diff options
Diffstat (limited to 'code/intqpipopt')
-rw-r--r-- | code/intqpipopt/intqpipoptExample1.sce | 76 | ||||
-rw-r--r-- | code/intqpipopt/intqpipoptExample2.sce | 63 |
2 files changed, 139 insertions, 0 deletions
diff --git a/code/intqpipopt/intqpipoptExample1.sce b/code/intqpipopt/intqpipoptExample1.sce new file mode 100644 index 0000000..cb5c648 --- /dev/null +++ b/code/intqpipopt/intqpipoptExample1.sce @@ -0,0 +1,76 @@ +//Reference: K. Deep et al.,"A real coded genetic algorithm for solving integer and mixed integer optimization problems", Applied Mathematics and Computation, 212, p 505-518,2009 +// min f(x) = x1^2 + x2^2 +x3^2 +x4^2 +x5^2 -8x1 - 2x2 - 3x3 - x4 -2x5 +// Subject to +// x1 + x2 + x3 + x4 + x5 <= 400; +// x1 + 2x2 + 2x3 + x4 + 6x5 <= 800 +// 2x1 + x2 + 6x3 <= 200 +// x3 + x4 + 5x5 <= 200 +// x1 + x2 + x3 + x4 + x5 >= 55 +// x1 + x2 + x3 + x4 >= 48 +// x2 + x4 + x5 >= 34 +// 6x1 + 7x5 >= 104 +// The known optimal solution is f*(x) = 807 at x* = [16. 22. 5. 5. 7.] +//===================================================================== +// Copyright (C) 2018 - 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: Remya Kommadath +// Organization: FOSSEE, IIT Bombay +// Email: toolbox@scilab.in +//===================================================================== + +clc; +// Number of decision variables +nVar = 5; +// Num\ber of constraints +nCon = 8; +//integer constraints +intcon = 1:5; +//coefficients of the linear term +f = [-8 -2 -3 -1 -2]; +// Hessian matrix +H = [2 0 0 0 0; +0 2 0 0 0 +0 0 6 0 0 +0 0 0 8 0 +0 0 0 0 4]; +// Bounds of the problem +lb = zeros(1,nVar); +ub = 99*ones(1,nVar); +// Constraint matrix +A = [1 1 1 1 1; +1 2 2 1 6; +2 1 6 0 0; +0 0 1 1 5; +-1 -1 -1 -1 -1 +-1 -1 -1 -1 0; +0 -1 0 -1 -1; +-6 0 0 0 -7]; +b = [400 800 200 200 -55 -48 -34 -104]'; +// Initial guess to the solver +x0 = lb; +// Calling the solver +[xopt,fopt,exitflag,output] = intqpipopt(H,f,intcon,A,b,[],[],lb,ub,x0) + +// Result representation +disp(x0, "The initial guess given to the solver") + +select exitflag +case 0 + disp("Optimal Solution Found") + disp(xopt',"The optimal solution determined by the solver") + disp(fopt,"The optimal objective function") +case 1 + disp("InFeasible Solution") +case 2 + disp("Objective Function is Continuous Unbounded") +case 3 + disp("Limit Exceeded") +case 4 + disp("User Interrupt") +case 5 + disp("MINLP Error") +end diff --git a/code/intqpipopt/intqpipoptExample2.sce b/code/intqpipopt/intqpipoptExample2.sce new file mode 100644 index 0000000..c10e049 --- /dev/null +++ b/code/intqpipopt/intqpipoptExample2.sce @@ -0,0 +1,63 @@ +//Reference: K. Deep et al.,"A real coded genetic algorithm for solving integer and mixed integer optimization problems", Applied Mathematics and Computation, 212, p 505-518,2009 +//===================================================================== +// Copyright (C) 2018 - 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: Remya Kommadath +// Organization: FOSSEE, IIT Bombay +// Email: toolbox@scilab.in +//===================================================================== + +clc; +// Number of decision variables +nVar = 5; +// Num\ber of constraints +nCon = 6; +//integer constraints +intcon = 1:5; +//coefficients of the linear term +f = zeros(1,nVar); +// Hessian matrix +H = [2 0 0 0 0; +0 2 0 0 0 +0 0 2 0 0 +0 0 0 2 0 +0 0 0 0 2]; +// Bounds of the problem +lb = zeros(1,nVar); +ub = 3*ones(1,nVar); +// Constraint matrix +A = [-1 -2 0 -1 0; +0 -1 -2 0 0; +-1 0 0 0 -2; +1 2 2 0 0; +2 0 1 0 0; +1 0 0 0 4]; +b = [-4 -3 -5 6 4 13]'; +// Initial guess to the solver +x0 = lb; +// Calling the solver +[xopt,fopt,exitflag,output] = intqpipopt(H,f,intcon,A,b,[],[],lb,ub,x0) + +// Result representation +disp(x0, "The initial guess given to the solver") + +select exitflag +case 0 + disp("Optimal Solution Found") + disp(xopt',"The optimal solution determined by the solver") + disp(fopt,"The optimal objective function") +case 1 + disp("InFeasible Solution") +case 2 + disp("Objective Function is Continuous Unbounded") +case 3 + disp("Limit Exceeded") +case 4 + disp("User Interrupt") +case 5 + disp("MINLP Error") +end |