// Copyright (C) 2015 - IIT Bombay - FOSSEE // // Author: Guru Pradeep Reddy, Bhanu Priya Sayal // Organization: FOSSEE, IIT Bombay // Email: gurupradeept@gmail.com, bhanupriyasayal@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] = matrix_linprog (varargin) //To check the number of input and output argument [lhs , rhs] = argn(); c = []; A = []; b = []; Aeq = []; beq = []; lb = []; ub = []; options = list(); //To check the number of argument given by user if ( rhs < 3 | rhs == 4 | rhs == 6 | rhs >8 ) then errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set of [3 5 7 8]"), "linprog", rhs); error(errmsg) end c = varargin(1); if(size(c,2) == 0) then errmsg = msprintf(gettext("%s: Cannot determine the number of variables because input objective coefficients is empty"), "linprog"); error(errmsg); end if (size(c,2)~=1) then errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "linprog"); error(errmsg); end nbVar = size(c,1); A = varargin(2); b = varargin(3); if ( rhs<4 ) then Aeq = [] beq = [] else Aeq = varargin(4); beq = varargin(5); end if ( rhs<6 ) then lb = []; ub = []; else lb = varargin(6); ub = varargin(7); end if ( rhs<8 | size(varargin(8)) ==0 ) then param = list(); else param =varargin(8); end //Check type of variables Checktype("linprog", c, "c", 1, "constant") Checktype("linprog", A, "A", 2, "constant") Checktype("linprog", b, "b", 3, "constant") Checktype("linprog", Aeq, "Aeq", 4, "constant") Checktype("linprog", beq, "beq", 5, "constant") Checktype("linprog", lb, "lb", 6, "constant") Checktype("linprog", ub, "ub", 7, "constant") nbConInEq = size(A,1); nbConEq = size(Aeq,1); lb = lb(:); ub = ub(:) b = b(:); beq = beq(:); if (size(lb,2)==0) then lb = repmat(-%inf,nbVar,1); end if (size(ub,2)==0) then ub = repmat(%inf,nbVar,1); end if (type(param) ~= 15) then errmsg = msprintf(gettext("%s: options should be a list "), "linprog"); error(errmsg); end if (modulo(size(param),2)) then errmsg = msprintf(gettext("%s: Size of parameters should be even"), "linprog"); error(errmsg); end options = list("MaxIter", [3000]); for i = 1:(size(param))/2 select convstr(param(2*i-1),'l') case "maxiter" then options(2*i) = param(2*i); else errmsg = msprintf(gettext("%s: Unrecognized parameter name ''%s''."), "linprog", param(2*i-1)); error(errmsg) end 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 number of columns in A must be the same as the number of elements of c"), "linprog"); 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 number of columns in Aeq must be the same as the number of elements of c"), "linprog"); 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"), "linprog"); 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"), "linprog"); 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,2) ~= 0) then errmsg = msprintf(gettext("%s: The number of rows in A must be the same as the number of elements of b"), "linprog"); 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,2) ~= 0) then errmsg = msprintf(gettext("%s: The number of rows in Aeq must be the same as the number of elements of beq"), "linprog"); error(errmsg); end //Check if the user gives a matrix instead of a vector if (size(lb,1)~=1)& (size(lb,2)~=1) then errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "linprog"); error(errmsg); end if (size(ub,1)~=1)& (size(ub,2)~=1) then errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "linprog"); 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"), "linprog"); 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"), "linprog"); error(errmsg); end end for i = 1:nbConInEq if (b(i) == -%inf) errmsg = msprintf(gettext("%s: Value of b can not be negative infinity"), "linprog"); error(errmsg); end end for i = 1:nbConEq if (beq(i) == -%inf) errmsg = msprintf(gettext("%s: Value of beq can not be negative infinity"), "linprog"); error(errmsg); end end nbVar = size(c,1); c = c'; conMatrix = [Aeq;A]; nbCon = size(conMatrix,1); conlb = [beq; repmat(-%inf,nbConInEq,1)]; conub = [beq;b]; [xopt,fopt,status,iter,Zl,dual] = linearprog(nbVar,nbCon,c,conMatrix,conlb,conub,lb',ub',options); xopt = xopt'; exitflag = status; output = struct("Iterations" , [],.. "constrviolation" , []); output.Iterations = iter; output.constrviolation = []//max([0;norm(Aeq*xopt-beq, 'inf');(lb-xopt);(xopt-ub);(A*xopt-b)]); lambda = struct("lower" , [], .. "ineqlin" , [], .. "eqlin" , []); lambda.lower = []//Zl; lambda.eqlin = []//dual(1:nbConEq); lambda.ineqlin = []//dual(nbConEq+1:nbCon); select status case 0 then printf("\nOptimal Solution.\n"); case 1 then printf("\nPrimal Infeasible.\n"); case 2 then printf("\nDual Infeasible.\n"); case 3 then printf("\nIteration limit reached.\n"); case 4 then printf("\nNumerical Difficulties.\n"); case 5 then printf("\nPrimal Objective limit reached.\n"); case 6 then printf("\nDual Objective limit reached.\n"); else printf("\nInvalid status returned. Notify the Toolbox authors\n"); break; end endfunction