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Diffstat (limited to 'tests/general_tests/cbcintlinprog/cbcintlinprog_MaxTime.sce')
| -rw-r--r-- | tests/general_tests/cbcintlinprog/cbcintlinprog_MaxTime.sce | 198 |
1 files changed, 198 insertions, 0 deletions
diff --git a/tests/general_tests/cbcintlinprog/cbcintlinprog_MaxTime.sce b/tests/general_tests/cbcintlinprog/cbcintlinprog_MaxTime.sce new file mode 100644 index 0000000..05db3de --- /dev/null +++ b/tests/general_tests/cbcintlinprog/cbcintlinprog_MaxTime.sce @@ -0,0 +1,198 @@ +// 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) +c = -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 +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; +//Constraint 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(c,1); +b=[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('MaxTime', 5); +// 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 cbc +[x,f,status,output] = cbcintlinprog(c,intcon,A,b,[],[],lb,ub,options) +// output = +// +// relativegap: 0.0063814 +// absolutegap: 155.26695 +// numnodes: 15677 +// numfeaspoints: 100 +// numiterations: 59946 +// constrviolation: 0 +// message: "Time Limit Reached" +// status = +// +// 5. +// f = +// +// - 24330. +// x = +// +// 0. +// 1. +// 1. +// 0. +// 0. +// 0. +// 1. +// 1. +// 1. +// 0. +// 0. +// 0. +// 0. +// 0. +// 0. +// 0. +// 0. +// 1. +// 1. +// 0. +// 0. +// 0. +// 0. +// 1. +// 0. +// 1. +// 1. +// 0. +// 1. +// 1. +// 0. +// 1. +// 0. +// 0. +// 1. +// 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. +// 0. +// 0. +// 0. +// 0. +// 0. +// 0. +// 1. +// 0. +// 1. +// 1. +// 0. +// 0. +// 0. +// 0. +// 1. +// 1. +// 0. +// 0. +// 0. +// 0. +// 0. +// 0. +// 1. +// 0. +// 0. +// 1. +// 0. +// 0. +// 1. +// 0. +// |