diff options
Diffstat (limited to 'macros')
| -rw-r--r-- | macros/qpipopt.bin | bin | 33680 -> 37220 bytes | |||
| -rw-r--r-- | macros/qpipopt.sci | 88 | ||||
| -rw-r--r-- | macros/qpipoptmat.bin | bin | 38128 -> 39808 bytes | |||
| -rw-r--r-- | macros/qpipoptmat.sci | 93 | ||||
| -rw-r--r-- | macros/symphony.bin | bin | 43868 -> 50332 bytes | |||
| -rw-r--r-- | macros/symphony.sci | 134 | ||||
| -rw-r--r-- | macros/symphonymat.bin | bin | 45960 -> 54444 bytes | |||
| -rw-r--r-- | macros/symphonymat.sci | 146 |
8 files changed, 333 insertions, 128 deletions
diff --git a/macros/qpipopt.bin b/macros/qpipopt.bin Binary files differindex 07db2ad..6eea1fa 100644 --- a/macros/qpipopt.bin +++ b/macros/qpipopt.bin diff --git a/macros/qpipopt.sci b/macros/qpipopt.sci index 8f3945e..5f08067 100644 --- a/macros/qpipopt.sci +++ b/macros/qpipopt.sci @@ -20,19 +20,19 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) // [xopt,fopt,exitflag,output,lamda] = qpipopt( ... ) // // Parameters - // nbVar : a 1 x 1 matrix of doubles, number of variables - // nbCon : a 1 x 1 matrix of doubles, number of constraints - // Q : a n x n symmetric matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. - // p : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem - // LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables. - // UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables. - // 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. - // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables. + // nbVar : a double, number of variables + // nbCon : a double, number of constraints + // Q : a symmetric matrix of doubles, represents coefficients of quadratic in the quadratic problem. + // p : a vector of doubles, represents coefficients of linear in the quadratic problem + // LB : a vector of doubles, contains lower bounds of the variables. + // UB : a vector of doubles, where n is number of variables, contains upper bounds of the variables. + // conMatrix : a matrix of doubles, contains matrix representing the constraint matrix + // conLB : a vector of doubles, contains lower bounds of the constraints. + // conUB : a vector of doubles, contains upper bounds of the constraints. + // x0 : a vector of doubles, contains initial guess of variables. // param : a list containing the the parameters to be set. - // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem. - // fopt : a 1x1 matrix of doubles, the function value at x. + // xopt : a vector of doubles, the computed solution of the optimization problem. + // fopt : a double, the function value at x. // exitflag : Integer identifying the reason the algorithm terminated. // output : Structure containing information about the optimization. // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type). @@ -114,19 +114,31 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) conLB = varargin(8); conUB = varargin(9); - + 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 ( rhs<10 | size(varargin(10)) ==0 ) then x0 = repmat(0,nbVar,1); else x0 = varargin(10); end - if ( rhs<11 ) then + if ( rhs<11 | size(varargin(11)) ==0 ) then param = list(); else param =varargin(11); end + if (type(param) ~= 15) then + errmsg = msprintf(gettext("%s: param should be a list "), "qpipopt"); + error(errmsg); + end + if (modulo(size(param),2)) then errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipopt"); error(errmsg); @@ -137,6 +149,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) "MaxIter" , [3000], ... "CpuTime" , [600] ... ); + for i = 1:(size(param))/2 select param(2*i-1) @@ -150,6 +163,33 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) end end +// Check if the user gives row vector +// and Changing it to a column matrix + + if (size(p,2)== [nbVar]) then + p=p'; + end + + if (size(LB,2)== [nbVar]) then + LB = LB'; + end + + if (size(UB,2)== [nbVar]) then + UB = UB'; + end + + if (size(conUB,2)== [nbCon]) then + conUB = conUB'; + end + + if (size(conLB,2)== [nbCon]) then + conLB = conLB'; + end + + if (size(x0,2)== [nbVar]) then + x0=x0'; + end + //IPOpt wants it in row matrix form p = p'; LB = LB'; @@ -176,10 +216,17 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) error(errmsg); end - - //Check the size of constraint which should equal to the number of variables - if ( size(conMatrix,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The size of constraints is not equal to the number of variables"), "qpipopt"); + if (nbCon) then + //Check the size of constraint which should equal to the number of variables + if ( size(conMatrix,2) ~= nbVar) then + errmsg = msprintf(gettext("%s: The size of constraints is not equal to the number of variables"), "qpipopt"); + error(errmsg); + end + end + + //Check the number of constraint + if ( size(conMatrix,1) ~= nbCon) then + errmsg = msprintf(gettext("%s: The number of constraints is not equal to the number of constraint given i.e. %d"), "qpipopt", nbCon); error(errmsg); end @@ -209,9 +256,10 @@ function [xopt,fopt,exitflag,output,lambda] = qpipopt (varargin) //Check the size of initial of variables which should equal to the number of variables if ( size(x0,2) ~= nbVar) then - errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipopt"); - error(errmsg); + warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipopt"); + warning(warnmsg); end + [xopt,fopt,status,iter,Zl,Zu,lmbda] = solveqp(nbVar,nbCon,Q,p,conMatrix,conLB,conUB,LB,UB,x0,options); diff --git a/macros/qpipoptmat.bin b/macros/qpipoptmat.bin Binary files differindex 668402c..2cb90c9 100644 --- a/macros/qpipoptmat.bin +++ b/macros/qpipoptmat.bin diff --git a/macros/qpipoptmat.sci b/macros/qpipoptmat.sci index 6ae20c0..7924ba6 100644 --- a/macros/qpipoptmat.sci +++ b/macros/qpipoptmat.sci @@ -23,18 +23,18 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) // [xopt,fopt,exitflag,output,lamda] = qpipoptmat( ... ) // // Parameters - // H : a n x n matrix of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. - // f : a n x 1 matrix of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem - // A : a m x n matrix of doubles, represents the linear coefficients in the inequality constraints - // b : a column vector of doubles, represents the linear coefficients in the inequality constraints - // Aeq : a meq x n matrix of doubles, represents the linear coefficients in the equality constraints + // H : a vector of doubles, where n is number of variables, represents coefficients of quadratic in the quadratic problem. + // f : a vector of doubles, where n is number of variables, represents coefficients of linear in the quadratic problem + // A : a vector of doubles, represents the linear coefficients in the inequality constraints + // b : a vector of doubles, represents the linear coefficients in the inequality constraints + // Aeq : a matrix of doubles, represents the linear coefficients in the equality constraints // beq : a vector of doubles, represents the linear coefficients in the equality constraints - // LB : a n x 1 matrix of doubles, where n is number of variables, contains lower bounds of the variables. - // UB : a n x 1 matrix of doubles, where n is number of variables, contains upper bounds of the variables. - // x0 : a m x 1 matrix of doubles, where m is number of constraints, contains initial guess of variables. + // LB : a vector of doubles, where n is number of variables, contains lower bounds of the variables. + // UB : a vector of doubles, where n is number of variables, contains upper bounds of the variables. + // x0 : a vector of doubles, contains initial guess of variables. // param : a list containing the the parameters to be set. - // xopt : a nx1 matrix of doubles, the computed solution of the optimization problem. - // fopt : a 1x1 matrix of doubles, the function value at x. + // xopt : a vector of doubles, the computed solution of the optimization problem. + // fopt : a double, the function value at x. // exitflag : Integer identifying the reason the algorithm terminated. // output : Structure containing information about the optimization. // lambda : Structure containing the Lagrange multipliers at the solution x (separated by constraint type). @@ -108,7 +108,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) nbVar = size(H,1); - if ( rhs<2 ) then + if ( rhs<3 ) then A = [] b = [] else @@ -116,7 +116,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) b = varargin(4); end - if ( rhs<4 ) then + if ( rhs<5 ) then Aeq = [] beq = [] else @@ -124,7 +124,7 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) beq = varargin(6); end - if ( rhs<6 ) then + if ( rhs<7 ) then LB = repmat(-%inf,nbVar,1); UB = repmat(%inf,nbVar,1); else @@ -139,24 +139,32 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) x0 = varargin(9); end - if ( rhs<10 ) then + if ( rhs<10 | size(varargin(10)) ==0 ) then param = list(); else param =varargin(10); end + 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 (modulo(size(param),2)) then - errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipoptmat"); - error(errmsg); + if (type(param) ~= 15) then + errmsg = msprintf(gettext("%s: param should be a list "), "qpipopt"); + error(errmsg); end + if (modulo(size(param),2)) then errmsg = msprintf(gettext("%s: Size of parameters should be even"), "qpipoptmat"); error(errmsg); end - options = list(.. "MaxIter" , [3000], ... "CpuTime" , [600] ... @@ -178,34 +186,57 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) nbConInEq = size(A,1); nbConEq = size(Aeq,1); +// Check if the user gives row vector +// and Changing it to a column matrix + + + if (size(f,2)== [nbVar]) then + f=f'; + end + + if (size(LB,2)== [nbVar]) then + LB = LB'; + end + + if (size(UB,2)== [nbVar]) then + UB = UB'; + end + + if (size(b,2)==nbConInEq) then + b = b'; + end + + if (size(beq,2)== nbConEq) then + beq = beq'; + end + + if (size(x0,2)== [nbVar]) then + x0=x0'; + end + //Checking the H matrix which needs to be a symmetric matrix - if ( H~=H') then + if ( ~isequal(H,H')) then errmsg = msprintf(gettext("%s: H is not a symmetric matrix"), "qpipoptmat"); error(errmsg); end - //Check the size of H which should equal to the number of variable - if ( size(H) ~= [nbVar nbVar]) then - errmsg = msprintf(gettext("%s: The Size of H is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); - end //Check the size of f which should equal to the number of variable if ( size(f,1) ~= [nbVar]) then - errmsg = msprintf(gettext("%s: The Size of f is not equal to the number of variables"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of rows and columns in H must be equal the number of elements of f"), "qpipoptmat"); error(errmsg); 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 size of inequality constraints is not equal to the number of variables"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of columns in A must be the same as the number of elements of f"), "qpipoptmat"); 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 size of equality constraints is not equal to the number of variables"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of columns in Aeq must be the same as the number of elements of f"), "qpipoptmat"); error(errmsg); end @@ -224,20 +255,20 @@ function [xopt,fopt,exitflag,output,lambda] = qpipoptmat (varargin) //Check the size of constraints of Lower Bound which should equal to the number of constraints if ( size(b,1) ~= nbConInEq & size(b,1) ~= 0) then - errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraints is not equal to the number of constraints"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of rows in A must be the same as the number of elementsof b"), "qpipoptmat"); 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,1) ~= 0) then - errmsg = msprintf(gettext("%s: The Upper Bound of equality constraints is not equal to the number of constraints"), "qpipoptmat"); + errmsg = msprintf(gettext("%s: The number of rows in Aeq must be the same as the number of elements of beq"), "qpipoptmat"); error(errmsg); end //Check the size of initial of variables which should equal to the number of variables if ( size(x0,1) ~= nbVar) then - errmsg = msprintf(gettext("%s: The initial guess of variables is not equal to the number of variables"), "qpipoptmat"); - error(errmsg); + warnmsg = msprintf(gettext("%s: Ignoring initial guess of variables as it is not equal to the number of variables"), "qpipopt"); + warning(warnmsg); end diff --git a/macros/symphony.bin b/macros/symphony.bin Binary files differindex d2aa822..2ef2f57 100644 --- a/macros/symphony.bin +++ b/macros/symphony.bin diff --git a/macros/symphony.sci b/macros/symphony.sci index 9677720..0f57751 100644 --- a/macros/symphony.sci +++ b/macros/symphony.sci @@ -19,20 +19,20 @@ function [xopt,fopt,status,output] = symphony (varargin) // [xopt,fopt,status,output] = 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 - // options : a 1xq marix of string, provided to set the paramters in symphony - // xopt : a 1xn matrix of doubles, the computed solution of the optimization problem - // fopt : a 1x1 matrix of doubles, the function value at x - // status : status flag from symphony + // nbVar : a double, number of variables. + // nbCon : a double, number of constraints. + // objCoeff : a 1 x n matrix of doubles, where n is number of variables, 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 doubles, represents lower bounds of the variables. + // UB : a vector of doubles, represents upper bounds of the variables. + // conMatrix : a matrix of doubles, represents matrix representing the constraint matrix. + // conLB : a vector of doubles, represents lower bounds of the constraints. + // conUB : a vector of doubles, represents upper bounds of the constraints + // objSense : The sense (maximization/minimization) of the objective. Use 1(sym_minimize ) or -1 (sym_maximize) here. + // options : a a list containing the the parameters to be set. + // xopt : a vector of doubles, the computed solution of the optimization problem. + // fopt : a double, the function value at x. + // status : status flag from symphony. // output : The output data structure contains detailed informations about the optimization process. // // Description @@ -53,11 +53,11 @@ function [xopt,fopt,status,output] = symphony (varargin) // Examples // //A basic case : // // Objective function - // c = [350*5,330*3,310*4,280*6,500,450,400,100] + // c = [350*5,330*3,310*4,280*6,500,450,400,100]'; // // Lower Bound of variable - // lb = repmat(0,1,8); + // lb = repmat(0,8,1); // // Upper Bound of variables - // ub = [repmat(1,1,4) repmat(%inf,1,4)]; + // ub = [repmat(1,4,1);repmat(%inf,4,1)]; // // Constraint Matrix // conMatrix = [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; @@ -90,7 +90,7 @@ function [xopt,fopt,status,output] = symphony (varargin) // 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] + // 1162 653 814 625 599 476 767 954 906 904 649 873 565 853 1008 632]'; // //Constraint Matrix // conMatrix = [ // //Constraint 1 @@ -137,9 +137,9 @@ function [xopt,fopt,status,output] = symphony (varargin) // nbCon = size(conMatrix,1) // nbVar = size(conMatrix,2) // // Lower Bound of variables - // lb = repmat(0,1,nbVar) + // lb = repmat(0,nbVar,1) // // Upper Bound of variables - // ub = repmat(1,1,nbVar) + // ub = repmat(1,nbVar,1) // // Row Matrix for telling symphony that the is integer or not // isInt = repmat(%t,1,nbVar) // // Lower Bound of constrains @@ -185,43 +185,103 @@ function [xopt,fopt,status,output] = symphony (varargin) objSense = varargin(10); end - if (rhs<11) then + if (rhs<11|size(varargin(11)==0)) then options = list(); else options = varargin(11); end - -//Check the size of constraint which should equal to the number of constraints - if ( size(conMatrix,1) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Lower Bound is not equal to the number of variables"), "Symphony"); +// 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)== [nbVar]) then + conLB = conLB'; + end + + if (size(conUB,2)== [nbVar]) then + conUB = conUB'; + end + + + if (size(objCoef,2)~=1) then + errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "Symphony"); + error(errmsg); + end + + if (size(objCoef,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 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"); + //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 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"); + //Check the row of constraint which should equal to the number of constraints + if ( size(conMatrix,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 size of constraints of Lower Bound which should equal to the number of constraints - if ( size(conLB,1) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "Symphony"); + //Check the column of constraint which should equal to the number of variables + if ( size(conMatrix,2) ~= nbVar) 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 constraints of Upper Bound which should equal to the number of constraints - if ( size(conUB,1) ~= nbCon) then - errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "Symphony"); + //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 + + LB = LB'; + UB = UB'; + isInt = isInt'; + objCoef = objCoef'; + [xopt,fopt,status,output] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options); endfunction diff --git a/macros/symphonymat.bin b/macros/symphonymat.bin Binary files differindex 5089973..01460d6 100644 --- a/macros/symphonymat.bin +++ b/macros/symphonymat.bin diff --git a/macros/symphonymat.sci b/macros/symphonymat.sci index ef70b7c..87427e1 100644 --- a/macros/symphonymat.sci +++ b/macros/symphonymat.sci @@ -20,8 +20,8 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // [xopt,fopt,status,output] = symphonymat( ... ) // // Parameters - // f : a 1xn matrix of doubles, where n is number of variables, contains coefficients of the variables in the objective - // intcon : Vector of integer constraints, specified as a vector of positive integers. The values in intcon indicate the components of the decision variable x that are integer-valued. intcon has values from 1 through number of variable + // f : a vector of doubles, where n is number of variables, contains coefficients of the variables in the objective + // intcon : Vector of integer constraints, specified as a vector of positive integers. The values in intcon indicate the components of the decision variable x that are integer-valued. intcon has values from 1 through number of variable. // A : Linear inequality constraint matrix, specified as a matrix of doubles. A represents the linear coefficients in the constraints A*x ≤ b. A has size M-by-N, where M is the number of constraints and N is number of variables // b : Linear inequality constraint vector, specified as a vector of doubles. b represents the constant vector in the constraints A*x ≤ b. b has length M, where A is M-by-N // Aeq : Linear equality constraint matrix, specified as a matrix of doubles. Aeq represents the linear coefficients in the constraints Aeq*x = beq. Aeq has size Meq-by-N, where Meq is the number of constraints and N is number of variables @@ -41,7 +41,8 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // \begin{eqnarray} // &\mbox{min}_{x} // & f(x) \\ - // & \text{subject to} & conLB \leq C(x) \leq conUB \\ + // & \text{subject to} & A.x \leq b \\ + // & & Aeq.x \leq beq \\ // & & lb \leq x \leq ub \\ // \end{eqnarray} // </latex> @@ -50,7 +51,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // // Examples // // Objective function - // c = [350*5,330*3,310*4,280*6,500,450,400,100] + // c = [350*5,330*3,310*4,280*6,500,450,400,100]'; // // Lower Bound of variable // lb = repmat(0,1,8); // // Upper Bound of variables @@ -81,7 +82,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // 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] + // 1162 653 814 625 599 476 767 954 906 904 649 873 565 853 1008 632]'; // //Constraint Matrix // conMatrix = [ //Constraint 1 // 42 41 523 215 819 551 69 193 582 375 367 478 162 898 .. @@ -131,7 +132,7 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) // // Upper Bound of variables // ub = repmat(1,1,nbVar) // // Lower Bound of constrains - // intcon = [] + // intcon = []; // for i = 1:nbVar // intcon = [intcon i]; // end @@ -164,34 +165,24 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) intcon = varargin(2) A = varargin(3) b = varargin(4) - - nbVar = size(objCoef,2); - nbCon = size(A,1); - - if ( rhs<4 ) then + + if (size(objCoef,2)~=1) then + errmsg = msprintf(gettext("%s: Objective Coefficients should be a column matrix"), "Symphonymat"); + error(errmsg); + end + + + nbVar = size(objCoef,1); + + if ( rhs<5 ) then Aeq = [] beq = [] else Aeq = varargin(5); beq = varargin(6); - - if (size(Aeq,1)~=0) then - //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 - end - if ( rhs<6 ) then + if ( rhs<7 ) then lb = repmat(-%inf,1,nbVar); ub = repmat(%inf,1,nbVar); else @@ -199,36 +190,105 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) ub = varargin(8); end - if (rhs<9) then + if (rhs<9|size(varargin(9))==0) then options = list(); 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"); + nbConInEq = size(A,1); + nbConEq = size(Aeq,1); + +// Check if the user gives row vector +// and Changing it to a column matrix + + if (size(lb,2)== [nbVar]) then + lb = lb'; + end + + if (size(ub,2)== [nbVar]) then + ub = ub'; + end + + if (size(b,2)== [nbConInEq]) then + b = b'; + end + + if (size(beq,2)== [nbConEq]) then + beq = beq'; + end + + for i=1:size(intcon,2) + if(intcon(i)>nbVar) then + errmsg = msprintf(gettext("%s: The values inside intcon should not exceed total number of variable "), "Symphonymat"); + error(errmsg); + end + + if (intcon(i)<1) then + errmsg = msprintf(gettext("%s: The values inside intcon should be greater than 0 "), "Symphonymat"); + error(errmsg); + end + + if(modulo(intcon(i),1)) then + errmsg = msprintf(gettext("%s: The values inside intcon should be integer "), "Symphonymat"); + error(errmsg); + end + end + + //Check the size of inequality constraint which should equal to the number of inequality constraints + if ( size(A,2) ~= nbVar & size(A,2) ~= 0) then + errmsg = msprintf(gettext("%s: The size of inequality constraint is not equal to the number of variables"), "Symphonymat"); + error(errmsg); + end + + + //Check the size of lower bound of inequality constraint which should equal to the number of constraints + if ( size(b,1) ~= size(A,1)) then + errmsg = msprintf(gettext("%s: The Lower Bound of inequality constraint is not equal to the number of constraint"), "Symphonymat"); 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"); + //Check the size of equality constraint which should equal to the number of inequality constraints + if ( size(Aeq,2) ~= nbVar & size(Aeq,2) ~= 0) then + errmsg = msprintf(gettext("%s: The size of equality constraint is not equal to the number of variables"), "Symphonymat"); + error(errmsg); + end + + //Check the size of upper bound of equality constraint which should equal to the number of constraints + if ( size(beq,1) ~= size(Aeq,1)) then + errmsg = msprintf(gettext("%s: The equality constraint upper bound is not equal to the number of equality constraint"), "Symphonymat"); + 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"), "Symphonymat"); 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"); + //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"), "Symphonymat"); error(errmsg); end + if (type(options) ~= 15) then + errmsg = msprintf(gettext("%s: Options should be a list "), "Symphonymat"); + error(errmsg); + end + + + if (modulo(size(options),2)) then + errmsg = msprintf(gettext("%s: Size of parameters should be even"), "Symphonymat"); + 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]' ; + conLB = [repmat(-%inf,size(A,1),1); beq]; + conUB = [b;beq] ; isInt = repmat(%f,1,nbVar); for i=1:size(intcon,2) @@ -236,7 +296,13 @@ function [xopt,fopt,status,iter] = symphonymat (varargin) end objSense = 1; + + //Changing into row vector + lb = lb'; + ub = ub'; + objCoef = objCoef'; + [xopt,fopt,status,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,lb,ub,conMatrix,conLB,conUB,objSense,options); endfunction |