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// 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 (varargin)
// Solves a mixed integer linear programming constrained optimization problem.
//
// 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();
//To check the number of argument given by user
if ( rhs < 9 | rhs > 11 ) then
errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be in the set [9 10 11]"), "Symphony", rhs);
error(errmsg)
end
nbVar = varargin(1);
nbCon = varargin(2);
objCoef = varargin(3);
isInt = varargin(4);
LB = varargin(5);
UB = varargin(6);
conMatrix = varargin(7);
conLB = varargin(8);
conUB = varargin(9);
if ( rhs<10 ) then
objSense = 1;
else
objSense = varargin(10);
end
if (rhs<11) then
options = [];
else
options = varargin(11);
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");
error(errmsg);
end
//Check the size of Upper Bound which should equal to the number of variables
if ( size(UB) ~= nbVar) then
errmsg = msprintf(gettext("%s: The Upper 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 constraints
if ( size(conLB) ~= nbCon) then
errmsg = msprintf(gettext("%s: The Lower Bound of constraints is not equal to the number of constraints"), "Symphony");
error(errmsg);
end
//Check the size of Upper Bound which should equal to the number of constraints
if ( size(conUB) ~= nbCon) then
errmsg = msprintf(gettext("%s: The Upper Bound of constraints is not equal to the number of constraints"), "Symphony");
error(errmsg);
end
[xopt,fopt,iter] = symphony_call(nbVar,nbCon,objCoef,isInt,LB,UB,conMatrix,conLB,conUB,objSense,options);
endfunction
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