273143ecb39f56b42e4723ac67 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/symphony.xml"> -<!ENTITY a9953e61e8dd264a86df73772d3055e7f SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/symphony_mat.xml"> <!ENTITY a9910ada35b57b0581e8a77d145abac4a SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/symphonymat.xml"> <!ENTITY acc223314e8a8bc290a13618df33a6237 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/Symphony Native Function/sym_addConstr.xml"> <!ENTITY a5e032b3334f53385f0ce250f0d5c18f2 SYSTEM "/home/harpreet/symphony_work/symphony/help/en_US/Symphony Native Function/sym_addVar.xml"> @@ -86,10 +84,8 @@ &a3d4ec65684b561d91f7a255acd23f51c; &aa4a031935f5eed6cfc8fc4a49823b00b; &a6b85f6e0c98751f20b68663a23cb4cd2; -&a44928acec52adf395379e18fcff06730; &a8549a3935858ed104f4749ca2243456a; &aca972f273143ecb39f56b42e4723ac67; -&a9953e61e8dd264a86df73772d3055e7f; &a9910ada35b57b0581e8a77d145abac4a; <chapter xml:id='section_508f0b211d17ea6769714cc144e6b731'> <title>Symphony Native Functions</title> diff --git a/help/en_US/qpipopt.xml b/help/en_US/qpipopt.xml index c0756f8..d9a0e6e 100644 --- a/help/en_US/qpipopt.xml +++ b/help/en_US/qpipopt.xml @@ -64,9 +64,9 @@ <varlistentry><term>exitflag :</term> <listitem><para> Integer identifying the reason the algorithm terminated.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> Structure containing information about the optimization.</para></listitem></varlistentry> + <listitem><para> Structure containing information about the optimization. Right now it contains number of iteration.</para></listitem></varlistentry> <varlistentry><term>lambda :</term> - <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</para></listitem></varlistentry> + <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</para></listitem></varlistentry> </variablelist> </refsection> @@ -87,7 +87,7 @@ find the minimum of f(x) such that </latex> </para> <para> -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. +We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. </para> <para> </para> @@ -113,6 +113,7 @@ 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) +// Press ENTER to continue ]]></programlisting> </refsection> @@ -137,7 +138,6 @@ ub = [%inf; %inf]; nbVar = 2; nbCon = 3; [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) - ]]></programlisting> </refsection> diff --git a/help/en_US/qpipopt_mat.xml b/help/en_US/qpipopt_mat.xml deleted file mode 100644 index 7dec2b1..0000000 --- a/help/en_US/qpipopt_mat.xml +++ /dev/null @@ -1,142 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> - -<!-- - * - * This help file was generated from qpipopt_mat.sci using help_from_sci(). - * - --> - -<refentry version="5.0-subset Scilab" xml:id="qpipopt_mat" xml:lang="en" - xmlns="http://docbook.org/ns/docbook" - xmlns:xlink="http://www.w3.org/1999/xlink" - xmlns:svg="http://www.w3.org/2000/svg" - xmlns:ns3="http://www.w3.org/1999/xhtml" - xmlns:mml="http://www.w3.org/1998/Math/MathML" - xmlns:scilab="http://www.scilab.org" - xmlns:db="http://docbook.org/ns/docbook"> - - <refnamediv> - <refname>qpipopt_mat</refname> - <refpurpose>Solves a linear quadratic problem.</refpurpose> - </refnamediv> - - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - 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( ... ) - - </synopsis> -</refsynopsisdiv> - -<refsection> - <title>Parameters</title> - <variablelist> - <varlistentry><term>H :</term> - <listitem><para> a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem.</para></listitem></varlistentry> - <varlistentry><term>f :</term> - <listitem><para> a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem</para></listitem></varlistentry> - <varlistentry><term>A :</term> - <listitem><para> a m x n matrix of doubles, represents the linear coefficients in the inequality constraints</para></listitem></varlistentry> - <varlistentry><term>b :</term> - <listitem><para> a column vector of doubles, represents the linear coefficients in the inequality constraints</para></listitem></varlistentry> - <varlistentry><term>Aeq :</term> - <listitem><para> a meq x n matrix of doubles, represents the linear coefficients in the equality constraints</para></listitem></varlistentry> - <varlistentry><term>beq :</term> - <listitem><para> a vector of doubles, represents the linear coefficients in the equality constraints</para></listitem></varlistentry> - <varlistentry><term>LB :</term> - <listitem><para> a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables.</para></listitem></varlistentry> - <varlistentry><term>UB :</term> - <listitem><para> a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables.</para></listitem></varlistentry> - <varlistentry><term>xopt :</term> - <listitem><para> a nx1 matrix of doubles, the computed solution of the optimization problem.</para></listitem></varlistentry> - <varlistentry><term>fopt :</term> - <listitem><para> a 1x1 matrix of doubles, the function value at x.</para></listitem></varlistentry> - <varlistentry><term>exitflag :</term> - <listitem><para> Integer identifying the reason the algorithm terminated.</para></listitem></varlistentry> - <varlistentry><term>output :</term> - <listitem><para> Structure containing information about the optimization.</para></listitem></varlistentry> - <varlistentry><term>lambda :</term> - <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</para></listitem></varlistentry> - </variablelist> -</refsection> - -<refsection> - <title>Description</title> - <para> -Search the minimum of a constrained linear quadratic optimization problem specified by : -find the minimum of f(x) such that - </para> - <para> -<latex> -\begin{eqnarray} -&\mbox{min}_{x} -& 1/2*x'*H*x + f'*x \\ -& \text{subject to} & A.x \leq b \\ -& & Aeq.x \leq beq \\ -& & lb \leq x \leq ub \\ -\end{eqnarray} -</latex> - </para> - <para> -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. - </para> - <para> -</para> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//Find x in R^6 such that: - -Aeq= [1,-1,1,0,3,1; --1,0,-3,-4,5,6; -2,5,3,0,1,0]; -beq=[1; 2; 3]; -A= [0,1,0,1,2,-1; --1,0,2,1,1,0]; -b = [-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 -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) -clear H f A b Aeq beq lb ub; - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -//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. -H = [1 -1; -1 2]; -f = [-2; -6]; -A = [1 1; -1 2; 2 1]; -b = [2; 2; 3]; -lb = [0; 0]; -ub = [%inf; %inf]; -[xopt,fopt,exitflag,output,lambda] = qpipopt_mat(H,f,A,b,[],[],lb,ub) - - ]]></programlisting> -</refsection> - -<refsection> - <title>Authors</title> - <simplelist type="vert"> - <member>Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</member> - </simplelist> -</refsection> -</refentry> diff --git a/help/en_US/qpipoptmat.xml b/help/en_US/qpipoptmat.xml index f3830f4..2ea714d 100644 --- a/help/en_US/qpipoptmat.xml +++ b/help/en_US/qpipoptmat.xml @@ -24,12 +24,12 @@ <refsynopsisdiv> <title>Calling Sequence</title> <synopsis> - 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 = qpipoptmat(H,f) + xopt = qpipoptmat(H,f,A,b) + xopt = qpipoptmat(H,f,A,b,Aeq,beq) + xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub) + xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0) + xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param) [xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... ) </synopsis> @@ -65,9 +65,9 @@ <varlistentry><term>exitflag :</term> <listitem><para> Integer identifying the reason the algorithm terminated.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> Structure containing information about the optimization.</para></listitem></varlistentry> + <listitem><para> Structure containing information about the optimization. Right now it contains number of iteration.</para></listitem></varlistentry> <varlistentry><term>lambda :</term> - <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</para></listitem></varlistentry> + <listitem><para> Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</para></listitem></varlistentry> </variablelist> </refsection> @@ -82,14 +82,14 @@ find the minimum of f(x) such that \begin{eqnarray} &\mbox{min}_{x} & 1/2*x'*H*x + f'*x \\ -& \text{subject to} & A.x \leq b \\ -& & Aeq.x \leq beq \\ +& \text{subject to} & A*x \leq b \\ +& & Aeq*x = beq \\ & & lb \leq x \leq ub \\ \end{eqnarray} </latex> </para> <para> -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. +We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. </para> <para> </para> @@ -98,30 +98,6 @@ We are calling IPOpt for solving the quadratic problem, IPOpt is a library writt <refsection> <title>Examples</title> <programlisting role="example"><![CDATA[ -//Find x in R^6 such that: - -Aeq= [1,-1,1,0,3,1; --1,0,-3,-4,5,6; -2,5,3,0,1,0]; -beq=[1; 2; 3]; -A= [0,1,0,1,2,-1; --1,0,2,1,1,0]; -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,[],param) -clear H f A b Aeq beq lb ub; - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ //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: @@ -136,7 +112,29 @@ b = [2; 2; 3]; lb = [0; 0]; ub = [%inf; %inf]; [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub) +// Press ENTER to continue + + ]]></programlisting> +</refsection> +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +//Find x in R^6 such that: +Aeq= [1,-1,1,0,3,1; +-1,0,-3,-4,5,6; +2,5,3,0,1,0]; +beq=[1; 2; 3]; +A= [0,1,0,1,2,-1; +-1,0,2,1,1,0]; +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,[],param) ]]></programlisting> </refsection> diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS Binary files differindex 2aa9c2c..9b6386a 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB Binary files differindex 954ffd9..8f3ddaf 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/DOCS.TAB diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS b/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS Binary files differindex d5a0fd6..d668ed6 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/OFFSETS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS b/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS Binary files differindex 1fbf883..65379cd 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/POSITIONS diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA b/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA index 93aea58..b5697c6 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/SCHEMA @@ -1,2 +1,2 @@ JavaSearch 1.0 -TMAP bs=2048 rt=1 fl=-1 id1=1435 id2=1 +TMAP bs=2048 rt=1 fl=-1 id1=1439 id2=1 diff --git a/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP b/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP Binary files differindex 141985f..e2f089a 100644 --- a/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP +++ b/help/en_US/scilab_en_US_help/JavaHelpSearch/TMAP diff --git a/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png Binary files differindex d89b104..873dc47 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_lsqlin.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png Binary files differindex b6e2743..7331197 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_qpipoptmat.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png Binary files differindex 07dafd6..96b5161 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_symphony.xml_1.png diff --git a/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png b/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png Binary files differindex 2e81ca1..94c5200 100644 --- a/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png +++ b/help/en_US/scilab_en_US_help/_LaTeX_symphonymat.xml_1.png diff --git a/help/en_US/scilab_en_US_help/index.html b/help/en_US/scilab_en_US_help/index.html index c942e96..03ce98c 100644 --- a/help/en_US/scilab_en_US_help/index.html +++ b/help/en_US/scilab_en_US_help/index.html @@ -50,12 +50,6 @@ -<li><a href="qpipopt_mat.html" class="refentry">qpipopt_mat</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li> - - - - - <li><a href="qpipoptmat.html" class="refentry">qpipoptmat</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li> @@ -68,12 +62,6 @@ -<li><a href="symphony_mat.html" class="refentry">symphony_mat</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</span></li> - - - - - <li><a href="symphonymat.html" class="refentry">symphonymat</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</span></li> <li><a href="section_508f0b211d17ea6769714cc144e6b731.html" class="chapter">Symphony Native Functions</a> diff --git a/help/en_US/scilab_en_US_help/jhelpmap.jhm b/help/en_US/scilab_en_US_help/jhelpmap.jhm index f046f8a..0226c5e 100644 --- a/help/en_US/scilab_en_US_help/jhelpmap.jhm +++ b/help/en_US/scilab_en_US_help/jhelpmap.jhm @@ -6,10 +6,8 @@ <mapID target="lsqlin" url="lsqlin.html"/> <mapID target="lsqnonneg" url="lsqnonneg.html"/> <mapID target="qpipopt" url="qpipopt.html"/> -<mapID target="qpipopt_mat" url="qpipopt_mat.html"/> <mapID target="qpipoptmat" url="qpipoptmat.html"/> <mapID target="symphony" url="symphony.html"/> -<mapID target="symphony_mat" url="symphony_mat.html"/> <mapID target="symphonymat" url="symphonymat.html"/> <mapID target="section_508f0b211d17ea6769714cc144e6b731" url="section_508f0b211d17ea6769714cc144e6b731.html"/> <mapID target="sym_addConstr" url="sym_addConstr.html"/> diff --git a/help/en_US/scilab_en_US_help/jhelptoc.xml b/help/en_US/scilab_en_US_help/jhelptoc.xml index 7722be3..f53e713 100644 --- a/help/en_US/scilab_en_US_help/jhelptoc.xml +++ b/help/en_US/scilab_en_US_help/jhelptoc.xml @@ -6,10 +6,8 @@ <tocitem target="lsqlin" text="lsqlin"/> <tocitem target="lsqnonneg" text="lsqnonneg"/> <tocitem target="qpipopt" text="qpipopt"/> -<tocitem target="qpipopt_mat" text="qpipopt_mat"/> <tocitem target="qpipoptmat" text="qpipoptmat"/> <tocitem target="symphony" text="symphony"/> -<tocitem target="symphony_mat" text="symphony_mat"/> <tocitem target="symphonymat" text="symphonymat"/> <tocitem target="section_508f0b211d17ea6769714cc144e6b731" text="Symphony Native Functions"> <tocitem target="sym_addConstr" text="sym_addConstr"/> diff --git a/help/en_US/scilab_en_US_help/lsqlin.html b/help/en_US/scilab_en_US_help/lsqlin.html index bf5a259..b371871 100644 --- a/help/en_US/scilab_en_US_help/lsqlin.html +++ b/help/en_US/scilab_en_US_help/lsqlin.html @@ -37,11 +37,11 @@ <div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> - <div class="synopsis"><pre><span class="default">x</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqlin</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> <span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">resnorm</span><span class="default">,</span><span class="default">residual</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lambda</span><span class="default">] = </span><span class="functionid">lsqlin</span><span class="default">( ... )</span></pre></div></div> <div class="refsection"><h3 class="title">Parameters</h3> @@ -74,14 +74,14 @@ <dt><span class="term">exitflag :</span> <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> <dt><span class="term">lambda :</span> - <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</p></dd></dt></dl></div> + <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum of a constrained linear least square problem specified by :</p> <p class="para"><span><img src='./_LaTeX_lsqlin.xml_1.png' style='position:relative;top:41px;width:234px;height:90px'/></span></p> - <p class="para">We are calling IPOpt for solving the linear least square problem, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird.</p> + <p class="para">We are calling IPOpt for solving the linear least square problem, IPOpt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> @@ -102,10 +102,12 @@ <span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0.5251</span> <span class="scilabnumber">0.2026</span> <span class="scilabnumber">0.6721</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqlin</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0.9501</span> <span class="scilabnumber">0.7620</span> <span class="scilabnumber">0.6153</span> <span class="scilabnumber">0.4057</span> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//A basic example for equality, inequality and bounds</span> +<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0.9501</span> <span class="scilabnumber">0.7620</span> <span class="scilabnumber">0.6153</span> <span class="scilabnumber">0.4057</span> <span class="scilabnumber">0.2311</span> <span class="scilabnumber">0.4564</span> <span class="scilabnumber">0.7919</span> <span class="scilabnumber">0.9354</span> <span class="scilabnumber">0.6068</span> <span class="scilabnumber">0.0185</span> <span class="scilabnumber">0.9218</span> <span class="scilabnumber">0.9169</span> <span class="scilabnumber">0.4859</span> <span class="scilabnumber">0.8214</span> <span class="scilabnumber">0.7382</span> <span class="scilabnumber">0.4102</span> diff --git a/help/en_US/scilab_en_US_help/lsqnonneg.html b/help/en_US/scilab_en_US_help/lsqnonneg.html index 4f2f661..40139a0 100644 --- a/help/en_US/scilab_en_US_help/lsqnonneg.html +++ b/help/en_US/scilab_en_US_help/lsqnonneg.html @@ -37,8 +37,8 @@ <div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> - <div class="synopsis"><pre><span class="default">x</span><span class="default"> = </span><span class="functionid">lsqnonneg</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">lsqnonneg</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqnonneg</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqnonneg</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> <span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">resnorm</span><span class="default">,</span><span class="default">residual</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lambda</span><span class="default">] = </span><span class="functionid">lsqnonneg</span><span class="default">( ... )</span></pre></div></div> <div class="refsection"><h3 class="title">Parameters</h3> @@ -55,18 +55,18 @@ <dt><span class="term">exitflag :</span> <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> <dt><span class="term">lambda :</span> - <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</p></dd></dt></dl></div> + <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Solves nonnegative least-squares curve fitting problems specified by :</p> <p class="para"><span><img src='./_LaTeX_lsqnonneg.xml_1.png' style='position:relative;top:19px;width:197px;height:46px'/></span></p> - <p class="para">We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird.</p> + <p class="para">We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">A</span> <span class="scilabid">basic</span> <span class="scilabid">lsqnonneg</span> <span class="scilabid">problem</span> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// A basic lsqnonneg problem</span> <span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">0.0372</span> <span class="scilabnumber">0.2869</span> <span class="scilabnumber">0.6861</span> <span class="scilabnumber">0.7071</span> diff --git a/help/en_US/scilab_en_US_help/qpipopt.html b/help/en_US/scilab_en_US_help/qpipopt.html index 7588c1d..7cc0560 100644 --- a/help/en_US/scilab_en_US_help/qpipopt.html +++ b/help/en_US/scilab_en_US_help/qpipopt.html @@ -20,7 +20,7 @@ </td> <td width="30%" class="next"> - <span class="next"><a href="qpipopt_mat.html">qpipopt_mat >></a></span> + <span class="next"><a href="qpipoptmat.html">qpipoptmat >></a></span> </td> </tr></table> @@ -72,15 +72,15 @@ <dt><span class="term">exitflag :</span> <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> <dt><span class="term">lambda :</span> - <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</p></dd></dt></dl></div> + <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum of a constrained linear quadratic optimization problem specified by : find the minimum of f(x) such that</p> <p class="para"><span><img src='./_LaTeX_qpipopt.xml_1.png' style='position:relative;top:31px;width:293px;height:70px'/></span></p> - <p class="para">We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird.</p> + <p class="para">We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> @@ -100,7 +100,8 @@ find the minimum of f(x) such that</p> <span class="scilabid">nbCon</span> <span class="scilaboperator">=</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabid">x0</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabid">param</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://list">list</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">MaxIter</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabnumber">300</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">CpuTime</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabnumber">100</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> -<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">Q</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">param</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipopt</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">Q</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilabid">x0</span><span class="scilabdefault">,</span><span class="scilabid">param</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find the value of x that minimize following function</span> @@ -138,7 +139,7 @@ find the minimum of f(x) such that</p> </td> <td width="30%" class="next"> - <span class="next"><a href="qpipopt_mat.html">qpipopt_mat >></a></span> + <span class="next"><a href="qpipoptmat.html">qpipoptmat >></a></span> </td> </tr></table> diff --git a/help/en_US/scilab_en_US_help/qpipoptmat.html b/help/en_US/scilab_en_US_help/qpipoptmat.html index e1d301a..8b81cac 100644 --- a/help/en_US/scilab_en_US_help/qpipoptmat.html +++ b/help/en_US/scilab_en_US_help/qpipoptmat.html @@ -12,7 +12,7 @@ <div class="manualnavbar"> <table width="100%"><tr> <td width="30%"> - <span class="previous"><a href="qpipopt_mat.html"><< qpipopt_mat</a></span> + <span class="previous"><a href="qpipopt.html"><< qpipopt</a></span> </td> <td width="40%" class="center"> @@ -37,12 +37,12 @@ <div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> - <div class="synopsis"><pre><span class="default">x</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> -<span class="default">x</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> + <div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">)</span> +<span class="default">xopt</span><span class="default"> = </span><span class="functionid">qpipoptmat</span><span class="default">(</span><span class="default">H</span><span class="default">,</span><span class="default">f</span><span class="default">,</span><span class="default">A</span><span class="default">,</span><span class="default">b</span><span class="default">,</span><span class="default">Aeq</span><span class="default">,</span><span class="default">beq</span><span class="default">,</span><span class="default">lb</span><span class="default">,</span><span class="default">ub</span><span class="default">,</span><span class="default">x0</span><span class="default">,</span><span class="default">param</span><span class="default">)</span> <span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">fopt</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lamda</span><span class="default">] = </span><span class="functionid">qpipoptmat</span><span class="default">( ... )</span></pre></div></div> <div class="refsection"><h3 class="title">Parameters</h3> @@ -73,20 +73,36 @@ <dt><span class="term">exitflag :</span> <dd><p class="para">Integer identifying the reason the algorithm terminated.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">Structure containing information about the optimization.</p></dd></dt> + <dd><p class="para">Structure containing information about the optimization. Right now it contains number of iteration.</p></dd></dt> <dt><span class="term">lambda :</span> - <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).</p></dd></dt></dl></div> + <dd><p class="para">Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum of a constrained linear quadratic optimization problem specified by : find the minimum of f(x) such that</p> <p class="para"><span><img src='./_LaTeX_qpipoptmat.xml_1.png' style='position:relative;top:40px;width:284px;height:88px'/></span></p> - <p class="para">We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird.</p> + <p class="para">We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find x in R^6 such that:</span> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find the value of x that minimize following function</span> +<span class="scilabcomment">// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2</span> +<span class="scilabcomment">// Subject to:</span> +<span class="scilabcomment">// x1 + x2 ≤ 2</span> +<span class="scilabcomment">// –x1 + 2x2 ≤ 2</span> +<span class="scilabcomment">// 2x1 + x2 ≤ 3</span> +<span class="scilabcomment">// 0 ≤ x1, 0 ≤ x2.</span> +<span class="scilabid">H</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">f</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">qpipoptmat</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<div class="refsection"><h3 class="title">Examples</h3> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find x in R^6 such that:</span> <span class="scilabid">Aeq</span><span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> @@ -100,24 +116,7 @@ find the minimum of f(x) such that</p> <span class="scilabid">param</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://list">list</a><span class="scilabopenclose">(</span><span class="scilabstring">"</span><span class="scilabstring">MaxIter</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabnumber">300</span><span class="scilabdefault">,</span> <span class="scilabstring">"</span><span class="scilabstring">CpuTime</span><span class="scilabstring">"</span><span class="scilabdefault">,</span> <span class="scilabnumber">100</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> <span class="scilabcomment">//and minimize 0.5*x</span><span class="scilabcomment">'</span><span class="scilabcomment">*Q*x + p</span><span class="scilabcomment">'</span><span class="scilabcomment">*x with</span> <span class="scilabid">f</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabdefault">;</span> <span class="scilabnumber">4</span><span class="scilabdefault">;</span> <span class="scilabnumber">5</span><span class="scilabdefault">;</span> <span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabid">H</span><span class="scilaboperator">=</span><a class="scilabcommand" href="scilab://eye">eye</a><span class="scilabopenclose">(</span><span class="scilabnumber">6</span><span class="scilabdefault">,</span><span class="scilabnumber">6</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span> -<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipoptmat</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">param</span><span class="scilabopenclose">)</span> -<span class="scilabid">clear</span> <span class="scilabid">H</span> <span class="scilabid">f</span> <span class="scilabid">A</span> <span class="scilabid">b</span> <span class="scilabid">Aeq</span> <span class="scilabid">beq</span> <span class="scilabid">lb</span> <span class="scilabid">ub</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> - -<div class="refsection"><h3 class="title">Examples</h3> - <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">//Find the value of x that minimize following function</span> -<span class="scilabcomment">// f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2</span> -<span class="scilabcomment">// Subject to:</span> -<span class="scilabcomment">// x1 + x2 ≤ 2</span> -<span class="scilabcomment">// –x1 + 2x2 ≤ 2</span> -<span class="scilabcomment">// 2x1 + x2 ≤ 3</span> -<span class="scilabcomment">// 0 ≤ x1, 0 ≤ x2.</span> -<span class="scilabid">H</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">f</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilaboperator">-</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">6</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">A</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span> <span class="scilaboperator">-</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">2</span><span class="scilabdefault">;</span> <span class="scilabnumber">3</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">lb</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">0</span><span class="scilabdefault">;</span> <span class="scilabnumber">0</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">ub</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabconstants">%inf</span><span class="scilabdefault">;</span> <span class="scilabconstants">%inf</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">qpipoptmat</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">fopt</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span><span class="scilaboperator">=</span><span class="scilabid">qpipoptmat</span><span class="scilabopenclose">(</span><span class="scilabid">H</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">A</span><span class="scilabdefault">,</span><span class="scilabid">b</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">param</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Authors</h3> <ul class="itemizedlist"><li class="member">Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</li></ul></div> @@ -128,7 +127,7 @@ find the minimum of f(x) such that</p> <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr> <tr> <td width="30%"> - <span class="previous"><a href="qpipopt_mat.html"><< qpipopt_mat</a></span> + <span class="previous"><a href="qpipopt.html"><< qpipopt</a></span> </td> <td width="40%" class="center"> diff --git a/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html b/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html index 7219261..a79bad0 100644 --- a/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html +++ b/help/en_US/scilab_en_US_help/section_19f4f1e5726c01d683e8b82be0a7e910.html @@ -49,12 +49,6 @@ -<li><a href="qpipopt_mat.html" class="refentry">qpipopt_mat</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li> - - - - - <li><a href="qpipoptmat.html" class="refentry">qpipoptmat</a> — <span class="refentry-description">Solves a linear quadratic problem.</span></li> @@ -67,12 +61,6 @@ -<li><a href="symphony_mat.html" class="refentry">symphony_mat</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</span></li> - - - - - <li><a href="symphonymat.html" class="refentry">symphonymat</a> — <span class="refentry-description">Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</span></li> <li><a href="section_508f0b211d17ea6769714cc144e6b731.html" class="chapter">Symphony Native Functions</a> diff --git a/help/en_US/scilab_en_US_help/symphony.html b/help/en_US/scilab_en_US_help/symphony.html index 14e9118..9b2bebe 100644 --- a/help/en_US/scilab_en_US_help/symphony.html +++ b/help/en_US/scilab_en_US_help/symphony.html @@ -20,7 +20,7 @@ </td> <td width="30%" class="next"> - <span class="next"><a href="symphony_mat.html">symphony_mat >></a></span> + <span class="next"><a href="symphonymat.html">symphonymat >></a></span> </td> </tr></table> @@ -72,13 +72,13 @@ <dt><span class="term">status :</span> <dd><p class="para">status flag from symphony.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">The output data structure contains detailed informations about the optimization process.</p></dd></dt></dl></div> + <dd><p class="para">The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : find the minimum or maximum of f(x) such that</p> - <p class="para"><span><img src='./_LaTeX_symphony.xml_1.png' style='position:relative;top:31px;width:293px;height:70px'/></span></p> - <p class="para">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.</p> + <p class="para"><span><img src='./_LaTeX_symphony.xml_1.png' style='position:relative;top:41px;width:295px;height:90px'/></span></p> + <p class="para">We are calling SYMPHONY written in C by gateway files for the actual computation.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> @@ -102,7 +102,8 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabid">xopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">7.25</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0.25</span> <span class="scilabnumber">3.5</span><span class="scilabopenclose">]</span> <span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">8495</span><span class="scilabopenclose">]</span> <span class="scilabcomment">// Calling Symphony</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabnumber">8</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conlb</span><span class="scilabdefault">,</span><span class="scilabid">conub</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabnumber">8</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conlb</span><span class="scilabdefault">,</span><span class="scilabid">conub</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// An advanced case where we set some options in symphony</span> @@ -186,7 +187,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabcomment">// Optimal value</span> <span class="scilabid">fopt</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">24381</span> <span class="scilabopenclose">]</span> <span class="scilabcomment">// Calling Symphony</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphony</span><span class="scilabopenclose">(</span><span class="scilabid">nbVar</span><span class="scilabdefault">,</span><span class="scilabid">nbCon</span><span class="scilabdefault">,</span><span class="scilabid">p</span><span class="scilabdefault">,</span><span class="scilabid">isInt</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabdefault">,</span><span class="scilabid">conMatrix</span><span class="scilabdefault">,</span><span class="scilabid">conLB</span><span class="scilabdefault">,</span><span class="scilabid">conUB</span><span class="scilabdefault">,</span><span class="scilaboperator">-</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">options</span><span class="scilabopenclose">)</span><span class="scilabdefault">;</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Authors</h3> <ul class="itemizedlist"><li class="member">Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</li></ul></div> @@ -205,7 +206,7 @@ find the minimum or maximum of f(x) such that</p> </td> <td width="30%" class="next"> - <span class="next"><a href="symphony_mat.html">symphony_mat >></a></span> + <span class="next"><a href="symphonymat.html">symphonymat >></a></span> </td> </tr></table> diff --git a/help/en_US/scilab_en_US_help/symphonymat.html b/help/en_US/scilab_en_US_help/symphonymat.html index 2e89728..611010b 100644 --- a/help/en_US/scilab_en_US_help/symphonymat.html +++ b/help/en_US/scilab_en_US_help/symphonymat.html @@ -12,7 +12,7 @@ <div class="manualnavbar"> <table width="100%"><tr> <td width="30%"> - <span class="previous"><a href="symphony_mat.html"><< symphony_mat</a></span> + <span class="previous"><a href="symphony.html"><< symphony</a></span> </td> <td width="40%" class="center"> @@ -69,13 +69,13 @@ <dt><span class="term">status :</span> <dd><p class="para">status flag from symphony.</p></dd></dt> <dt><span class="term">output :</span> - <dd><p class="para">The output data structure contains detailed informations about the optimization process.</p></dd></dt></dl></div> + <dd><p class="para">The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.</p></dd></dt></dl></div> <div class="refsection"><h3 class="title">Description</h3> <p class="para">Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : find the minimum or maximum of f(x) such that</p> - <p class="para"><span><img src='./_LaTeX_symphonymat.xml_1.png' style='position:relative;top:40px;width:205px;height:88px'/></span></p> - <p class="para">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.</p> + <p class="para"><span><img src='./_LaTeX_symphonymat.xml_1.png' style='position:relative;top:51px;width:216px;height:110px'/></span></p> + <p class="para">We are calling SYMPHONY written in C by gateway files for the actual computation.</p> <p class="para"></p></div> <div class="refsection"><h3 class="title">Examples</h3> @@ -92,7 +92,8 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabid">beq</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span> <span class="scilabnumber">25</span><span class="scilabdefault">,</span> <span class="scilabnumber">1.25</span><span class="scilabdefault">,</span> <span class="scilabnumber">1.25</span><span class="scilabopenclose">]</span> <span class="scilabid">intcon</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Calling Symphony</span> -<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphonymat</span><span class="scilabopenclose">(</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> +<span class="scilabopenclose">[</span><span class="scilabid">x</span><span class="scilabdefault">,</span><span class="scilabid">f</span><span class="scilabdefault">,</span><span class="scilabid">status</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">symphonymat</span><span class="scilabopenclose">(</span><span class="scilabid">c</span><span class="scilabdefault">,</span><span class="scilabid">intcon</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabopenclose">[</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabid">Aeq</span><span class="scilabdefault">,</span><span class="scilabid">beq</span><span class="scilabdefault">,</span><span class="scilabid">lb</span><span class="scilabdefault">,</span><span class="scilabid">ub</span><span class="scilabopenclose">)</span> +<span class="scilabcomment">// Press ENTER to continue</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> <div class="refsection"><h3 class="title">Examples</h3> <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// An advanced case where we set some options in symphony</span> @@ -154,7 +155,7 @@ find the minimum or maximum of f(x) such that</p> <span class="scilabnumber">483</span> <span class="scilabnumber">336</span> <span class="scilabnumber">765</span> <span class="scilabnumber">637</span> <span class="scilabnumber">981</span> <span class="scilabnumber">980</span> <span class="scilabnumber">202</span> <span class="scilabnumber">35</span> <span class="scilabnumber">594</span> <span class="scilabnumber">689</span> <span class="scilabnumber">602</span> <span class="scilabnumber">76</span> <span class="scilabnumber">767</span> <span class="scilabnumber">693</span> <span class="scilabspecial">..</span> <span class="scilabnumber">893</span> <span class="scilabnumber">160</span> <span class="scilabnumber">785</span> <span class="scilabnumber">311</span> <span class="scilabnumber">417</span> <span class="scilabnumber">748</span> <span class="scilabnumber">375</span> <span class="scilabnumber">362</span> <span class="scilabnumber">617</span> <span class="scilabnumber">553</span> <span class="scilabnumber">474</span> <span class="scilabnumber">915</span> <span class="scilabnumber">457</span> <span class="scilabnumber">261</span> <span class="scilabnumber">350</span> <span class="scilabnumber">635</span> <span class="scilabdefault">;</span> <span class="scilabopenclose">]</span><span class="scilabdefault">;</span> -<span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">objCoef</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span> +<span class="scilabid">nbVar</span> <span class="scilaboperator">=</span> <a class="scilabcommand" href="scilab://size">size</a><span class="scilabopenclose">(</span><span class="scilabid">objCoef</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabopenclose">)</span> <span class="scilabid">conUB</span><span class="scilaboperator">=</span><span class="scilabopenclose">[</span><span class="scilabnumber">11927</span> <span class="scilabnumber">13727</span> <span class="scilabnumber">11551</span> <span class="scilabnumber">13056</span> <span class="scilabnumber">13460</span> <span class="scilabopenclose">]</span><span class="scilabdefault">;</span> <span class="scilabcomment">// Lower Bound of variables</span> <span class="scilabid">lb</span> <span class="scilaboperator">=</span> <a class="scilabmacro" href="scilab://repmat">repmat</a><span class="scilabopenclose">(</span><span class="scilabnumber">0</span><span class="scilabdefault">,</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabid">nbVar</span><span class="scilabopenclose">)</span> @@ -185,7 +186,7 @@ find the minimum or maximum of f(x) such that</p> <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr> <tr> <td width="30%"> - <span class="previous"><a href="symphony_mat.html"><< symphony_mat</a></span> + <span class="previous"><a href="symphony.html"><< symphony</a></span> </td> <td width="40%" class="center"> diff --git a/help/en_US/symphony.xml b/help/en_US/symphony.xml index a80f022..9fb615d 100644 --- a/help/en_US/symphony.xml +++ b/help/en_US/symphony.xml @@ -64,7 +64,7 @@ <varlistentry><term>status :</term> <listitem><para> status flag from symphony.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> The output data structure contains detailed informations about the optimization process.</para></listitem></varlistentry> + <listitem><para> The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.</para></listitem></varlistentry> </variablelist> </refsection> @@ -78,14 +78,15 @@ 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 \\ +& f^T*x \\ +& \text{subject to} & conLB \leq C*x \leq conUB \\ & & lb \leq x \leq ub \\ +& & x_i \in \!\, \mathbb{Z}, i \in \!\, I \end{eqnarray} </latex> </para> <para> -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. +We are calling SYMPHONY written in C by gateway files for the actual computation. </para> <para> </para> @@ -115,6 +116,7 @@ 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) +// Press ENTER to continue ]]></programlisting> </refsection> @@ -203,8 +205,7 @@ 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 .. // 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,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options); ]]></programlisting> </refsection> diff --git a/help/en_US/symphony_mat.xml b/help/en_US/symphony_mat.xml deleted file mode 100644 index 4f6e9c9..0000000 --- a/help/en_US/symphony_mat.xml +++ /dev/null @@ -1,202 +0,0 @@ -<?xml version="1.0" encoding="UTF-8"?> - -<!-- - * - * This help file was generated from symphony_mat.sci using help_from_sci(). - * - --> - -<refentry version="5.0-subset Scilab" xml:id="symphony_mat" xml:lang="en" - xmlns="http://docbook.org/ns/docbook" - xmlns:xlink="http://www.w3.org/1999/xlink" - xmlns:svg="http://www.w3.org/2000/svg" - xmlns:ns3="http://www.w3.org/1999/xhtml" - xmlns:mml="http://www.w3.org/1998/Math/MathML" - xmlns:scilab="http://www.scilab.org" - xmlns:db="http://docbook.org/ns/docbook"> - - <refnamediv> - <refname>symphony_mat</refname> - <refpurpose>Solves a mixed integer linear programming constrained optimization problem in intlinprog format.</refpurpose> - </refnamediv> - - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - xopt = symphony_mat(f,intcon,A,b) - xopt = symphony_mat(f,intcon,A,b,Aeq,beq) - xopt = symphony_mat(f,intcon,A,b,Aeq,beq,lb,ub) - xopt = symphony_mat(f,intcon,A,b,Aeq,beq,lb,ub,options) - [xopt,fopt,status,output] = symphony_mat( ... ) - - </synopsis> -</refsynopsisdiv> - -<refsection> - <title>Parameters</title> - <variablelist> - <varlistentry><term>f :</term> - <listitem><para> a 1xn matrix of doubles, where n is number of variables, contains coefficients of the variables in the objective</para></listitem></varlistentry> - <varlistentry><term>intcon :</term> - <listitem><para> Vector of integer constraints, specified as a vector of positive integers. The values in intcon indicate the components of the decision variable x that are integer-valued. intcon has values from 1 through number of variable</para></listitem></varlistentry> - <varlistentry><term>A :</term> - <listitem><para> 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</para></listitem></varlistentry> - <varlistentry><term>b :</term> - <listitem><para> 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</para></listitem></varlistentry> - <varlistentry><term>Aeq :</term> - <listitem><para> 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</para></listitem></varlistentry> - <varlistentry><term>beq :</term> - <listitem><para> 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.</para></listitem></varlistentry> - <varlistentry><term>lb :</term> - <listitem><para> Lower bounds, specified as a vector or array of doubles. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.</para></listitem></varlistentry> - <varlistentry><term>ub :</term> - <listitem><para> Upper bounds, specified as a vector or array of doubles. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.</para></listitem></varlistentry> - <varlistentry><term>options :</term> - <listitem><para> a 1xq marix of string, provided to set the paramters in symphony</para></listitem></varlistentry> - <varlistentry><term>xopt :</term> - <listitem><para> a 1xn matrix of doubles, the computed solution of the optimization problem</para></listitem></varlistentry> - <varlistentry><term>fopt :</term> - <listitem><para> a 1x1 matrix of doubles, the function value at x</para></listitem></varlistentry> - <varlistentry><term>output :</term> - <listitem><para> The output data structure contains detailed informations about the optimization process.</para></listitem></varlistentry> - </variablelist> -</refsection> - -<refsection> - <title>Description</title> - <para> -Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : -find the minimum or maximum of f(x) such that - </para> - <para> -<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> - </para> - <para> -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. - </para> - <para> -</para> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -// 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,iter] = symphony_mat(c,intcon,[],[],Aeq,beq,lb,ub); - - ]]></programlisting> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -// 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 -// 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,iter] = symphony_mat(objCoef,intcon,conMatrix,conUB,[],[],lb,ub); - - ]]></programlisting> -</refsection> - -<refsection> - <title>Authors</title> - <simplelist type="vert"> - <member>Keyur Joshi, Saikiran, Iswarya, Harpreet Singh</member> - </simplelist> -</refsection> -</refentry> diff --git a/help/en_US/symphonymat.xml b/help/en_US/symphonymat.xml index d811582..ab2ca34 100644 --- a/help/en_US/symphonymat.xml +++ b/help/en_US/symphonymat.xml @@ -61,7 +61,7 @@ <varlistentry><term>status :</term> <listitem><para> status flag from symphony.</para></listitem></varlistentry> <varlistentry><term>output :</term> - <listitem><para> The output data structure contains detailed informations about the optimization process.</para></listitem></varlistentry> + <listitem><para> The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.</para></listitem></varlistentry> </variablelist> </refsection> @@ -75,15 +75,16 @@ find the minimum or maximum of f(x) such that <latex> \begin{eqnarray} &\mbox{min}_{x} -& f(x) \\ -& \text{subject to} & A.x \leq b \\ -& & Aeq.x \leq beq \\ +& f^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> </para> <para> -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. +We are calling SYMPHONY written in C by gateway files for the actual computation. </para> <para> </para> @@ -106,6 +107,7 @@ beq = [ 25, 1.25, 1.25] intcon = [1 2 3 4]; // Calling Symphony [x,f,status,output] = symphonymat(c,intcon,[],[],Aeq,beq,lb,ub) +// Press ENTER to continue ]]></programlisting> </refsection> @@ -193,7 +195,6 @@ 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 .. fopt = [ 24381 ] // Calling Symphony [x,f,status,output] = symphonymat(objCoef,intcon,conMatrix,conUB,[],[],lb,ub,options); - ]]></programlisting> </refsection> diff --git a/jar/scilab_en_US_help.jar b/jar/scilab_en_US_help.jar Binary files differindex 3357bbb..b17b700 100644 --- a/jar/scilab_en_US_help.jar +++ b/jar/scilab_en_US_help.jar diff --git a/macros/lsqlin.bin b/macros/lsqlin.bin Binary files differindex 801025f..d7fccb3 100644 --- a/macros/lsqlin.bin +++ b/macros/lsqlin.bin diff --git a/macros/lsqlin.sci b/macros/lsqlin.sci index 4a5fa2d..1dc1fd5 100644 --- a/macros/lsqlin.sci +++ b/macros/lsqlin.sci @@ -14,11 +14,11 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // Solves a linear quadratic problem. // // Calling Sequence - // x = lsqlin(C,d,A,b) - // x = lsqlin(C,d,A,b,Aeq,beq) - // x = lsqlin(C,d,A,b,Aeq,beq,lb,ub) - // x = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0) - // x = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0,param) + // xopt = lsqlin(C,d,A,b) + // xopt = lsqlin(C,d,A,b,Aeq,beq) + // xopt = lsqlin(C,d,A,b,Aeq,beq,lb,ub) + // xopt = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0) + // xopt = lsqlin(C,d,A,b,Aeq,beq,lb,ub,x0,param) // [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin( ... ) // // Parameters @@ -36,8 +36,8 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // 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. - // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type). + // 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. // // Description // Search the minimum of a constrained linear least square problem specified by : @@ -46,13 +46,13 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // \begin{eqnarray} // &\mbox{min}_{x} // & 1/2||C*x - d||_2^2 \\ - // & \text{subject to} & A.x \leq b \\ - // & & Aeq.x \leq beq \\ + // & \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 code has been written by Andreas Wächter and Carl Laird. + // We are calling IPOpt for solving the linear least square problem, IPOpt is a library written in C++. // // Examples // //A simple linear least square example @@ -73,8 +73,10 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // 0.2026 // 0.6721]; // [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b) + // // Press ENTER to continue // - // Examples + // Examples + // //A basic example for equality, inequality and 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 @@ -96,7 +98,6 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin (varargin) // lb = -0.1*ones(4,1); // ub = 2*ones(4,1); // [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub) - // // Authors // Harpreet Singh diff --git a/macros/lsqnonneg.bin b/macros/lsqnonneg.bin Binary files differindex cd8a04a..84e307b 100644 --- a/macros/lsqnonneg.bin +++ b/macros/lsqnonneg.bin diff --git a/macros/lsqnonneg.sci b/macros/lsqnonneg.sci index 77e5e44..b8694b4 100644 --- a/macros/lsqnonneg.sci +++ b/macros/lsqnonneg.sci @@ -14,8 +14,8 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) // Solves nonnegative least-squares curve fitting problems. // // Calling Sequence - // x = lsqnonneg(C,d) - // x = lsqnonneg(C,d,param) + // xopt = lsqnonneg(C,d) + // xopt = lsqnonneg(C,d,param) // [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg( ... ) // // Parameters @@ -25,8 +25,8 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) // 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. - // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type). + // 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. // // Description // Solves nonnegative least-squares curve fitting problems specified by : @@ -39,10 +39,10 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) // \end{eqnarray} // </latex> // - // We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird. + // We are calling IPOpt for solving the nonnegative least-squares curve fitting problems, IPOpt is a library written in C++. // // Examples - // A basic lsqnonneg problem + // // A basic lsqnonneg problem // C = [ // 0.0372 0.2869 // 0.6861 0.7071 @@ -54,7 +54,6 @@ function [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg (varargin) // 0.0747 // 0.8405]; // [xopt,resnorm,residual,exitflag,output,lambda] = lsqnonneg(C,d) - // // Authors // Harpreet Singh diff --git a/macros/qpipopt.bin b/macros/qpipopt.bin Binary files differindex 2fd432e..584f327 100644 --- a/macros/qpipopt.bin +++ b/macros/qpipopt.bin diff --git a/macros/qpipopt.sci b/macros/qpipopt.sci index 8b7cecd..affd061 100644 --- a/macros/qpipopt.sci +++ b/macros/qpipopt.sci @@ -34,8 +34,8 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) // xopt : a vector of doubles, 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. - // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type). + // 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. // // Description // Search the minimum of a constrained linear quadratic optimization problem specified by : @@ -50,7 +50,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) // \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. + // We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. // // Examples // //Find x in R^6 such that: @@ -70,6 +70,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) // 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) + // // Press ENTER to continue // // Examples // //Find the value of x that minimize following function @@ -89,7 +90,6 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) // 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 diff --git a/macros/qpipoptmat.bin b/macros/qpipoptmat.bin Binary files differindex 7a37d9a..ad893f2 100644 --- a/macros/qpipoptmat.bin +++ b/macros/qpipoptmat.bin diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci index 3f58e70..eec93ce 100644 --- a/macros/qpipoptmat.sci +++ b/macros/qpipoptmat.sci @@ -11,87 +11,85 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) - // Solves a linear quadratic problem. - // - // Calling Sequence - // 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 symmetric matrix of doubles, represents coefficients of quadratic in the quadratic problem. - // f : a vector of doubles, represents coefficients of linear in the quadratic problem - // A : a vector of doubles, represents the linear coefficients in the inequality constraints - // b : a vector of doubles, represents the linear coefficients in the inequality constraints - // Aeq : a matrix of doubles, represents the linear coefficients in the equality constraints - // beq : a vector of doubles, represents the linear coefficients in the equality constraints - // LB : a vector of doubles, contains lower bounds of the variables. - // UB : a vector of doubles, contains upper bounds of the variables. - // x0 : a vector of doubles, contains initial guess of variables. - // param : a list containing the the parameters to be set. - // xopt : a vector of doubles, 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. - // 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'*H*x + f'*x \\ - // & \text{subject to} & A.x \leq b \\ - // & & Aeq.x \leq 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 code has been written by Andreas Wächter and Carl Laird. - // - // Examples - // //Find x in R^6 such that: - // - // Aeq= [1,-1,1,0,3,1; - // -1,0,-3,-4,5,6; - // 2,5,3,0,1,0]; - // beq=[1; 2; 3]; - // A= [0,1,0,1,2,-1; - // -1,0,2,1,1,0]; - // 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,[],param) - // clear H f A b Aeq beq lb ub; - // - // 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. - // H = [1 -1; -1 2]; - // f = [-2; -6]; - // A = [1 1; -1 2; 2 1]; - // b = [2; 2; 3]; - // lb = [0; 0]; - // ub = [%inf; %inf]; - // [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub) - // - // Authors - // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh + // Solves a linear quadratic problem. + // + // Calling Sequence + // xopt = qpipoptmat(H,f) + // xopt = qpipoptmat(H,f,A,b) + // xopt = qpipoptmat(H,f,A,b,Aeq,beq) + // xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub) + // xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0) + // xopt = qpipoptmat(H,f,A,b,Aeq,beq,lb,ub,x0,param) + // [xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... ) + // + // Parameters + // H : a symmetric matrix of doubles, represents coefficients of quadratic in the quadratic problem. + // f : a vector of doubles, represents coefficients of linear in the quadratic problem + // A : a vector of doubles, represents the linear coefficients in the inequality constraints + // b : a vector of doubles, represents the linear coefficients in the inequality constraints + // Aeq : a matrix of doubles, represents the linear coefficients in the equality constraints + // beq : a vector of doubles, represents the linear coefficients in the equality constraints + // LB : a vector of doubles, contains lower bounds of the variables. + // UB : a vector of doubles, contains upper bounds of the variables. + // x0 : a vector of doubles, contains initial guess of variables. + // param : a list containing the the parameters to be set. + // xopt : a vector of doubles, 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. + // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type).It contains lower, upper and linear equality, inequality constraints. + // + // 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'*H*x + f'*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++. + // + // 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. + // H = [1 -1; -1 2]; + // f = [-2; -6]; + // A = [1 1; -1 2; 2 1]; + // b = [2; 2; 3]; + // lb = [0; 0]; + // ub = [%inf; %inf]; + // [xopt,fopt,exitflag,output,lambda] = qpipoptmat(H,f,A,b,[],[],lb,ub) + // // Press ENTER to continue + // + // Examples + // //Find x in R^6 such that: + // Aeq= [1,-1,1,0,3,1; + // -1,0,-3,-4,5,6; + // 2,5,3,0,1,0]; + // beq=[1; 2; 3]; + // A= [0,1,0,1,2,-1; + // -1,0,2,1,1,0]; + // 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,[],param) + // Authors + // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh //To check the number of input and output argument diff --git a/macros/symphony.bin b/macros/symphony.bin Binary files differindex 3dab926..4bca695 100644 --- a/macros/symphony.bin +++ b/macros/symphony.bin diff --git a/macros/symphony.sci b/macros/symphony.sci index eba9e64..b1a6f28 100644 --- a/macros/symphony.sci +++ b/macros/symphony.sci @@ -10,155 +10,156 @@ // 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 double, number of variables. - // nbCon : a double, number of constraints. - // objCoeff : a vector of doubles, 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 doubles, represents lower bounds of the variables. - // UB : a vector of doubles, represents upper bounds of the variables. - // conMatrix : a matrix of doubles, represents matrix representing the constraint matrix. - // conLB : a vector of doubles, represents lower bounds of the constraints. - // conUB : a vector of doubles, 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. - // xopt : a vector of doubles, 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. - // - // 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(0,8,1); - // // 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 - // 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,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 - // conLB=repmat(0,nbCon,1); - // // Upper Bound of constraints - // conUB=[11927 13727 11551 13056 13460 ]'; - // 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] = symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options) - // - // Authors - // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh + // 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 double, number of variables. + // nbCon : a double, number of constraints. + // objCoeff : a vector of doubles, 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 doubles, represents lower bounds of the variables. + // UB : a vector of doubles, represents upper bounds of the variables. + // conMatrix : a matrix of doubles, represents matrix representing the constraint matrix. + // conLB : a vector of doubles, represents lower bounds of the constraints. + // conUB : a vector of doubles, 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. + // xopt : a vector of doubles, 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. + // + // 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^T*x \\ + // & \text{subject to} & conLB \leq C*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. + // + // 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(0,8,1); + // // 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 + // 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) + // // Press ENTER to continue + // + // 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,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 + // conLB=repmat(0,nbCon,1); + // // Upper Bound of constraints + // conUB=[11927 13727 11551 13056 13460 ]'; + // 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] = 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(); diff --git a/macros/symphonymat.bin b/macros/symphonymat.bin Binary files differindex 8d42926..08b1616 100644 --- a/macros/symphonymat.bin +++ b/macros/symphonymat.bin diff --git a/macros/symphonymat.sci b/macros/symphonymat.sci index 5aab6e5..40b07eb 100644 --- a/macros/symphonymat.sci +++ b/macros/symphonymat.sci @@ -32,7 +32,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // xopt : a vector of double, the computed solution of the optimization problem // fopt : a doubles, the function value at x // status : status flag from symphony. - // output : The output data structure contains detailed informations about the optimization process. + // output : The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration. // // Description // Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : @@ -41,14 +41,15 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // <latex> // \begin{eqnarray} // &\mbox{min}_{x} - // & f(x) \\ - // & \text{subject to} & A.x \leq b \\ - // & & Aeq.x \leq beq \\ + // & f^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. SYMPHONY was originally written by Ted Ralphs, Menal Guzelsoy and Ashutosh Mahajan. + // We are calling SYMPHONY written in C by gateway files for the actual computation. // // Examples // // Objective function @@ -65,6 +66,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // intcon = [1 2 3 4]; // // Calling Symphony // [x,f,status,output] = symphonymat(c,intcon,[],[],Aeq,beq,lb,ub) + // // Press ENTER to continue // // Examples // // An advanced case where we set some options in symphony @@ -147,7 +149,6 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // fopt = [ 24381 ] // // Calling Symphony // [x,f,status,output] = symphonymat(objCoef,intcon,conMatrix,conUB,[],[],lb,ub,options); - // // Authors // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh diff --git a/sci_gateway/cpp/libFAMOS.so b/sci_gateway/cpp/libFAMOS.so Binary files differindex d4464aa..ccad147 100755 --- a/sci_gateway/cpp/libFAMOS.so +++ b/sci_gateway/cpp/libFAMOS.so diff --git a/tests/unit_tests/lsqlin.dia.ref b/tests/unit_tests/lsqlin.dia.ref index a2b9630..9fbe23f 100644 --- a/tests/unit_tests/lsqlin.dia.ref +++ b/tests/unit_tests/lsqlin.dia.ref @@ -76,7 +76,7 @@ C = [0.9501 0.7620 0.6153 0.4057 [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub) assert_close ( xopt , [ -0.1, -0.1, 0.1599089, 0.4089598 ]' , 0.0005 ); -assert_close ( residual , [ 0.0352969 0.0876228 -0.3532508 0.1452700 0.1212324 ]' , 0.0005 ); +assert_close ( residual , [-0.0352969 -0.0876228 0.3532508 -0.1452700 -0.1212324 ]' , 0.0005 ); assert_close ( resnorm , [ 0.1695104] , 0.0005 ); - assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/lsqlin.tst b/tests/unit_tests/lsqlin.tst index a2b9630..9fbe23f 100644 --- a/tests/unit_tests/lsqlin.tst +++ b/tests/unit_tests/lsqlin.tst @@ -76,7 +76,7 @@ C = [0.9501 0.7620 0.6153 0.4057 [xopt,resnorm,residual,exitflag,output,lambda] = lsqlin(C,d,A,b,Aeq,beq,lb,ub) assert_close ( xopt , [ -0.1, -0.1, 0.1599089, 0.4089598 ]' , 0.0005 ); -assert_close ( residual , [ 0.0352969 0.0876228 -0.3532508 0.1452700 0.1212324 ]' , 0.0005 ); +assert_close ( residual , [-0.0352969 -0.0876228 0.3532508 -0.1452700 -0.1212324 ]' , 0.0005 ); assert_close ( resnorm , [ 0.1695104] , 0.0005 ); - assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/qpipopt_base.dia.ref b/tests/unit_tests/qpipopt_base.dia.ref index 5587ddc..0cc59f1 100644 --- a/tests/unit_tests/qpipopt_base.dia.ref +++ b/tests/unit_tests/qpipopt_base.dia.ref @@ -72,5 +72,5 @@ nbCon = 3; assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 ); assert_close ( fopt , [ - 8.2222223] , 1.e-7 ); - assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/qpipopt_base.tst b/tests/unit_tests/qpipopt_base.tst index 5587ddc..eee8b91 100644 --- a/tests/unit_tests/qpipopt_base.tst +++ b/tests/unit_tests/qpipopt_base.tst @@ -74,3 +74,4 @@ assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 ); assert_close ( fopt , [ - 8.2222223] , 1.e-7 ); assert_checkequal( exitflag , int32(0) ); +printf("Test Successfull") diff --git a/tests/unit_tests/qpipoptmat_base.dia.ref b/tests/unit_tests/qpipoptmat_base.dia.ref index a03fc4e..e99255c 100644 --- a/tests/unit_tests/qpipoptmat_base.dia.ref +++ b/tests/unit_tests/qpipoptmat_base.dia.ref @@ -69,5 +69,5 @@ ub = [%inf; %inf]; assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 ); assert_close ( fopt , [ - 8.2222223] , 1.e-7 ); - assert_checkequal( exitflag , int32(0) ); +printf("Test Successful"); diff --git a/tests/unit_tests/qpipoptmat_base.tst b/tests/unit_tests/qpipoptmat_base.tst index a03fc4e..482457d 100644 --- a/tests/unit_tests/qpipoptmat_base.tst +++ b/tests/unit_tests/qpipoptmat_base.tst @@ -69,5 +69,6 @@ ub = [%inf; %inf]; assert_close ( xopt , [0.6666667 1.3333333]' , 1.e-7 ); assert_close ( fopt , [ - 8.2222223] , 1.e-7 ); - assert_checkequal( exitflag , int32(0) ); + +printf("Test Successfull") diff --git a/tests/unit_tests/symphony_base.dia.ref b/tests/unit_tests/symphony_base.dia.ref index fd11db0..64dfeea 100644 --- a/tests/unit_tests/symphony_base.dia.ref +++ b/tests/unit_tests/symphony_base.dia.ref @@ -83,5 +83,5 @@ status = sym_getStatus(); assert_close ( x , [1 1 0 1 7.25 0 0.25 3.5] , 1.e-7 ); assert_close ( f , [ 8495] , 1.e-7 ); - assert_checkequal( status , 227 ); +printf("Test Successful"); diff --git a/tests/unit_tests/symphony_base.tst b/tests/unit_tests/symphony_base.tst index a1f9e2b..5ec76ee 100644 --- a/tests/unit_tests/symphony_base.tst +++ b/tests/unit_tests/symphony_base.tst @@ -80,5 +80,5 @@ isInt = [repmat(%t,1,4) repmat(%f,1,4)]; assert_close ( x , [1 1 0 1 7.25 0 0.25 3.5]' , 1.e-7 ); assert_close ( f , [ 8495] , 1.e-7 ); - assert_checkequal( status , 227 ); + diff --git a/tests/unit_tests/symphonymat_base.dia.ref b/tests/unit_tests/symphonymat_base.dia.ref index 1e6f74a..1d26663 100644 --- a/tests/unit_tests/symphonymat_base.dia.ref +++ b/tests/unit_tests/symphonymat_base.dia.ref @@ -79,5 +79,5 @@ status = sym_getStatus(); assert_close ( x , [1 1 0 1 7.25 0 0.25 3.5] , 1.e-7 ); assert_close ( f , [ 8495] , 1.e-7 ); - assert_checkequal( status , 227 ); +printf("Test Successful"); diff --git a/tests/unit_tests/symphonymat_base.tst b/tests/unit_tests/symphonymat_base.tst index 2465738..9b32e42 100644 --- a/tests/unit_tests/symphonymat_base.tst +++ b/tests/unit_tests/symphonymat_base.tst @@ -76,5 +76,6 @@ intcon = [1 2 3 4]; assert_close ( x , [1 1 0 1 7.25 0 0.25 3.5]' , 1.e-7 ); assert_close ( f , [ 8495] , 1.e-7 ); - assert_checkequal( status , 227 ); + +printf("Test Successfull") |
