symphony
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,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
options :
a 1xq marix of string, provided to set the paramters in symphony
xopt :
a 1xn 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
\begin{eqnarray}
&\mbox{min}_{x}
& f(x) \\
& \text{subject to} & conLB \geq C(x) \leq conUB \\
& & lb \geq x \leq ub \\
\end{eqnarray}
Examples
Examples
Authors
Keyur Joshi, Saikiran, Iswarya, Harpreet Singh