symphonymat
Solves a mixed integer linear programming constrained optimization problem in intlinprog format.
Calling Sequence
xopt = symphonymat(c,intcon,A,b)
xopt = symphonymat(c,intcon,A,b,Aeq,beq)
xopt = symphonymat(c,intcon,A,b,Aeq,beq,lb,ub)
xopt = symphonymat(c,intcon,A,b,Aeq,beq,lb,ub,options)
[xopt,fopt,status,output] = symphonymat( ... )
Parameters
c :
a vector of double, 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 double. A represents the linear coefficients in the constraints A*x ≤ b. A has the size where columns equals to the number of variables.
b :
Linear inequality constraint vector, specified as a vector of double. b represents the constant vector in the constraints A*x ≤ b. b has size equals to the number of rows in A.
Aeq :
Linear equality constraint matrix, specified as a matrix of double. Aeq represents the linear coefficients in the constraints Aeq*x = beq. Aeq has the size where columns equals to the number of variables.
beq :
Linear equality constraint vector, specified as a vector of double. beq represents the constant vector in the constraints Aeq*x = beq. beq has size equals to the number of rows in Aeq.
lb :
Lower bounds, specified as a vector or array of double. lb represents the lower bounds elementwise in lb ≤ x ≤ ub.
ub :
Upper bounds, specified as a vector or array of double. ub represents the upper bounds elementwise in lb ≤ x ≤ ub.
options :
a list containing the the parameters to be set.
xopt :
a vector of double, the computed solution of the optimization problem.
fopt :
a double, the function value at x
status :
status flag from symphony. 227 is optimal, 228 is Time limit exceeded, 230 is iteration limit exceeded.
output :
The output data structure contains detailed information about the optimization process. This version only contains number of iterations.
Description
Search the minimum or maximum of a constrained mixed integer linear programming optimization problem specified by :
find the minimum or maximum of C'⋅x such that
\begin{eqnarray}
&\mbox{min}_{x}
& C^T⋅x \\
& \text{subject to} & A⋅x \leq b \\
& & Aeq⋅x = beq \\
& & 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.
Examples
Examples
Authors
Keyur Joshi, Saikiran, Iswarya, Harpreet Singh