diff options
Diffstat (limited to 'macros')
| -rw-r--r-- | macros/README.rst~ | 36 | ||||
| -rw-r--r-- | macros/lib | bin | 480 -> 504 bytes | |||
| -rw-r--r-- | macros/names | 1 | ||||
| -rw-r--r-- | macros/qpipopt.bin | bin | 37220 -> 47232 bytes | |||
| -rw-r--r-- | macros/qpipopt.sci | 78 | ||||
| -rw-r--r-- | macros/qpipopt.sci~ | 233 | ||||
| -rw-r--r-- | macros/qpipoptmat.bin | bin | 39808 -> 49536 bytes | |||
| -rw-r--r-- | macros/qpipoptmat.sci | 75 | ||||
| -rw-r--r-- | macros/qpipoptmat.sci~ | 265 | ||||
| -rw-r--r-- | macros/setOptions.sci~ | 40 | ||||
| -rw-r--r-- | macros/symphony.bin | bin | 50332 -> 54860 bytes | |||
| -rw-r--r-- | macros/symphony.sci | 34 | ||||
| -rw-r--r-- | macros/symphony.sci~ | 287 | ||||
| -rw-r--r-- | macros/symphony_call.bin | bin | 4064 -> 4592 bytes | |||
| -rw-r--r-- | macros/symphony_call.sci | 16 | ||||
| -rw-r--r-- | macros/symphony_call.sci~ | 52 | ||||
| -rw-r--r-- | macros/symphonymat.bin | bin | 54444 -> 60860 bytes | |||
| -rw-r--r-- | macros/symphonymat.sci | 49 | ||||
| -rw-r--r-- | macros/symphonymat.sci~ | 242 |
19 files changed, 233 insertions, 1175 deletions
diff --git a/macros/README.rst~ b/macros/README.rst~ deleted file mode 100644 index 5a07f63..0000000 --- a/macros/README.rst~ +++ /dev/null @@ -1,36 +0,0 @@ -MACROS -====== - -These files mainly consist of functions for checking the input and calling the gateway functions - -symphony --------- - -It takes the input in symphony style and checks the input. After all the checks call the symphony_call function. - -symphonymat ------------ - -It takes the input in symphony style and checks the input. After all the checks call the symphony_call function. - -symphony_call -------------- - -It calls the gateway functions to initialize, set options and to solve it. After that it will call the functions to get the solution for the problem. - -setOptions ----------- - -It will set the options in the symphony. - -qpipopt -------- - -It synatize the input and call solveqp in the ipopt style. - -qpipopt -------- - -It synatize the input and call solveqp in the quadprog style. - - Binary files differdiff --git a/macros/names b/macros/names index e068c5a..4f0ba56 100644 --- a/macros/names +++ b/macros/names @@ -3,4 +3,5 @@ qpipoptmat setOptions symphony symphony_call +symphony_mat symphonymat diff --git a/macros/qpipopt.bin b/macros/qpipopt.bin Binary files differindex 6eea1fa..0c65c0b 100644 --- a/macros/qpipopt.bin +++ b/macros/qpipopt.bin diff --git a/macros/qpipopt.sci b/macros/qpipopt.sci index 5f08067..c17371e 100644 --- a/macros/qpipopt.sci +++ b/macros/qpipopt.sci @@ -226,40 +226,69 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) //Check the number of constraint if ( size(conMatrix,1) ~= nbCon) then - errmsg = msprintf(gettext("%s: The number of constraints is not equal to the number of constraint given i.e. %d"), "qpipopt", nbCon); + errmsg = msprintf(gettext("%s: The size of constraint matrix is not equal to the number of constraint given i.e. %d"), "qpipopt", nbCon); error(errmsg); end //Check the size of Lower Bound which should equal to the number of variables if ( size(LB,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipopt"); + errmsg = msprintf(gettext("%s: The size of Lower Bound is not equal to the number of variables"), "qpipopt"); error(errmsg); end //Check the size of Upper Bound which should equal to the number of variables if ( size(UB,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipopt"); + errmsg = msprintf(gettext("%s: The size of Upper Bound is not equal to the number of variables"), "qpipopt"); error(errmsg); end //Check the size of constraints of Lower Bound which should equal to the number of constraints if ( size(conLB,2) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "qpipopt"); + errmsg = msprintf(gettext("%s: The size of Lower Bound of constraints is not equal to the number of constraints"), "qpipopt"); error(errmsg); end //Check the size of constraints of Upper Bound which should equal to the number of constraints if ( size(conUB,2) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "qpipopt"); + errmsg = msprintf(gettext("%s: The size of Upper Bound of constraints is not equal to the number of constraints"), "qpipopt"); error(errmsg); end //Check the size of initial of variables which should equal to the number of variables - if ( size(x0,2) ~= nbVar) then + if ( size(x0,2) ~= nbVar | size(x0,"*")>nbVar) then warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipopt"); warning(warnmsg); end + + //Check if the user gives a matrix instead of a vector + + if ((size(p,1)~=1)& (size(p,2)~=1)) then + errmsg = msprintf(gettext("%s: p should be a vector"), "qpipopt"); + error(errmsg); + end + + 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 + errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "qpipopt"); + error(errmsg); + end + + if (nbCon) then + if ((size(conLB,1)~=1)& (size(b,2)~=1)) then + errmsg = msprintf(gettext("%s: Constraint Lower Bound should be a vector"), "qpipopt"); + error(errmsg); + end + if (size(conUB,1)~=1)& (size(beq,2)~=1) then + errmsg = msprintf(gettext("%s: Constraint should be a vector"), "qpipopt"); + error(errmsg); + end + end + [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options); @@ -275,6 +304,43 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) lambda.lower = Zl; lambda.upper = Zu; lambda.constraint = lmbda; + + select status + + case 0 then + printf("\nOptimal Solution Found.\n"); + case 1 then + printf("\nMaximum Number of Iterations Exceeded. Output may not be optimal.\n"); + case 2 then + printf("\nMaximum CPU Time exceeded. Output may not be optimal.\n"); + case 3 then + printf("\nStop at Tiny Step\n"); + case 4 then + printf("\nSolved To Acceptable Level\n"); + case 5 then + printf("\nConverged to a point of local infeasibility.\n"); + case 6 then + printf("\nStopping optimization at current point as requested by user.\n"); + case 7 then + printf("\nFeasible point for square problem found.\n"); + case 8 then + printf("\nIterates divering; problem might be unbounded.\n"); + case 9 then + printf("\nRestoration Failed!\n"); + case 10 then + printf("\nError in step computation (regularization becomes too large?)!\n"); + case 12 then + printf("\nProblem has too few degrees of freedom.\n"); + case 13 then + printf("\nInvalid option thrown back by IPOpt\n"); + case 14 then + printf("\nNot enough memory.\n"); + case 15 then + printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n"); + else + printf("\nInvalid status returned. Notify the Toolbox authors\n"); + break; + end endfunction diff --git a/macros/qpipopt.sci~ b/macros/qpipopt.sci~ deleted file mode 100644 index 35e604b..0000000 --- a/macros/qpipopt.sci~ +++ /dev/null @@ -1,233 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// Author: Harpreet Singh -// Organization: FOSSEE, IIT Bombay -// Email: harpreet.mertia@gmail.com -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt - - -function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) - // Solves a linear quadratic problem. - // - // Calling Sequence - // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB) - // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0) - // xopt = qpipopt(nbVar,nbCon,Q,p,LB,UB,conMatrix,conLB,conUB,x0,param) - // [xopt,fopt,exitflag,output,lamda] = qpipopt( ... ) - // - // Parameters - // nbVar : a 1 x 1 matrix of doubles, number of variables - // nbCon : a 1 x 1 matrix of doubles, number of constraints - // Q : a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. - // p : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem - // LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables. - // UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables. - // conMatrix : a m x n matrix of doubles, where n is number of variables and m is number of constraints, contains matrix representing the constraint matrix - // conLB : a m x 1 matrix of doubles, where m is number of constraints, contains lower bounds of the constraints. - // conUB : a m x 1 matrix of doubles, where m is number of constraints, contains upper bounds of the constraints. - // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables. - // param : a list containing the the parameters to be set. - // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem. - // fopt : a 1x1 matrix of doubles, the function value at x. - // exitflag : Integer identifying the reason the algorithm terminated. - // output : Structure containing information about the optimization. - // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type). - // - // Description - // Search the minimum of a constrained linear quadratic optimization problem specified by : - // find the minimum of f(x) such that - // - // <latex> - // \begin{eqnarray} - // &\mbox{min}_{x} - // & 1/2*x'*Q*x + p'*x \\ - // & \text{subject to} & conLB \leq C(x) \leq conUB \\ - // & & lb \leq x \leq ub \\ - // \end{eqnarray} - // </latex> - // - // We are calling IPOpt for solving the quadratic problem, IPOpt is a library written in C++. The code has been written by Andreas Wächter and Carl Laird. - // - // Examples - // //Find x in R^6 such that: - // conMatrix= [1,-1,1,0,3,1; - // -1,0,-3,-4,5,6; - // 2,5,3,0,1,0 - // 0,1,0,1,2,-1; - // -1,0,2,1,1,0]; - // conLB=[1;2;3;-%inf;-%inf]; - // conUB = [1;2;3;-1;2.5]; - // lb=[-1000;-10000; 0; -1000; -1000; -1000]; - // ub=[10000; 100; 1.5; 100; 100; 1000]; - // //and minimize 0.5*x'*Q*x + p'*x with - // p=[1; 2; 3; 4; 5; 6]; Q=eye(6,6); - // nbVar = 6; - // nbCon = 5; - // x0 = repmat(0,nbVar,1); - // param = list("MaxIter", 300, "CpuTime", 100); - // [xopt,fopt,exitflag,output,lambda]=qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB,x0,param) - // - // Examples - // //Find the value of x that minimize following function - // // f(x) = 0.5*x1^2 + x2^2 - x1*x2 - 2*x1 - 6*x2 - // // Subject to: - // // x1 + x2 ≤ 2 - // // –x1 + 2x2 ≤ 2 - // // 2x1 + x2 ≤ 3 - // // 0 ≤ x1, 0 ≤ x2. - // Q = [1 -1; -1 2]; - // p = [-2; -6]; - // conMatrix = [1 1; -1 2; 2 1]; - // conUB = [2; 2; 3]; - // conLB = [-%inf; -%inf; -%inf]; - // lb = [0; 0]; - // ub = [%inf; %inf]; - // nbVar = 2; - // nbCon = 3; - // [xopt,fopt,exitflag,output,lambda] = qpipopt(nbVar,nbCon,Q,p,lb,ub,conMatrix,conLB,conUB) - // - // Authors - // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh - - -//To check the number of input and output argument - [lhs , rhs] = argn(); - -//To check the number of argument given by user - if ( rhs < 9 | rhs > 11 ) then - errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 9, 10 or 11"), "qpipopt", rhs); - error(errmsg) - end - - - nbVar = varargin(1); - nbCon = varargin(2); - Q = varargin(3); - p = varargin(4); - LB = varargin(5); - UB = varargin(6); - conMatrix = varargin(7); - conLB = varargin(8); - conUB = varargin(9); - - - if ( rhs<10 | size(varargin(10)) ==0 ) then - x0 = repmat(0,nbVar,1); - else - x0 = varargin(10); - end - - if ( rhs<11 ) then - param = []; - else - param =varargin(11); - end - - if (modulo(size(param),2)) then - errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipopt"); - error(errmsg); - end - - - options = list(.. - "MaxIter" , [3000], ... - "CpuTime" , [600] ... - ); - - for i = 1:(size(param))/2 - - select param(2*i-1) - case "MaxIter" then - options(1) = param(2*i); - case "CpuTime" then - options(3) = param(2*i); - else - errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipopt", param(2*i-1)); - error(errmsg) - end - end - - //IPOpt wants it in row matrix form - p = p'; - LB = LB'; - UB = UB'; - conLB = conLB'; - conUB = conUB'; - x0 = x0'; - - //Checking the Q matrix which needs to be a symmetric matrix - if ( ~isequal(Q,Q') ) then - errmsg = msprintf(gettext("%s: Q is not a symmetric matrix"), "qpipopt"); - error(errmsg); - end - - //Check the size of Q which should equal to the number of variable - if ( size(Q) ~= [nbVar nbVar]) then - errmsg = msprintf(gettext("%s: The Size of Q is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - //Check the size of p which should equal to the number of variable - if ( size(p,2) ~= [nbVar]) then - errmsg = msprintf(gettext("%s: The Size of p is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - - //Check the size of constraint which should equal to the number of variables - if ( size(conMatrix,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The size of constraints is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - //Check the size of Lower Bound which should equal to the number of variables - if ( size(LB,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - //Check the size of Upper Bound which should equal to the number of variables - if ( size(UB,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - //Check the size of constraints of Lower Bound which should equal to the number of constraints - if ( size(conLB,2) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "qpipopt"); - error(errmsg); - end - - //Check the size of constraints of Upper Bound which should equal to the number of constraints - if ( size(conUB,2) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "qpipopt"); - error(errmsg); - end - - //Check the size of initial of variables which should equal to the number of variables - if ( size(x0,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipopt"); - error(errmsg); - end - - - [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options); - - xopt = xopt'; - exitflag = status; - output = struct("Iterations" , []); - output.Iterations = iter; - lambda = struct("lower" , [], .. - "upper" , [], .. - "constraint" , []); - - lambda.lower = Zl; - lambda.upper = Zu; - lambda.constraint = lmbda; - - -endfunction diff --git a/macros/qpipoptmat.bin b/macros/qpipoptmat.bin Binary files differindex 2cb90c9..6ca5589 100644 --- a/macros/qpipoptmat.bin +++ b/macros/qpipoptmat.bin diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci index 7924ba6..01b0eef 100644 --- a/macros/qpipoptmat.sci +++ b/macros/qpipoptmat.sci @@ -174,9 +174,9 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) select param(2*i-1) case "MaxIter" then - options(2*i-1) = param(2*i); + options(2*i) = param(2*i); case "CpuTime" then - options(2*i-1) = param(2*i); + options(2*i) = param(2*i); else errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipoptmat", param(2*i-1)); error(errmsg) @@ -270,7 +270,39 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipopt"); warning(warnmsg); end - + + //Check if the user gives a matrix instead of a vector + + if ((size(f,1)~=1)& (size(f,2)~=1)) then + errmsg = msprintf(gettext("%s: f should be a vector"), "qpipopt"); + error(errmsg); + end + + if (size(LB,1)~=1)& (size(LB,2)~=1) then + errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "qpipopt"); + error(errmsg); + end + + if (size(UB,1)~=1)& (size(UB,2)~=1) then + errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "qpipopt"); + error(errmsg); + end + + if (nbConInEq) then + if ((size(b,1)~=1)& (size(b,2)~=1)) then + errmsg = msprintf(gettext("%s: Constraint Lower Bound should be a vector"), "qpipopt"); + error(errmsg); + end + end + + if (nbConEq) then + if (size(beq,1)~=1)& (size(beq,2)~=1) then + errmsg = msprintf(gettext("%s: Constraint should be a vector"), "qpipopt"); + error(errmsg); + end + end + + //Converting it into ipopt format f = f'; @@ -296,6 +328,43 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) lambda.upper = Zu; lambda.eqlin = lmbda(1:nbConEq); lambda.ineqlin = lmbda(nbConEq+1:nbCon); + + select status + + case 0 then + printf("\nOptimal Solution Found.\n"); + case 1 then + printf("\nMaximum Number of Iterations Exceeded. Output may not be optimal.\n"); + case 2 then + printf("\nMaximum CPU Time exceeded. Output may not be optimal.\n"); + case 3 then + printf("\nStop at Tiny Step\n"); + case 4 then + printf("\nSolved To Acceptable Level\n"); + case 5 then + printf("\nConverged to a point of local infeasibility.\n"); + case 6 then + printf("\nStopping optimization at current point as requested by user.\n"); + case 7 then + printf("\nFeasible point for square problem found.\n"); + case 8 then + printf("\nIterates divering; problem might be unbounded.\n"); + case 9 then + printf("\nRestoration Failed!\n"); + case 10 then + printf("\nError in step computation (regularization becomes too large?)!\n"); + case 12 then + printf("\nProblem has too few degrees of freedom.\n"); + case 13 then + printf("\nInvalid option thrown back by IPOpt\n"); + case 14 then + printf("\nNot enough memory.\n"); + case 15 then + printf("\nINTERNAL ERROR: Unknown SolverReturn value - Notify IPOPT Authors.\n"); + else + printf("\nInvalid status returned. Notify the Toolbox authors\n"); + break; + end endfunction diff --git a/macros/qpipoptmat.sci~ b/macros/qpipoptmat.sci~ deleted file mode 100644 index e29da8f..0000000 --- a/macros/qpipoptmat.sci~ +++ /dev/null @@ -1,265 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// Author: Harpreet Singh -// Organization: FOSSEE, IIT Bombay -// Email: harpreet.mertia@gmail.com -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt - - -function [xopt,fopt,exitflag,output,lambda] = 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 n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. - // f : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem - // A : a m x n matrix of doubles, represents the linear coefficients in the inequality constraints - // b : a column vector of doubles, represents the linear coefficients in the inequality constraints - // Aeq : a meq x n 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 n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables. - // UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables. - // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables. - // param : a list containing the the parameters to be set. - // xopt : a nx1 matrix of doubles, the computed solution of the optimization problem. - // fopt : a 1x1 matrix of doubles, the function value at x. - // exitflag : Integer identifying the reason the algorithm terminated. - // 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 - - -//To check the number of input and output argument - [lhs , rhs] = argn(); - -//To check the number of argument given by user - if ( rhs < 2 | rhs == 3 | rhs == 5 | rhs == 7 | rhs > 10 ) then - errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [2 4 6 8 9 10]"), "qpipoptmat", rhs); - error(errmsg) - end - - H = varargin(1); - f = varargin(2); - nbVar = size(H,1); - - - if ( rhs<2 ) then - A = [] - b = [] - else - A = varargin(3); - b = varargin(4); - end - - if ( rhs<4 ) then - Aeq = [] - beq = [] - else - Aeq = varargin(5); - beq = varargin(6); - end - - if ( rhs<6 ) then - LB = repmat(-%inf,nbVar,1); - UB = repmat(%inf,nbVar,1); - else - LB = varargin(7); - UB = varargin(8); - end - - - if ( rhs<10 | size(varargin(9)) ==0 ) then - x0 = repmat(0,nbVar,1) - else - x0 = varargin(9); - end - - if ( rhs<11 ) then - param = list(); - else - param =varargin(10); - end - - - if (modulo(size(param),2)) then - errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipoptmat"); - error(errmsg); - end - - - options = list(.. - "MaxIter" , [3000], ... - "CpuTime" , [600] ... - ); - - for i = 1:(size(param))/2 - - select param(2*i-1) - case "MaxIter" then - options(2*i-1) = param(2*i); - case "CpuTime" then - options(2*i-1) = param(2*i); - else - errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "qpipoptmat", param(2*i-1)); - error(errmsg) - end - end - - nbConInEq = size(A,1); - nbConEq = size(Aeq,1); - - //Checking the H matrix which needs to be a symmetric matrix - if ( H~=H') then - errmsg = msprintf(gettext("%s: H is not a symmetric matrix"), "qpipoptmat"); - error(errmsg); - end - - //Check the size of H which should equal to the number of variable - if ( size(H) ~= [nbVar nbVar]) then - errmsg = msprintf(gettext("%s: The Size of H is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end - - //Check the size of f which should equal to the number of variable - if ( size(f,1) ~= [nbVar]) then - errmsg = msprintf(gettext("%s: The Size of f is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end - - - //Check the size of inequality constraint which should be equal to the number of variables - if ( size(A,2) ~= nbVar & size(A,2) ~= 0) then - errmsg = msprintf(gettext("%s: The size of inequality constraints is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end - - //Check the size of equality constraint which should be equal to the number of variables - if ( size(Aeq,2) ~= nbVar & size(Aeq,2) ~= 0 ) then - errmsg = msprintf(gettext("%s: The size of equality constraints is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end - - - //Check the size of Lower Bound which should be equal to the number of variables - if ( size(LB,1) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end - - //Check the size of Upper Bound which should equal to the number of variables - if ( size(UB,1) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end - - //Check the size of constraints of Lower Bound which should equal to the number of constraints - if ( size(b,1) ~= nbConInEq & size(b,1) ~= 0) then - errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraints is not equal to the number of constraints"), "qpipoptmat"); - error(errmsg); - end - - //Check the size of constraints of Upper Bound which should equal to the number of constraints - if ( size(beq,1) ~= nbConEq & size(beq,1) ~= 0) then - errmsg = msprintf(gettext("%s: The Upper Bound of equality constraints is not equal to the number of constraints"), "qpipoptmat"); - error(errmsg); - end - - //Check the size of initial of variables which should equal to the number of variables - if ( size(x0,1) ~= nbVar) then - errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end - - - //Converting it into ipopt format - f = f'; - LB = LB'; - UB = UB'; - x0 = x0'; - conMatrix = [Aeq;A]; - nbCon = size(conMatrix,1); - conLB = [beq; repmat(-%inf,nbConInEq,1)]'; - conUB = [beq;b]' ; - [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,H,f,conMatrix,conLB,conUB,LB,UB,x0,options); - - xopt = xopt'; - exitflag = status; - output = struct("Iterations" , []); - output.Iterations = iter; - lambda = struct("lower" , [], .. - "upper" , [], .. - "ineqlin" , [], .. - "eqlin" , []); - - lambda.lower = Zl; - lambda.upper = Zu; - lambda.eqlin = lmbda(1:nbConEq); - lambda.ineqlin = lmbda(nbConEq+1:nbCon); - - -endfunction diff --git a/macros/setOptions.sci~ b/macros/setOptions.sci~ deleted file mode 100644 index ef5c36c..0000000 --- a/macros/setOptions.sci~ +++ /dev/null @@ -1,40 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// Author: Harpreet Singh -// Organization: FOSSEE, IIT Bombay -// Email: harpreet.mertia@gmail.com -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt - -function setOptions(varargin) - - options = varargin(1); - nbOpt = size(options); - - - if (nbOpt~=0) then - for i = 1:(nbOpt/2) - - //Setting the parameters - - //Check if the given parameter is String - if (type(options(2*i)) == 10 ) then - sym_setStrParam(options(2*i - 1),options(2*i)); - - //Check if the given parameter is Double - elseif(type(options(2*i))==1) then - sym_setDblParam(options(2*i - 1),options(2*i)); - - //Check if the given parameter is Integer - elseif(type(options(2*i))==8) - sym_setIntParam(options(2*i - 1),options(2*i)); - end - - end - end - -endfunction - diff --git a/macros/symphony.bin b/macros/symphony.bin Binary files differindex 2ef2f57..d126d9f 100644 --- a/macros/symphony.bin +++ b/macros/symphony.bin diff --git a/macros/symphony.sci b/macros/symphony.sci index 4b11ae8..c5b1cdf 100644 --- a/macros/symphony.sci +++ b/macros/symphony.sci @@ -206,11 +206,11 @@ function [xopt,fopt,status,output] = symphony (varargin) UB = UB'; end - if (size(conLB,2)== [nbVar]) then + if (size(conLB,2)== [nbCon]) then conLB = conLB'; end - if (size(conUB,2)== [nbVar]) then + if (size(conUB,2)== [nbCon]) then conUB = conUB'; end @@ -277,6 +277,36 @@ function [xopt,fopt,status,output] = symphony (varargin) error(errmsg); end + //Check if the user gives a matrix instead of a vector + + if ((size(isInt,1)~=1)& (size(isInt,2)~=1)) then + errmsg = msprintf(gettext("%s: isInt should be a vector"), "qpipopt"); + error(errmsg); + end + + 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 + errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "qpipopt"); + error(errmsg); + end + + if (nbCon) then + if ((size(conLB,1)~=1)& (size(conLB,2)~=1)) then + errmsg = msprintf(gettext("%s: Constraint Lower Bound should be a vector"), "qpipopt"); + error(errmsg); + end + + if (size(conUB,1)~=1)& (size(conUB,2)~=1) then + errmsg = msprintf(gettext("%s: Constraint Upper Bound should be a vector"), "qpipopt"); + error(errmsg); + end + end + + LB = LB'; UB = UB'; isInt = isInt'; diff --git a/macros/symphony.sci~ b/macros/symphony.sci~ deleted file mode 100644 index 4b11ae8..0000000 --- a/macros/symphony.sci~ +++ /dev/null @@ -1,287 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// Author: Harpreet Singh -// Organization: FOSSEE, IIT Bombay -// Email: harpreet.mertia@gmail.com -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt - -function [xopt,fopt,status,output] = symphony (varargin) - // Solves a mixed integer linear programming constrained optimization problem. - // - // Calling Sequence - // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB) - // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense) - // xopt = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options) - // [xopt,fopt,status,output] = symphony( ... ) - // - // Parameters - // nbVar : a double, number of variables. - // nbCon : a double, number of constraints. - // objCoeff : a 1 x n matrix of doubles, where n is number of variables, 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 - -//To check the number of input and output argument - [lhs , rhs] = argn(); - -//To check the number of argument given by user - if ( rhs < 9 | rhs > 11 ) then - errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set [9 10 11]"), "Symphony", rhs); - error(errmsg) - end - - nbVar = varargin(1); - nbCon = varargin(2); - objCoef = varargin(3); - isInt = varargin(4); - LB = varargin(5); - UB = varargin(6); - conMatrix = varargin(7); - conLB = varargin(8); - conUB = varargin(9); - - if ( rhs<10 ) then - objSense = 1; - else - objSense = varargin(10); - end - - if (rhs<11|size(varargin(11))==0) then - options = list(); - else - options = varargin(11); - end - -// Check if the user gives row vector -// and Changing it to a column matrix - - if (size(isInt,2)== [nbVar]) then - isInt = isInt'; - end - - if (size(LB,2)== [nbVar]) then - LB = LB'; - end - - if (size(UB,2)== [nbVar]) then - UB = UB'; - end - - if (size(conLB,2)== [nbVar]) then - conLB = conLB'; - end - - if (size(conUB,2)== [nbVar]) then - conUB = conUB'; - end - - - if (size(objCoef,2)~=1) then - errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "Symphony"); - error(errmsg); - end - - if (size(objCoef,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 - - //Check the size of isInt which should equal to the number of variables - if(size(isInt,1)~=nbVar) then - errmsg = msprintf(gettext("%s: The size of isInt is not equal to the number of variables"), "Symphony"); - error(errmsg); - end - - //Check the size of lower bound of inequality constraint which should equal to the number of constraints - if ( size(conLB,1) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Lower Bound of constraint is not equal to the number of constraint"), "Symphony"); - error(errmsg); - end - - //Check the size of lower bound of inequality constraint which should equal to the number of constraints - if ( size(conUB,1) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Upper Bound of constraint is not equal to the number of constraint"), "Symphony"); - error(errmsg); - end - - //Check the row of constraint which should equal to the number of constraints - if ( size(conMatrix,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 - 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 - 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 - errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony"); - error(errmsg); - end - - if (type(options) ~= 15) then - errmsg = msprintf(gettext("%s: Options should be a list "), "Symphony"); - error(errmsg); - end - - if (modulo(size(options),2)) then - errmsg = msprintf(gettext("%s: Size of parameters should be even"), "Symphony"); - error(errmsg); - end - - LB = LB'; - UB = UB'; - isInt = isInt'; - objCoef = objCoef'; - - [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options); - -endfunction diff --git a/macros/symphony_call.bin b/macros/symphony_call.bin Binary files differindex 5008236..53671fa 100644 --- a/macros/symphony_call.bin +++ b/macros/symphony_call.bin diff --git a/macros/symphony_call.sci b/macros/symphony_call.sci index c8323fc..cfe73ae 100644 --- a/macros/symphony_call.sci +++ b/macros/symphony_call.sci @@ -11,6 +11,11 @@ function [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options) + xopt = []; + fopt = []; + status = []; + output = []; + //Opening Symphony environment sym_open(); @@ -27,14 +32,9 @@ function [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB, end op = sym_solve(); - disp(op); - xopt = []; - fopt = []; - status = []; - output = []; - - if (~op) then + status = sym_getStatus(); + if (status == 228 | status == 227 | status == 229 | status == 230 | status == 231 | status == 232 | status == 233) then xopt = sym_getVarSoln(); // Symphony gives a row matrix converting it to column matrix xopt = xopt'; @@ -46,7 +46,7 @@ function [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB, output = struct("Iterations" , []); - output.Iterations = sym_getIterCount(); + output.Iterations = sym_getIterCount(); endfunction diff --git a/macros/symphony_call.sci~ b/macros/symphony_call.sci~ deleted file mode 100644 index 057ba63..0000000 --- a/macros/symphony_call.sci~ +++ /dev/null @@ -1,52 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// Author: Harpreet Singh -// Organization: FOSSEE, IIT Bombay -// Email: harpreet.mertia@gmail.com -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt - -function [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options) - - //Opening Symphony environment - sym_open(); - - //Setting Options for the Symphpony -// setOptions(options); - - //Choosing to launch basic or advanced version - if(~issparse(conMatrix)) then - sym_loadProblemBasic(nbVar,nbCon,LB,UB,objCoef,isInt,objSense,conMatrix,conLB,conUB); - else - // Changing to Constraint Matrix into sparse matrix - conMatrix_advanced=sparse(conMatrix); - sym_loadProblem(nbVar,nbCon,LB,UB,objCoef,isInt,objSense,conMatrix_advanced,conLB,conUB); - end - - op = sym_solve(); - disp(op); - - xopt = []; - fopt = []; - status = []; - output = []; - - if (~op) then - xopt = sym_getVarSoln(); - // Symphony gives a row matrix converting it to column matrix - xopt = xopt'; - - fopt = sym_getObjVal(); - end - - status = sym_getStatus(); - - output = struct("Iterations" , []); - - output.Iterations = sym_getIterCount(); - - -endfunction diff --git a/macros/symphonymat.bin b/macros/symphonymat.bin Binary files differindex 01460d6..95bba1a 100644 --- a/macros/symphonymat.bin +++ b/macros/symphonymat.bin diff --git a/macros/symphonymat.sci b/macros/symphonymat.sci index 87427e1..9e1ffaf 100644 --- a/macros/symphonymat.sci +++ b/macros/symphonymat.sci @@ -196,6 +196,20 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) options = varargin(9); end +// Check if the user gives empty matrix + if (size(lb,2)==0) then + lb = repmat(-%inf,nbVar,1); + end + + if (size(intcon,2)==0) then + intcon = 0; + end + + if (size(ub,2)==0) then + ub = repmat(%inf,nbVar,1); + end + +// Calculating the size of equality and inequality constraints nbConInEq = size(A,1); nbConEq = size(Aeq,1); @@ -283,6 +297,37 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) error(errmsg); end + //Check if the user gives a matrix instead of a vector + + if ((size(intcon,1)~=1)& (size(intcon,2)~=1)) then + errmsg = msprintf(gettext("%s: intcon should be a vector"), "symphonymat"); + error(errmsg); + end + + if (size(lb,1)~=1)& (size(lb,2)~=1) then + errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "symphonymat"); + error(errmsg); + end + + if (size(ub,1)~=1)& (size(ub,2)~=1) then + errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "symphonymat"); + error(errmsg); + end + + if (nbConInEq) then + if ((size(b,1)~=1)& (size(b,2)~=1)) then + errmsg = msprintf(gettext("%s: Constraint Lower Bound should be a vector"), "symphonymat"); + error(errmsg); + end + end + + if (nbConEq) then + if (size(beq,1)~=1)& (size(beq,2)~=1) then + errmsg = msprintf(gettext("%s: Constraint Upper Bound should be a vector"), "symphonymat"); + error(errmsg); + end + end + //Changing the inputs in symphony's format conMatrix = [A;Aeq] @@ -291,7 +336,9 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) conUB = [b;beq] ; isInt = repmat(%f,1,nbVar); - for i=1:size(intcon,2) + // Changing intcon into column vector + intcon = intcon(:); + for i=1:size(intcon,1) isInt(intcon(i)) = %t end diff --git a/macros/symphonymat.sci~ b/macros/symphonymat.sci~ deleted file mode 100644 index 455dd67..0000000 --- a/macros/symphonymat.sci~ +++ /dev/null @@ -1,242 +0,0 @@ -// Copyright (C) 2015 - IIT Bombay - FOSSEE -// -// Author: Harpreet Singh -// Organization: FOSSEE, IIT Bombay -// Email: harpreet.mertia@gmail.com -// This file must be used under the terms of the CeCILL. -// This source file is licensed as described in the file COPYING, which -// you should have received as part of this distribution. The terms -// are also available at -// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt - -function [xopt,fopt,status,iter] = symphonymat (varargin) - // Solves a mixed integer linear programming constrained optimization problem in intlinprog format. - // - // Calling Sequence - // xopt = symphonymat(f,intcon,A,b) - // xopt = symphonymat(f,intcon,A,b,Aeq,beq) - // xopt = symphonymat(f,intcon,A,b,Aeq,beq,lb,ub) - // xopt = symphonymat(f,intcon,A,b,Aeq,beq,lb,ub,options) - // [xopt,fopt,status,output] = symphonymat( ... ) - // - // Parameters - // f : a 1xn matrix of doubles, where n is number of variables, contains coefficients of the variables in the objective - // intcon : Vector of integer constraints, specified as a vector of positive integers. The values in intcon indicate the components of the decision variable x that are integer-valued. intcon has values from 1 through number of variable - // A : Linear inequality constraint matrix, specified as a matrix of doubles. A represents the linear coefficients in the constraints A*x ≤ b. A has size M-by-N, where M is the number of constraints and N is number of variables - // b : Linear inequality constraint vector, specified as a vector of doubles. b represents the constant vector in the constraints A*x ≤ b. b has length M, where A is M-by-N - // Aeq : Linear equality constraint matrix, specified as a matrix of doubles. Aeq represents the linear coefficients in the constraints Aeq*x = beq. Aeq has size Meq-by-N, where Meq is the number of constraints and N is number of variables - // beq : Linear equality constraint vector, specified as a vector of doubles. beq represents the constant vector in the constraints Aeq*x = beq. beq has length Meq, where Aeq is Meq-by-N. - // lb : Lower bounds, specified as a vector or array of doubles. lb represents the lower bounds elementwise in lb ≤ x ≤ ub. - // ub : Upper bounds, specified as a vector or array of doubles. ub represents the upper bounds elementwise in lb ≤ x ≤ ub. - // options : a list containing the the parameters to be set. - // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem - // fopt : a 1x1 matrix of doubles, the function value at x - // output : The output data structure contains detailed informations about the optimization process. - // - // Description - // Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : - // find the minimum or maximum of f(x) such that - // - // <latex> - // \begin{eqnarray} - // &\mbox{min}_{x} - // & f(x) \\ - // & \text{subject to} & conLB \leq C(x) \leq conUB \\ - // & & lb \leq x \leq ub \\ - // \end{eqnarray} - // </latex> - // - // We are calling SYMPHONY written in C by gateway files for the actual computation. SYMPHONY was originally written by Ted Ralphs, Menal Guzelsoy and Ashutosh Mahajan. - // - // Examples - // // Objective function - // c = [350*5,330*3,310*4,280*6,500,450,400,100] - // // Lower Bound of variable - // lb = repmat(0,1,8); - // // Upper Bound of variables - // ub = [repmat(1,1,4) repmat(%inf,1,4)]; - // // Constraint Matrix - // Aeq = [5,3,4,6,1,1,1,1; - // 5*0.05,3*0.04,4*0.05,6*0.03,0.08,0.07,0.06,0.03; - // 5*0.03,3*0.03,4*0.04,6*0.04,0.06,0.07,0.08,0.09;] - // beq = [ 25, 1.25, 1.25] - // intcon = [1 2 3 4]; - // // Calling Symphony - // [x,f,status,output] = symphonymat(c,intcon,[],[],Aeq,beq,lb,ub) - // - // Examples - // // An advanced case where we set some options in symphony - // // This problem is taken from - // // P.C.Chu and J.E.Beasley - // // "A genetic algorithm for the multidimensional knapsack problem", - // // Journal of Heuristics, vol. 4, 1998, pp63-86. - // // The problem to be solved is: - // // Max sum{j=1,...,n} p(j)x(j) - // // st sum{j=1,...,n} r(i,j)x(j) <= b(i) i=1,...,m - // // x(j)=0 or 1 - // // The function to be maximize i.e. P(j) - // objCoef = -1*[ 504 803 667 1103 834 585 811 856 690 832 846 813 868 793 .. - // 825 1002 860 615 540 797 616 660 707 866 647 746 1006 608 .. - // 877 900 573 788 484 853 942 630 591 630 640 1169 932 1034 .. - // 957 798 669 625 467 1051 552 717 654 388 559 555 1104 783 .. - // 959 668 507 855 986 831 821 825 868 852 832 828 799 686 .. - // 510 671 575 740 510 675 996 636 826 1022 1140 654 909 799 .. - // 1162 653 814 625 599 476 767 954 906 904 649 873 565 853 1008 632] - // //Constraint Matrix - // conMatrix = [ //Constraint 1 - // 42 41 523 215 819 551 69 193 582 375 367 478 162 898 .. - // 550 553 298 577 493 183 260 224 852 394 958 282 402 604 .. - // 164 308 218 61 273 772 191 117 276 877 415 873 902 465 .. - // 320 870 244 781 86 622 665 155 680 101 665 227 597 354 .. - // 597 79 162 998 849 136 112 751 735 884 71 449 266 420 .. - // 797 945 746 46 44 545 882 72 383 714 987 183 731 301 .. - // 718 91 109 567 708 507 983 808 766 615 554 282 995 946 651 298; - // //Constraint 2 - // 509 883 229 569 706 639 114 727 491 481 681 948 687 941 .. - // 350 253 573 40 124 384 660 951 739 329 146 593 658 816 .. - // 638 717 779 289 430 851 937 289 159 260 930 248 656 833 .. - // 892 60 278 741 297 967 86 249 354 614 836 290 893 857 .. - // 158 869 206 504 799 758 431 580 780 788 583 641 32 653 .. - // 252 709 129 368 440 314 287 854 460 594 512 239 719 751 .. - // 708 670 269 832 137 356 960 651 398 893 407 477 552 805 881 850; - // //Constraint 3 - // 806 361 199 781 596 669 957 358 259 888 319 751 275 177 .. - // 883 749 229 265 282 694 819 77 190 551 140 442 867 283 .. - // 137 359 445 58 440 192 485 744 844 969 50 833 57 877 .. - // 482 732 968 113 486 710 439 747 174 260 877 474 841 422 .. - // 280 684 330 910 791 322 404 403 519 148 948 414 894 147 .. - // 73 297 97 651 380 67 582 973 143 732 624 518 847 113 .. - // 382 97 905 398 859 4 142 110 11 213 398 173 106 331 254 447 ; - // //Constraint 4 - // 404 197 817 1000 44 307 39 659 46 334 448 599 931 776 .. - // 263 980 807 378 278 841 700 210 542 636 388 129 203 110 .. - // 817 502 657 804 662 989 585 645 113 436 610 948 919 115 .. - // 967 13 445 449 740 592 327 167 368 335 179 909 825 614 .. - // 987 350 179 415 821 525 774 283 427 275 659 392 73 896 .. - // 68 982 697 421 246 672 649 731 191 514 983 886 95 846 .. - // 689 206 417 14 735 267 822 977 302 687 118 990 323 993 525 322; - // //Constrain 5 - // 475 36 287 577 45 700 803 654 196 844 657 387 518 143 .. - // 515 335 942 701 332 803 265 922 908 139 995 845 487 100 .. - // 447 653 649 738 424 475 425 926 795 47 136 801 904 740 .. - // 768 460 76 660 500 915 897 25 716 557 72 696 653 933 .. - // 420 582 810 861 758 647 237 631 271 91 75 756 409 440 .. - // 483 336 765 637 981 980 202 35 594 689 602 76 767 693 .. - // 893 160 785 311 417 748 375 362 617 553 474 915 457 261 350 635 ; - // ]; - // nbVar = size(objCoef,2) - // conUB=[11927 13727 11551 13056 13460 ]; - // // Lower Bound of variables - // lb = repmat(0,1,nbVar) - // // Upper Bound of variables - // ub = repmat(1,1,nbVar) - // // Lower Bound of constrains - // intcon = [] - // for i = 1:nbVar - // intcon = [intcon i]; - // end - // options = list("time_limit", 25); - // // The expected solution : - // // Output variables - // xopt = [0 1 1 0 0 1 0 1 0 1 0 0 0 0 0 0 0 1 0 0 0 0 1 0 1 1 0 1 1 0 1 .. - // 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 1 1 .. - // 0 0 1 0 0 1 0 1 0 0 1 0 0 1 0 1 0 0 0 0 0 1 1 0 0 0 0 0 1 1 0 0 1 0 0 1 0] - // // Optimal value - // fopt = [ 24381 ] - // // Calling Symphony - // [x,f,status,output] = symphonymat(objCoef,intcon,conMatrix,conUB,[],[],lb,ub,options); - // - // Authors - // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh - - -//To check the number of input and output argument - [lhs , rhs] = argn(); - -//To check the number of argument given by user - if ( rhs < 4 | rhs == 5 | rhs == 7 | rhs > 9 ) then - errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set [4 6 8 9]"), "Symphony", rhs); - error(errmsg) - end - - - objCoef = varargin(1) - intcon = varargin(2) - A = varargin(3) - b = varargin(4) - - nbVar = size(objCoef,2); - nbCon = size(A,1); - - if ( rhs<4 ) then - Aeq = [] - beq = [] - else - Aeq = varargin(5); - beq = varargin(6); - - if (size(Aeq,1)~=0) then - //Check the size of equality constraint which should equal to the number of inequality constraints - if ( size(Aeq,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The size of equality constraint is not equal to the number of variables"), "Symphony"); - error(errmsg); - end - - //Check the size of upper bound of inequality constraint which should equal to the number of constraints - if ( size(beq,2) ~= size(Aeq,1)) then - errmsg = msprintf(gettext("%s: The equality constraint upper bound is not equal to the number of equality constraint"), "Symphony"); - error(errmsg); - end - end - - end - - if ( rhs<6 ) then - lb = repmat(-%inf,1,nbVar); - ub = repmat(%inf,1,nbVar); - else - lb = varargin(7); - ub = varargin(8); - end - - if (rhs<8) then - options = list(); - else - options = varargin(9); - end - - -//Check the size of lower bound of inequality constraint which should equal to the number of constraints - if ( size(b,2) ~= size(A,1)) then - errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraint is not equal to the number of constraint"), "Symphony"); - error(errmsg); - end - -//Check the size of Lower Bound which should equal to the number of variables - if ( size(lb,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "Symphony"); - error(errmsg); - end - -//Check the size of Upper Bound which should equal to the number of variables - if ( size(ub,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony"); - error(errmsg); - end - - //Changing the inputs in symphony's format - conMatrix = [A;Aeq] - nbCon = size(conMatrix,1); - conLB = [repmat(-%inf,1,size(A,1)), beq]'; - conUB = [b,beq]' ; - - isInt = repmat(%f,1,nbVar); - for i=1:size(intcon,2) - isInt(intcon(i)) = %t - end - - objSense = 1; - - [xopt,fopt,status,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,lb,ub,conMatrix,conLB,conUB,objSense,options); - -endfunction |