// Copyright (C) 2015 - IIT Bombay - FOSSEE // // 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 // Author: Harpreet Singh // Organization: FOSSEE, IIT Bombay // Email: toolbox@scilab.in function [xopt,fopt,status,output] = symphony (varargin) // Solves a mixed integer linear programming constrained optimization problem. // // Calling Sequence // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB) // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense) // xopt = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense,options) // [xopt,fopt,status,output] = symphony( ... ) // // Parameters // nbVar : a double, number of variables. // nbCon : a double, number of constraints. // c : a vector of double, represents coefficients of the variables in the objective. // isInt : a vector of boolean, represents wether a variable is constrained to be an integer. // lb : a vector of double, represents lower bounds of the variables. // ub : a vector of double, represents upper bounds of the variables. // A : a matrix of double, represents matrix representing the constraint matrix conLB ≤ A⋅x ≤ conUB. // conLB : a vector of double, represents lower bounds of the constraints conLB ≤ A⋅x ≤ conUB. // conUB : a vector of double, represents upper bounds of the constraints conLB ≤ A⋅x ≤ conUB. // objSense : The sense (maximization/minimization) of the objective. Use 1(sym_minimize ) or -1 (sym_maximize) here. // options : a list containing the parameters to be set. // xopt : a vector of double, the computed solution of the optimization problem. // fopt : a double, the value of the function at x. // status : status flag returned from symphony.See below for details. // output : The output data structure contains detailed information about the optimization process. See below for details. // // Description // Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by : // // // \begin{eqnarray} // &\mbox{min}_{x} // & f^T⋅x \\ // & \text{subject to} & conLB \leq A⋅x \leq conUB \\ // & & lb \leq x \leq ub \\ // & & x_i \in \!\, \mathbb{Z}, i \in \!\, I // \end{eqnarray} // // // The routine calls SYMPHONY written in C by gateway files for the actual computation. // // The status allows to know the status of the optimization which is given back by Ipopt. // // status=227 : Optimal Solution Found // status=228 : Maximum CPU Time exceeded. // status=229 : Maximum Number of Node Limit Exceeded. // status=230 : Maximum Number of Iterations Limit Exceeded. // // // For more details on status see the symphony documentation, go to http://www.coin-or.org/SYMPHONY/man-5.6/ // // The output data structure contains detailed informations about the optimization process. // It has type "struct" and contains the following fields. // // output.iterations: The number of iterations performed during the search // // // Examples // //Reference: Westerberg, Carl-Henrik, Bengt Bjorklund, and Eskil Hultman. "An application of mixed integer programming in a Swedish steel mill." Interfaces 7, no. 2 (1977): 39-43. // // Objective function // c = [350*5,330*3,310*4,280*6,500,450,400,100]'; // // Lower Bound of variable // lb = repmat(0,8,1); // // Upper Bound of variables // ub = [repmat(1,4,1);repmat(%inf,4,1)]; // // Constraint Matrix // A = [5,3,4,6,1,1,1,1; // 5*0.05,3*0.04,4*0.05,6*0.03,0.08,0.07,0.06,0.03; // 5*0.03,3*0.03,4*0.04,6*0.04,0.06,0.07,0.08,0.09;] // // Lower Bound of constraints // conlb = [ 25; 1.25; 1.25] // // Upper Bound of constraints // conub = [ 25; 1.25; 1.25] // // Row Matrix for telling symphony that the is integer or not // isInt = [repmat(%t,1,4) repmat(%f,1,4)]; // xopt = [1 1 0 1 7.25 0 0.25 3.5] // fopt = [8495] // // Calling Symphony // [x,f,status,output] = symphony(8,3,c,isInt,lb,ub,A,conlb,conub,1) // // Press ENTER to continue // // Examples // // 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 = [ 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; // //Constrain 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 ; // ]; // nbCon = size(A,1) // nbVar = size(A,2) // // Lower Bound of variables // lb = repmat(0,nbVar,1) // // Upper Bound of variables // ub = repmat(1,nbVar,1) // // Row Matrix for telling symphony that the is integer or not // isInt = repmat(%t,1,nbVar) // // Lower Bound of constraints // conLB=repmat(0,nbCon,1); // // Upper Bound of constraints // conUB=[11927 13727 11551 13056 13460 ]'; // options = list("time_limit", 25); // // 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 Symphony // [x,f,status,output] = symphony(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,-1,options); // Authors // Keyur Joshi, Saikiran, Iswarya, Harpreet Singh //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 // Initializing all the variables to empty matrix nbVar = []; nbCon = []; c = []; isInt = []; lb = []; ub = []; A = []; conLB = []; conUB = []; options = list(); nbVar = varargin(1); nbCon = varargin(2); c = varargin(3); isInt = varargin(4); lb = varargin(5); ub = varargin(6); A = varargin(7); conLB = varargin(8); conUB = varargin(9); if ( rhs<10 ) then objSense = 1; else objSense = varargin(10); end if (rhs<11|size(varargin(11))==0) then options = list(); else options = varargin(11); end // Check if the user gives empty matrix if (size(lb,2)==0) then lb = repmat(-%inf,nbVar,1); end if (size(isInt,2)==0) then isInt = repmat(%f,nbVar,1); end if (size(ub,2)==0) then ub = repmat(%inf,nbVar,1); end // Check if the user gives row vector // and Changing it to a column matrix if (size(isInt,2)== [nbVar]) then isInt = isInt'; end if (size(lb,2)== [nbVar]) then lb = lb'; end if (size(ub,2)== [nbVar]) then ub = ub'; end if (size(conLB,2)== [nbCon]) then conLB = conLB'; end if (size(conUB,2)== [nbCon]) then conUB = conUB'; end if (size(c,2)~=1) then errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "Symphony"); error(errmsg); end if (size(c,1)~=nbVar) then errmsg = msprintf(gettext("%s: Number of variables in Objective Coefficients is not equal to number of variables given"), "Symphony"); error(errmsg); end //Check the size of isInt which should equal to the number of variables if(size(isInt,1)~=nbVar) then errmsg = msprintf(gettext("%s: The size of isInt is not equal to the number of variables"), "Symphony"); error(errmsg); end //Check the size of lower bound of inequality constraint which should equal to the number of constraints if ( size(conLB,1) ~= nbCon) then errmsg = msprintf(gettext("%s: The Lower Bound of constraint is not equal to the number of constraint"), "Symphony"); error(errmsg); end //Check the size of lower bound of inequality constraint which should equal to the number of constraints if ( size(conUB,1) ~= nbCon) then errmsg = msprintf(gettext("%s: The Upper Bound of constraint is not equal to the number of constraint"), "Symphony"); error(errmsg); end //Check the row of constraint which should equal to the number of constraints if ( size(A,1) ~= nbCon) then errmsg = msprintf(gettext("%s: The number of rows in constraint should be equal to the number of constraints"), "Symphony"); error(errmsg); end //Check the column of constraint which should 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 constraint should 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,1) ~= 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,1) ~= nbVar) then errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony"); error(errmsg); end if (type(options) ~= 15) then errmsg = msprintf(gettext("%s: Options should be a list "), "Symphony"); error(errmsg); end if (modulo(size(options),2)) then errmsg = msprintf(gettext("%s: Size of parameters should be even"), "Symphony"); error(errmsg); end //Check if the user gives a matrix instead of a vector if ((size(isInt,1)~=1)& (size(isInt,2)~=1)) then errmsg = msprintf(gettext("%s: isInt should be a vector"), "qpipopt"); error(errmsg); end if (size(lb,1)~=1)& (size(lb,2)~=1) then errmsg = msprintf(gettext("%s: Lower Bound should be a vector"), "qpipopt"); error(errmsg); end if (size(ub,1)~=1)& (size(ub,2)~=1) then errmsg = msprintf(gettext("%s: Upper Bound should be a vector"), "qpipopt"); error(errmsg); end if (nbCon) then if ((size(conLB,1)~=1)& (size(conLB,2)~=1)) then errmsg = msprintf(gettext("%s: Constraint Lower Bound should be a vector"), "qpipopt"); error(errmsg); end if (size(conUB,1)~=1)& (size(conUB,2)~=1) then errmsg = msprintf(gettext("%s: Constraint Upper Bound should be a vector"), "qpipopt"); error(errmsg); end end lb = lb'; ub = ub'; isInt = isInt'; c = c'; [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,c,isInt,lb,ub,A,conLB,conUB,objSense,options); endfunction