diff options
Diffstat (limited to 'macros/symphonymat.sci')
| -rw-r--r-- | macros/symphonymat.sci | 33 |
1 files changed, 25 insertions, 8 deletions
diff --git a/macros/symphonymat.sci b/macros/symphonymat.sci index 67e64c5..9dd11a8 100644 --- a/macros/symphonymat.sci +++ b/macros/symphonymat.sci @@ -28,11 +28,11 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // beq : Linear equality constraint vector, specified as a vector of double. beq represents the constant vector in the constraints Aeq*x = beq. beq has size equals to the number of rows in Aeq. // lb : Lower bounds, specified as a vector or array of double. lb represents the lower bounds elementwise in lb ≤ x ≤ ub. // ub : Upper bounds, specified as a vector or array of double. ub represents the upper bounds elementwise in lb ≤ x ≤ ub. - // options : a list containing the the parameters to be set. + // options : a list containing 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 returned 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. + // fopt : a double, the value of the function at x. + // status : status flag returned from symphony. See below for details. + // output : The output data structure contains detailed information about the optimization process. See below for details. // // Description // Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : @@ -50,6 +50,22 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // // The routine calls SYMPHONY written in C by gateway files for the actual computation. // + // The status allows to know the status of the optimization which is given back by Ipopt. + // <itemizedlist> + // <listitem>status=227 : Optimal Solution Found </listitem> + // <listitem>status=228 : Maximum CPU Time exceeded.</listitem> + // <listitem>status=229 : Maximum Number of Node Limit Exceeded.</listitem> + // <listitem>status=230 : Maximum Number of Iterations Limit Exceeded.</listitem> + // </itemizedlist> + // + // For more details on status see the symphony documentation, go to http://www.coin-or.org/SYMPHONY/man-5.6/ + // + // The output data structure contains detailed informations about the optimization process. + // It has type "struct" and contains the following fields. + // <itemizedlist> + // <listitem>output.iterations: The number of iterations performed during the search</listitem> + // </itemizedlist> + // // Examples // // Objective function // // Reference: Westerberg, Carl-Henrik, Bengt Bjorklund, and Eskil Hultman. "An application of mixed integer programming in a Swedish steel mill." Interfaces 7, no. 2 (1977): 39-43. @@ -60,8 +76,8 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // 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;] + // 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 @@ -170,6 +186,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) beq = []; lb = []; ub = []; + options = list(); c = varargin(1) intcon = varargin(2) @@ -212,7 +229,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) end if (size(intcon,2)==0) then - intcon = 0; + intcon = []; end if (size(ub,2)==0) then @@ -309,7 +326,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) //Check if the user gives a matrix instead of a vector - if ((size(intcon,1)~=1)& (size(intcon,2)~=1)) then + if (((size(intcon,1)~=1)& (size(intcon,2)~=1))&(size(intcon,2)~=0)) then errmsg = msprintf(gettext("%s: intcon should be a vector"), "symphonymat"); error(errmsg); end |