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Diffstat (limited to 'macros/symphony_mat.sci')
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diff --git a/macros/symphony_mat.sci b/macros/symphony_mat.sci new file mode 100644 index 0000000..377fe90 --- /dev/null +++ b/macros/symphony_mat.sci @@ -0,0 +1,137 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Harpreet Singh +// Organization: FOSSEE, IIT Bombay +// Email: harpreet.mertia@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,iter] = symphony_mat (varargin) + + + // Solves a mixed integer linear programming constrained optimization problem. + // + // Calling Sequence + // xopt = symphony_mat(f,intcon,A,b) + // xopt = symphony_mat(f,intcon,A,b,Aeq,beq) + // xopt = symphony_mat(f,intcon,A,b,Aeq,beq,lb,ub) + // xopt = symphony_mat(f,intcon,A,b,Aeq,beq,lb,ub,options) + // [xopt,fopt,iter] = symphony_mat( ... ) + // + // Parameters + // f = a nx1 matrix of doubles, + // intcon = + // A = + // b = + // Aeq = + // beq = + // lb = + // ub = + // options = + // + // xopt = a 1xn 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(); + +//To check the number of argument given by user + if ( rhs < 4 | rhs = 5 | rhs = 7 | rhs > 9 ) then + errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set [4 6 8 9]"), "Symphony", rhs); + error(errmsg) + end + + + objCoef = varargin(1) + intcon = varargin(2) + A = varargin(3) + b = varargin(4) + + nbVar = size(f,2); + nbCon = size(A,1); + + if ( rhs<4 ) then + Aeq = [] + beq = [] + else + Aeq = varargin(5); + beq = varargin(6); + + //Check the size of equality constraint which should equal to the number of inequality constraints + if ( size(Aeq,2) ~= nbVar) then + errmsg = msprintf(gettext("%s: The size of equality constraint is not equal to the number of variables"), "Symphony"); + error(errmsg); + end + + //Check the size of upper bound of inequality constraint which should equal to the number of constraints + if ( size(beq,2) ~= size(Aeq,1)) then + errmsg = msprintf(gettext("%s: The equality constraint upper bound is not equal to the number of equality constraint"), "Symphony"); + error(errmsg); + end + + end + + if ( rhs<6 ) then + lb = repmat(-%inf,1,nbVar); + ub = repmat(%inf,1,nbVar); + else + lb = varargin(7); + ub = varargin(8); + end + + if (rhs<9) then + options = []; + else + options = varargin(9); + end + + +//Check the size of lower bound of inequality constraint which should equal to the number of constraints + if ( size(b,2) ~= size(A,1)) then + errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraint is not equal to the number of constraint"), "Symphony"); + error(errmsg); + end + +//Check the size of Lower Bound which should equal to the number of variables + if ( size(lb,2) ~= 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,2) ~= nbVar) then + errmsg = msprintf(gettext("%s: The Upper Bound is not equal to the number of variables"), "Symphony"); + error(errmsg); + end + + //Changing the inputs in symphony's format + conMatrix = [A;Aeq] + nbCon = size(conMatrix,1); + conLB = [repmat(-%inf,1,size(A,1)), beq]'; + conUB = [b,beq]' ; + + objSense = 1; + + [xopt,fopt,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,lb,ub,conMatrix,conLB,conUB,objSense,options); + +endfunction |