diff options
Diffstat (limited to 'macros')
| -rw-r--r-- | macros/symphony.sci | 57 | ||||
| -rw-r--r-- | macros/symphony.sci~ | 81 |
2 files changed, 132 insertions, 6 deletions
diff --git a/macros/symphony.sci b/macros/symphony.sci index f0a0618..c90dca2 100644 --- a/macros/symphony.sci +++ b/macros/symphony.sci @@ -11,13 +11,52 @@ function [xopt,fopt,iter] = symphony (varargin) - // Solves a linearily constrained optimization problem. + // Solves a mixed integer linear programming constrained optimization problem. // - // Calling Sequence - // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB) - // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense) - // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options) - // [xopt,fopt,status,iter] = symphony( ... ) + // 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,iter] = symphony( ... ) + // + // Parameters + // + // nbVar = a 1 x 1 matrix of doubles, number of variables + // nbCon = a 1 x 1 matrix of doubles, number of constraints + // objCoeff = a 1 x n matrix of doubles, where n is number of variables, contains coefficients of the variables in the objective + // isInt = a 1 x n matrix of boolean, where n is number of variables, representing wether a variable is constrained to be an integer + // LB = a 1 x n matrix of doubles, where n is number of variables, contains lower bounds of the variables. Bound can be negative infinity + // UB = a 1 x n matrix of doubles, where n is number of variables, contains upper bounds of the variables. Bound can be infinity + // 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 + // objSense = The sense (maximization/minimization) of the objective. Use 1(sym_minimize ) or -1 (sym_maximize) here + + // xopt = a nx1 matrix of doubles, the computed solution of the optimization problem + // fopt = a 1x1 matrix of doubles, the function value at x + // iter = a 1x1 matrix of doubles, contains the number od iterations done by symphony + // + // 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 \geq C(x) \leq conUB \\ + // & & & lb \geq x \leq ub \\ + // \end{eqnarray} + // </latex> + // + // + // + // + // + //To check the number of input and output argument [lhs , rhs] = argn(); @@ -51,6 +90,12 @@ function [xopt,fopt,iter] = symphony (varargin) end +//Check the size of constraint which should equal to the number of constraints + if ( size(LB) ~= nbCon) then + errmsg = msprintf(gettext("%s: The Lower Bound is not 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) ~= nbVar) then errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "Symphony"); diff --git a/macros/symphony.sci~ b/macros/symphony.sci~ new file mode 100644 index 0000000..32c3e80 --- /dev/null +++ b/macros/symphony.sci~ @@ -0,0 +1,81 @@ +// 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,iter] = symphony (varargin) + + // Solves a mixed integer linear programming constrained optimization problem. + // + // Calling Sequence + // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB) + // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense) + // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options) + // [xopt,fopt,status,iter] = symphony( ... ) + // + +//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) then + options = []; + else + options = varargin(11); + end + + +//Check the size of Lower Bound which should equal to the number of variables + if ( size(LB) ~= 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) ~= nbVar) then + errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony"); + error(errmsg); + end + +//Check the size of Lower Bound which should equal to the number of constraints + if ( size(conLB) ~= nbCon) then + errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "Symphony"); + error(errmsg); + end + +//Check the size of Upper Bound which should equal to the number of constraints + if ( size(conUB) ~= nbCon) then + errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "Symphony"); + error(errmsg); + end + + [xopt,fopt,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options); + +endfunction |