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Diffstat (limited to 'macros/symphony.sci')
| -rw-r--r-- | macros/symphony.sci | 195 |
1 files changed, 103 insertions, 92 deletions
diff --git a/macros/symphony.sci b/macros/symphony.sci index cc05dcd..264a513 100644 --- a/macros/symphony.sci +++ b/macros/symphony.sci @@ -13,27 +13,27 @@ function [xopt,fopt,status,output] = symphony (varargin) // Solves a mixed integer linear programming constrained optimization problem. // // Calling Sequence - // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB) - // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense) - // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options) + // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB) + // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense) + // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense,options) // [xopt,fopt,status,output] = symphony( ... ) // // Parameters // nbVar : a double, number of variables. // nbCon : a double, number of constraints. - // objCoeff : a vector of double, represents coefficients of the variables in the objective. + // c : a vector of double, represents coefficients of the variables in the objective. // isInt : a vector of boolean, represents wether a variable is constrained to be an integer. - // LB : a vector of double, represents lower bounds of the variables. - // UB : a vector of double, represents upper bounds of the variables. - // conMatrix : a matrix of double, represents matrix representing the constraint matrix. + // lb : a vector of double, represents lower bounds of the variables. + // ub : a vector of double, represents upper bounds of the variables. + // A : a matrix of double, represents matrix representing the constraint matrix. // conLB : a vector of double, represents lower bounds of the constraints. // conUB : a vector of double, represents upper bounds of the constraints // objSense : The sense (maximization/minimization) of the objective. Use 1(sym_minimize ) or -1 (sym_maximize) here. - // options : a a list containing the the parameters to be set. + // options : a list containing the the parameters to be set. // xopt : a vector of double, the computed solution of the optimization problem. // fopt : a double, the function value at x. - // status : status flag from symphony. - // output : The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration. + // status : status flag from symphony. 227 is optimal, 228 is Time limit exceeded, 230 is iteration limit exceeded. + // output : The output data structure contains detailed information about the optimization process. This version only contains number of iterations // // Description // Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : @@ -42,37 +42,37 @@ function [xopt,fopt,status,output] = symphony (varargin) // <latex> // \begin{eqnarray} // &\mbox{min}_{x} - // & f^T*x \\ - // & \text{subject to} & conLB \leq C*x \leq conUB \\ + // & f^T⋅x \\ + // & \text{subject to} & conLB \leq A⋅x \leq conUB \\ // & & lb \leq x \leq ub \\ // & & x_i \in \!\, \mathbb{Z}, i \in \!\, I // \end{eqnarray} // </latex> // - // We are calling SYMPHONY written in C by gateway files for the actual computation. + // The routine calls SYMPHONY written in C by gateway files for the actual computation. // // Examples // //A basic case : // // Objective function - // objCoef = [350*5,330*3,310*4,280*6,500,450,400,100]'; + // c = [350*5,330*3,310*4,280*6,500,450,400,100]'; // // Lower Bound of variable // lb = repmat(0,8,1); // // Upper Bound of variables // ub = [repmat(1,4,1);repmat(%inf,4,1)]; // // Constraint Matrix - // conMatrix = [5,3,4,6,1,1,1,1; - // 5*0.05,3*0.04,4*0.05,6*0.03,0.08,0.07,0.06,0.03; - // 5*0.03,3*0.03,4*0.04,6*0.04,0.06,0.07,0.08,0.09;] - // // Lower Bound of constrains + // A = [5,3,4,6,1,1,1,1; + // 5*0.05,3*0.04,4*0.05,6*0.03,0.08,0.07,0.06,0.03; + // 5*0.03,3*0.03,4*0.04,6*0.04,0.06,0.07,0.08,0.09;] + // // Lower Bound of constraints // conlb = [ 25; 1.25; 1.25] - // // Upper Bound of constrains + // // Upper Bound of constraints // conub = [ 25; 1.25; 1.25] // // Row Matrix for telling symphony that the is integer or not // isInt = [repmat(%t,1,4) repmat(%f,1,4)]; // xopt = [1 1 0 1 7.25 0 0.25 3.5] // fopt = [8495] // // Calling Symphony - // [x,f,status,output] = symphony(8,3,c,isInt,lb,ub,conMatrix,conlb,conub,1) + // [x,f,status,output] = symphony(8,3,c,isInt,lb,ub,A,conlb,conub,1) // // Press ENTER to continue // // Examples @@ -86,7 +86,7 @@ function [xopt,fopt,status,output] = symphony (varargin) // // st sum{j=1,...,n} r(i,j)x(j) <= b(i) i=1,...,m // // x(j)=0 or 1 // // The function to be maximize i.e. P(j) - // p = [ 504 803 667 1103 834 585 811 856 690 832 846 813 868 793 .. + // c = [ 504 803 667 1103 834 585 811 856 690 832 846 813 868 793 .. // 825 1002 860 615 540 797 616 660 707 866 647 746 1006 608 .. // 877 900 573 788 484 853 942 630 591 630 640 1169 932 1034 .. // 957 798 669 625 467 1051 552 717 654 388 559 555 1104 783 .. @@ -94,57 +94,57 @@ function [xopt,fopt,status,output] = symphony (varargin) // 510 671 575 740 510 675 996 636 826 1022 1140 654 909 799 .. // 1162 653 814 625 599 476 767 954 906 904 649 873 565 853 1008 632]'; // //Constraint Matrix - // conMatrix = [ - // //Constraint 1 - // 42 41 523 215 819 551 69 193 582 375 367 478 162 898 .. - // 550 553 298 577 493 183 260 224 852 394 958 282 402 604 .. - // 164 308 218 61 273 772 191 117 276 877 415 873 902 465 .. - // 320 870 244 781 86 622 665 155 680 101 665 227 597 354 .. - // 597 79 162 998 849 136 112 751 735 884 71 449 266 420 .. - // 797 945 746 46 44 545 882 72 383 714 987 183 731 301 .. - // 718 91 109 567 708 507 983 808 766 615 554 282 995 946 651 298; - // //Constraint 2 - // 509 883 229 569 706 639 114 727 491 481 681 948 687 941 .. - // 350 253 573 40 124 384 660 951 739 329 146 593 658 816 .. - // 638 717 779 289 430 851 937 289 159 260 930 248 656 833 .. - // 892 60 278 741 297 967 86 249 354 614 836 290 893 857 .. - // 158 869 206 504 799 758 431 580 780 788 583 641 32 653 .. - // 252 709 129 368 440 314 287 854 460 594 512 239 719 751 .. - // 708 670 269 832 137 356 960 651 398 893 407 477 552 805 881 850; - // //Constraint 3 - // 806 361 199 781 596 669 957 358 259 888 319 751 275 177 .. - // 883 749 229 265 282 694 819 77 190 551 140 442 867 283 .. - // 137 359 445 58 440 192 485 744 844 969 50 833 57 877 .. - // 482 732 968 113 486 710 439 747 174 260 877 474 841 422 .. - // 280 684 330 910 791 322 404 403 519 148 948 414 894 147 .. - // 73 297 97 651 380 67 582 973 143 732 624 518 847 113 .. - // 382 97 905 398 859 4 142 110 11 213 398 173 106 331 254 447 ; - // //Constraint 4 - // 404 197 817 1000 44 307 39 659 46 334 448 599 931 776 .. - // 263 980 807 378 278 841 700 210 542 636 388 129 203 110 .. - // 817 502 657 804 662 989 585 645 113 436 610 948 919 115 .. - // 967 13 445 449 740 592 327 167 368 335 179 909 825 614 .. - // 987 350 179 415 821 525 774 283 427 275 659 392 73 896 .. - // 68 982 697 421 246 672 649 731 191 514 983 886 95 846 .. - // 689 206 417 14 735 267 822 977 302 687 118 990 323 993 525 322; - // //Constrain 5 - // 475 36 287 577 45 700 803 654 196 844 657 387 518 143 .. - // 515 335 942 701 332 803 265 922 908 139 995 845 487 100 .. - // 447 653 649 738 424 475 425 926 795 47 136 801 904 740 .. - // 768 460 76 660 500 915 897 25 716 557 72 696 653 933 .. - // 420 582 810 861 758 647 237 631 271 91 75 756 409 440 .. - // 483 336 765 637 981 980 202 35 594 689 602 76 767 693 .. - // 893 160 785 311 417 748 375 362 617 553 474 915 457 261 350 635 ; - // ]; - // nbCon = size(conMatrix,1) - // nbVar = size(conMatrix,2) + // A = [ + // //Constraint 1 + // 42 41 523 215 819 551 69 193 582 375 367 478 162 898 .. + // 550 553 298 577 493 183 260 224 852 394 958 282 402 604 .. + // 164 308 218 61 273 772 191 117 276 877 415 873 902 465 .. + // 320 870 244 781 86 622 665 155 680 101 665 227 597 354 .. + // 597 79 162 998 849 136 112 751 735 884 71 449 266 420 .. + // 797 945 746 46 44 545 882 72 383 714 987 183 731 301 .. + // 718 91 109 567 708 507 983 808 766 615 554 282 995 946 651 298; + // //Constraint 2 + // 509 883 229 569 706 639 114 727 491 481 681 948 687 941 .. + // 350 253 573 40 124 384 660 951 739 329 146 593 658 816 .. + // 638 717 779 289 430 851 937 289 159 260 930 248 656 833 .. + // 892 60 278 741 297 967 86 249 354 614 836 290 893 857 .. + // 158 869 206 504 799 758 431 580 780 788 583 641 32 653 .. + // 252 709 129 368 440 314 287 854 460 594 512 239 719 751 .. + // 708 670 269 832 137 356 960 651 398 893 407 477 552 805 881 850; + // //Constraint 3 + // 806 361 199 781 596 669 957 358 259 888 319 751 275 177 .. + // 883 749 229 265 282 694 819 77 190 551 140 442 867 283 .. + // 137 359 445 58 440 192 485 744 844 969 50 833 57 877 .. + // 482 732 968 113 486 710 439 747 174 260 877 474 841 422 .. + // 280 684 330 910 791 322 404 403 519 148 948 414 894 147 .. + // 73 297 97 651 380 67 582 973 143 732 624 518 847 113 .. + // 382 97 905 398 859 4 142 110 11 213 398 173 106 331 254 447 ; + // //Constraint 4 + // 404 197 817 1000 44 307 39 659 46 334 448 599 931 776 .. + // 263 980 807 378 278 841 700 210 542 636 388 129 203 110 .. + // 817 502 657 804 662 989 585 645 113 436 610 948 919 115 .. + // 967 13 445 449 740 592 327 167 368 335 179 909 825 614 .. + // 987 350 179 415 821 525 774 283 427 275 659 392 73 896 .. + // 68 982 697 421 246 672 649 731 191 514 983 886 95 846 .. + // 689 206 417 14 735 267 822 977 302 687 118 990 323 993 525 322; + // //Constrain 5 + // 475 36 287 577 45 700 803 654 196 844 657 387 518 143 .. + // 515 335 942 701 332 803 265 922 908 139 995 845 487 100 .. + // 447 653 649 738 424 475 425 926 795 47 136 801 904 740 .. + // 768 460 76 660 500 915 897 25 716 557 72 696 653 933 .. + // 420 582 810 861 758 647 237 631 271 91 75 756 409 440 .. + // 483 336 765 637 981 980 202 35 594 689 602 76 767 693 .. + // 893 160 785 311 417 748 375 362 617 553 474 915 457 261 350 635 ; + // ]; + // nbCon = size(A,1) + // nbVar = size(A,2) // // Lower Bound of variables // lb = repmat(0,nbVar,1) // // Upper Bound of variables // ub = repmat(1,nbVar,1) // // Row Matrix for telling symphony that the is integer or not // isInt = repmat(%t,1,nbVar) - // // Lower Bound of constrains + // // Lower Bound of constraints // conLB=repmat(0,nbCon,1); // // Upper Bound of constraints // conUB=[11927 13727 11551 13056 13460 ]'; @@ -157,7 +157,7 @@ function [xopt,fopt,status,output] = symphony (varargin) // // Optimal value // fopt = [ 24381 ] // // Calling Symphony - // [x,f,status,output] = symphony(nbVar,nbCon,p,isInt,lb,ub,conMatrix,conLB,conUB,-1,options); + // [x,f,status,output] = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,-1,options); // Authors // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh @@ -170,15 +170,26 @@ function [xopt,fopt,status,output] = symphony (varargin) error(errmsg) end - nbVar = varargin(1); - nbCon = varargin(2); - objCoef = varargin(3); - isInt = varargin(4); - LB = varargin(5); - UB = varargin(6); - conMatrix = varargin(7); - conLB = varargin(8); - conUB = varargin(9); +// Initializing all the variables to empty matrix + nbVar = []; + nbCon = []; + c = []; + isInt = []; + lb = []; + ub = []; + A = []; + conLB = []; + conUB = []; + + nbVar = varargin(1); + nbCon = varargin(2); + c = varargin(3); + isInt = varargin(4); + lb = varargin(5); + ub = varargin(6); + A = varargin(7); + conLB = varargin(8); + conUB = varargin(9); if ( rhs<10 ) then objSense = 1; @@ -199,12 +210,12 @@ function [xopt,fopt,status,output] = symphony (varargin) isInt = isInt'; end - if (size(LB,2)== [nbVar]) then - LB = LB'; + if (size(lb,2)== [nbVar]) then + lb = lb'; end - if (size(UB,2)== [nbVar]) then - UB = UB'; + if (size(ub,2)== [nbVar]) then + ub = ub'; end if (size(conLB,2)== [nbCon]) then @@ -216,12 +227,12 @@ function [xopt,fopt,status,output] = symphony (varargin) end - if (size(objCoef,2)~=1) then + if (size(c,2)~=1) then errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "Symphony"); error(errmsg); end - if (size(objCoef,1)~=nbVar) then + if (size(c,1)~=nbVar) then errmsg = msprintf(gettext("%s: Number of variables in Objective Coefficients is not equal to number of variables given"), "Symphony"); error(errmsg); end @@ -245,25 +256,25 @@ function [xopt,fopt,status,output] = symphony (varargin) end //Check the row of constraint which should equal to the number of constraints - if ( size(conMatrix,1) ~= nbCon) then + if ( size(A,1) ~= nbCon) then errmsg = msprintf(gettext("%s: The number of rows in constraint should be equal to the number of constraints"), "Symphony"); error(errmsg); end //Check the column of constraint which should equal to the number of variables - if ( size(conMatrix,2) ~= nbVar) then + if ( size(A,2) ~= nbVar) then errmsg = msprintf(gettext("%s: The number of columns in constraint should equal to the number of variables"), "Symphony"); error(errmsg); end //Check the size of Lower Bound which should equal to the number of variables - if ( size(LB,1) ~= nbVar) then + if ( size(lb,1) ~= nbVar) then errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "Symphony"); error(errmsg); end //Check the size of Upper Bound which should equal to the number of variables - if ( size(UB,1) ~= nbVar) then + if ( size(ub,1) ~= nbVar) then errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony"); error(errmsg); end @@ -285,12 +296,12 @@ function [xopt,fopt,status,output] = symphony (varargin) error(errmsg); end - if (size(LB,1)~=1)& (size(LB,2)~=1) then + if (size(lb,1)~=1)& (size(lb,2)~=1) then errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "qpipopt"); error(errmsg); end - if (size(UB,1)~=1)& (size(UB,2)~=1) then + if (size(ub,1)~=1)& (size(ub,2)~=1) then errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "qpipopt"); error(errmsg); end @@ -308,11 +319,11 @@ function [xopt,fopt,status,output] = symphony (varargin) end - LB = LB'; - UB = UB'; + lb = lb'; + ub = ub'; isInt = isInt'; - objCoef = objCoef'; + c = c'; - [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options); + [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense,options); endfunction |