symphonymat
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 vector of doubles, 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 vector of double, the computed solution of the optimization problem
fopt :
a doubles, the function value at x
status :
status flag from symphony.
output :
The output data structure contains detailed informations about the optimization process. Right now it contains number of iteration.
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^T*x \\
& \text{subject to} & A*x \leq b \\
& & Aeq*x = beq \\
& & lb \leq x \leq ub \\
& & x_i \in \!\, \mathbb{Z}, i \in \!\, I
\end{eqnarray}
We are calling SYMPHONY written in C by gateway files for the actual computation.
Examples
Examples
Authors
Keyur Joshi, Saikiran, Iswarya, Harpreet Singh