opti_mintprog

Solve a MILP using an OPTI solver (e.g. GLPK)

Syntax

x = opti_mintprog(f,A,b)

x = opti_mintprog(f,A,b,Aeq,beq)

x = opti_mintprog(f,A,b,Aeq,beq,lb,ub)

x = opti_mintprog(f,A,b,Aeq,beq,lb,ub,int)

x = opti_mintprog(f,A,b,Aeq,beq,lb,ub,int,sos)

[x,fval,exitflag,info,Opt] = opti_mintprog(f,A,b,Aeq,beq,lb,ub,int,sos,opts)

Description

x = opti_mintprog(f,A,b) solves the linear program with objective specified by f, subject to the linear inequality constraints A, b.

x = opti_mintprog(f,A,b,Aeq,beq) solves subject to the linear equality constraints, Aeq, beq.

x = opti_mintprog(f,A,b,Aeq,beq,lb,ub) solves subject to the decision variable bounds lb, ub.

x = opti_mintprog(f,A,b,Aeq,beq,lb,ub,int) adds binary or integer constraints specified via the character array int. The array must be the length of f, and contain only C (Continuous), B (Binary) or I (Integer).

x = opti_mintprog(f,A,b,Aeq,beq,lb,ub,int,sos) adds Special Ordered Sets (SOS) to the constraints, inferring a MILP. sos is a structure containing fields sostype, sosind and soswt. See optiprob for a description of each field.

[x,fval,exitflag,info,Opt] = opti_mintprog(f,A,b,Aeq,beq,lb,ub,int,sos,opts) allows the user to specify additional options via opts, created from optiset. This includes being able to specify the solver used via the 'solver' field. Also returned is the function value at the solution, exitflag, plus information structure and internally created OPTI object.

Typical Use

This function is provided for users who are familiar with the Matlab Optimization Toolbox and its routines, and wish to experiment with OPTI toolbox routines without major code changes. It is suggested once you are familiar with the OPTI class and creating it, to use it explicitly rather than calling this function.

Note this function is not a current Optimization Toolbox function but is intended to follow the same calling strategy if one existed.