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author | Harpreet | 2015-08-31 16:24:10 +0530 |
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committer | Harpreet | 2015-08-31 16:24:10 +0530 |
commit | fa499e4367b4cedda401c94c1f22656dc64fc248 (patch) | |
tree | 276a41cf560f121eebd01a70f459d1c6ff02c4ab /macros/symphony.sci | |
parent | 1019e3a021f5a51a8f7f052ffe499c3ef8aa5136 (diff) | |
download | symphony-fa499e4367b4cedda401c94c1f22656dc64fc248.tar.gz symphony-fa499e4367b4cedda401c94c1f22656dc64fc248.tar.bz2 symphony-fa499e4367b4cedda401c94c1f22656dc64fc248.zip |
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Diffstat (limited to 'macros/symphony.sci')
-rw-r--r-- | macros/symphony.sci | 57 |
1 files changed, 51 insertions, 6 deletions
diff --git a/macros/symphony.sci b/macros/symphony.sci index f0a0618..c90dca2 100644 --- a/macros/symphony.sci +++ b/macros/symphony.sci @@ -11,13 +11,52 @@ function [xopt,fopt,iter] = symphony (varargin) - // Solves a linearily constrained optimization problem. + // Solves a mixed integer linear programming constrained optimization problem. // - // Calling Sequence - // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB) - // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense) - // x = symphony(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options) - // [xopt,fopt,status,iter] = symphony( ... ) + // 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 + + // xopt = a nx1 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 + // + // <latex> + // \begin{eqnarray} + // \mbox{min}_{x} + // & & f(x) \\ + // & \text{subject to} + // & & conLB \geq C(x) \leq conUB \\ + // & & & lb \geq x \leq ub \\ + // \end{eqnarray} + // </latex> + // + // + // + // + // + //To check the number of input and output argument [lhs , rhs] = argn(); @@ -51,6 +90,12 @@ function [xopt,fopt,iter] = symphony (varargin) end +//Check the size of constraint which should equal to the number of constraints + if ( size(LB) ~= nbCon) then + errmsg = msprintf(gettext("%s: The Lower Bound is not 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) ~= nbVar) then errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "Symphony"); |