用matlab解非线性(混合)整数规划

sunboxinan · 发表于 2006-8-3 19:40:02

我下载了解非线性整数规划的函数BNB20(),也可以解线性的.但是不知道为什么总上是运行错误,这个函数应该是没有问题,是我从mathworks公司网站上下的 ,希望大家帮我看看到底是怎么回事       程序如下function c6miopt(x)f=-[2 1 4 3 1]*x ;>> a=[0 2 1 4 2;3 4 5 -1 -1]; >> intlist=ones(5,1); >> aeq=[]; >> beq=[]; >> b=[54;62]; >> ctype=[-1;-1]; >> xm=[0 0 4 1 3]'; >> xM=2000*ones(5,1); >> x0=xm; >> [err,f,x]=bnb20('c6miopt',x0,intlist,xm,xM,a,b,aeq,beq)运行结果:Warning: Could not find an exact (case-sensitive) match for 'bnb20'. D:\MATLAB701\sunbowork\BNB20.m is a case-insensitive match and will be used instead.  You can improve the performance of your code by using exact name matches and we therefore recommend that you update your usage accordingly.  Alternatively, you can disable this warning using warning('off','MATLAB:dispatcher:InexactMatch'). *** searched   0 % of three *** Z    :          Inf *** t    :          0.0 secs *** c    :            0 cycles *** fail :            0 cycles Optimization terminated: first-order optimality measure less  than options.TolFun and maximum constraint violation is less  than options.TolCon. Active inequalities (to within options.TolCon = 1e-006):   lower      upper     ineqlin   ineqnonlin     1                                     2                                     3                                     4                                     5                                 *** branch pruned *** new best solution found ??? Error using ==> horzcat The following error occurred converting from char to struct: Error using ==> struct Conversion to struct from char is not possible.Error in ==> BNB20 at 388 eval(['warning ',currentwarningstate]);

sunboxinan · 发表于 2006-8-3 19:45:00

下面这是bnb20函数的内容  大家可以copy回去试着运行一下function [errmsg,Z,X,t,c,fail] = BNB20(fun,x0,xstat,xl,xu,a,b,aeq,beq,nonlc,setts,opts,varargin); % BNB20 Finds the constrained minimum of a function of several possibly integer variables. % Usage: [errmsg,Z,X,t,c,fail] = %        BNB20(fun,x0,xstatus,xlb,xub,A,B,Aeq,Beq,nonlcon,settings,options,P1,P2,...) % % BNB solves problems of the form: % Minimize F(x) subject to: xlb <= x0 <=xub %                           A*x <= B  Aeq*x=Beq %                           C(x)<=0  Ceq(x)=0 %                           x(i) is continuous for xstatus(i)=0  %                           x(i) integer for xstatus(i)= 1 %                           x(i) fixed for xstatus(i)=2 % % BNB uses: % Optimization Toolbox Version 2.0 (R11) 09-Oct-1998 % From this toolbox fmincon.m is called. For more info type help fmincon. % % fun is the function to be minimized and should return a scalar. F(x)=feval(fun,x). % x0 is the starting point for x. x0 should be a column vector. % xstatus is a column vector describing the status of every variable x(i). % xlb and xub are column vectors with lower and upper bounds for x. % A and Aeq are matrices for the linear constrains. % B and Beq are column vectors for the linear constrains. % nonlcon is the function for the nonlinear constrains. % [C(x);Ceq(x)]=feval(nonlcon,x). Both C(x) and Ceq(x) should be column vectors. % % errmsg is a string containing an error message if BNB found an error in the input. % Z is the scalar result of the minimization, X the values of the accompanying variables. % t is the time elapsed while the algorithm BNB has run and c is the number of BNB cycles. % fail is the number of nonconvergent leaf sub-problems. % % settings is a row vector with settings for BNB: % settings(1) (standard 0) if 1: if the sub-problem does not converge do not branch it and % raise fail by one. Normally BNB will always branch a nonconvergent sub-problem so it can % try again to find a solution. % A sub-problem that is a leaf of the branch-and-bound-tree cannot be branched. If such % a problem does not converge it will be considered infeasible and fail will be raised by one. % settings(2) is the handle of main BNB GUI. Leave empty. % options is an options structure. For details type help optimset. % options.maxSQPiter is a variable used by fmincon (if modified as described in bnb20.m). % maxSQPiter cannot be set by optimset because it is not part of the standard options % structure. maxSQPiter is 1000 by default. % P1,P2,... are parameters to be passed to fun and nonlcon. % F(x)=feval(fun,x,P1,P2,...). [C(x);Ceq(x)]=feval(nonlcon,x,P1,P2,...). % Type edit BNB20 for more info.% E.C. Kuipers % e-mail <a href="mailto:E.C.Kuipers@cpedu.rug.nl">E.C.Kuipers@cpedu.rug.nl</a>
 % FI-Lab % Applied Physics % Rijksuniversiteit Groningen% To get rid of bugs and to stop fmincon from hanging make the following chances: % % In optim/private/nlconst.m ($Revision: 1.20 $  $Date: 1998/08/24 13:46:15 $): % Get EXITFLAG independent of verbosity. % After the lines:                 disp('  less than 2*options.TolFun but constraints are not satisfied.')    %                               end %                               EXITFLAG = -1;   %                            end %                         end %                         status=1; % add the line: if (strncmp(howqp, 'i',1) & mg > 0), EXITFLAG = -1; end; % % In optim/private/qpsub.m ($Revision: 1.21 $  $Date: 1998/09/01 21:37:56 $): % Stop qpsub from hanging. % After the line: %   Andy Grace 7-9-90. Mary Ann Branch 9-30-96. % add the line: global maxSQPIter; % and changed the line: maxSQPiters = Inf; % to the line: if exist('maxSQPiter','var'), maxSQPiters = maxSQPiter; else maxSQPiters=inf; end; % I guess there was a reason to put maxSQPiters at infinity, but this works fine for me. global maxSQPiter;% STEP 0 CHECKING INPUT Z=[]; X=[]; t=0; c=0; fail=0; if nargin<2, errmsg='BNB needs at least 2 input arguments.'; return; end; if isempty(fun), errmsg='No fun found.'; return; elseif ~ischar(fun), errmsg='fun must be a string.'; return; end; if isempty(x0), errmsg='No x0 found.'; return; elseif ~isnumeric(x0) | ~isreal(x0) | size(x0,2)>1    errmsg='x0 must be a real column vector.'; return; end; xstatus=zeros(size(x0)); if nargin>2 & ~isempty(xstat)    if isnumeric(xstat) & isreal(xstat) & all(size(xstat)<=size(x0))       if all(xstat==round(xstat) & 0<=xstat & xstat<=2)          xstatus(1:size(xstat))=xstat;       else errmsg='xstatus must consist of the integers 0,1 en 2.'; return; end;    else errmsg='xstatus must be a real column vector the same size as x0.'; return; end; end; xlb=zeros(size(x0)); xlb(find(xstatus==0))=-inf; if nargin>3 & ~isempty(xl)    if isnumeric(xl) & isreal(xl) & all(size(xl)<=size(x0))       xlb(1:size(xl,1))=xl;    else errmsg='xlb must be a real column vector the same size as x0.'; return; end; end;

sunboxinan · 发表于 2006-8-3 19:45:43

if any(x0<xlb), errmsg='x0 must be in the range xlb <= x0.'; return; elseif any(xstatus==1 & (~isfinite(xlb) | xlb~=round(xlb)))    errmsg='xlb(i) must be an integer if x(i) is an integer variabele.'; return; end; xlb(find(xstatus==2))=x0(find(xstatus==2)); xub=ones(size(x0)); xub(find(xstatus==0))=inf; if nargin>4 & ~isempty(xu)    if isnumeric(xu) & isreal(xu) & all(size(xu)<=size(x0))       xub(1:size(xu,1))=xu;    else errmsg='xub must be a real column vector the same size as x0.'; return; end; end; if any(x0>xub), errmsg='x0 must be in the range x0 <=xub.'; return; elseif any(xstatus==1 & (~isfinite(xub) | xub~=round(xub)))    errmsg='xub(i) must be an integer if x(i) is an integer variabale.'; return; end; xub(find(xstatus==2))=x0(find(xstatus==2)); A=[]; if nargin>5 & ~isempty(a)    if isnumeric(a) & isreal(a) & size(a,2)==size(x0,1), A=a;    else errmsg='Matrix A not correct.'; return; end; end; B=[]; if nargin>6 & ~isempty(b)    if isnumeric(b) & isreal(b) & all(size(b)==[size(A,1) 1]), B=b;    else errmsg='Column vector B not correct.'; return; end; end; if isempty(B) & ~isempty(A), B=zeros(size(A,1),1); end; Aeq=[]; if nargin>7 & ~isempty(aeq)    if isnumeric(aeq) & isreal(aeq) & size(aeq,2)==size(x0,1), Aeq=aeq;    else errmsg='Matrix Aeq not correct.'; return; end; end; Beq=[]; if nargin>8 & ~isempty(beq)    if isnumeric(beq) & isreal(beq) & all(size(beq)==[size(Aeq,1) 1]), Beq=beq;    else errmsg='Column vector Beq not correct.'; return; end; end; if isempty(Beq) & ~isempty(Aeq), Beq=zeros(size(Aeq,1),1); end; nonlcon=''; if nargin>9 & ~isempty(nonlc)    if ischar(nonlc), nonlcon=nonlc;    else errmsg='fun must be a string.'; return; end; end; settings = [0 0]; if nargin>10 & ~isempty(setts)    if isnumeric(setts) & isreal(setts) & all(size(setts)<=size(settings))       settings(setts~=0)=setts(setts~=0);    else errmsg='settings should be a row vector of length 1 or 2.'; return; end; end; maxSQPiter=1000; options=optimset('fmincon'); if nargin>11 & ~isempty(opts)    if isstruct(opts)       if isfield(opts,'MaxSQPIter')          if isnumeric(opts.MaxSQPIter) & isreal(opts.MaxSQPIter) & ...                all(size(opts.MaxSQPIter)==1) & opts.MaxSQPIter>0 & ...                round(opts.MaxSQPIter)==opts.MaxSQPIter             maxSQPiter=opts.MaxSQPIter;             opts=rmfield(opts,'MaxSQPIter');          else errmsg='options.maxSQPiter must be an integer >0.'; return; end;       end;       options=optimset(options,opts);    else errmsg='options must be a structure.'; return; end; end; evalreturn=0; eval(['z=',fun,'(x0,varargin{:});'],'errmsg=''fun caused error.''; evalreturn=1;'); if evalreturn==1, return; end; if ~isempty(nonlcon)    eval(['[C, Ceq]=',nonlcon,'(x0,varargin{:});'],'errmsg=''nonlcon caused error.''; evalreturn=1;');    if evalreturn==1, return; end;    if size(C,2)>1 | size(Ceq,2)>1, errmsg='C en Ceq must be column vectors.'; return; end; end;% STEP 1 INITIALISATION currentwarningstate=warning; warning off; tic; lx = size(x0,1); z_incumbent=inf; x_incumbent=inf*ones(size(x0)); I = ceil(sum(log2(xub(find(xstatus==1))-xlb(find(xstatus==1))+1))+size(find(xstatus==1),1)+1); stackx0=zeros(lx,I); stackx0(:,1)=x0; stackxlb=zeros(lx,I); stackxlb(:,1)=xlb; stackxub=zeros(lx,I); stackxub(:,1)=xub; stackdepth=zeros(1,I); stackdepth(1,1)=1; stacksize=1; xchoice=zeros(size(x0)); if ~isempty(Aeq)    j=0;    for i=1:size(Aeq,1)       if Beq(i)==1 & all(Aeq(i,

==0 | Aeq(i,

==1)          J=find(Aeq(i,

==1);          if all(xstatus(J)~=0 & xchoice(J)==0 & xlb(J)==0 & xub(J)==1)             if all(xstatus(J)~=2) | all(x0(J(find(xstatus(J)==2)))==0)                j=j+1;                xchoice(J)=j;                if sum(x0(J))==0, errmsg='x0 not correct.'; return; end;             end;          end;       end;    end; end; errx=optimget(options,'TolX'); handleupdate=[]; if ishandle(settings(2))    taghandlemain=get(settings(2),'Tag');    if strcmp(taghandlemain,'main BNB GUI')       handleupdate=guiupd;       handleupdatemsg=findobj(handleupdate,'Tag','updatemessage');       bnbguicb('hide main');       drawnow;    end; end; optionsdisplay=getfield(options,'Display'); if strcmp(optionsdisplay,'iter') | strcmp(optionsdisplay,'final')    show=1; else show=0; end;% STEP 2 TERMINIATION while stacksize>0    c=c+1;       % STEP 3 LOADING OF CSP    x0=stackx0(:,stacksize);    xlb=stackxlb(:,stacksize);    xub=stackxub(:,stacksize);    x0(find(x0<xlb))=xlb(find(x0<xlb));    x0(find(x0>xub))=xub(find(x0>xub));    depth=stackdepth(1,stacksize);    stacksize=stacksize-1;    percdone=round(100*(1-sum(0.5.^(stackdepth(1

stacksize+1))-1))));       % UPDATE FOR USER    if ishandle(handleupdate) & strcmp(get(handleupdate,'Tag'),'update BNB GUI')       t=toc;       updatemsg={ ...             sprintf('searched %3d %% of three',percdone) ...             sprintf('Z    : %12.4e',z_incumbent) ...             sprintf('t    : %12.1f secs',t) ...             sprintf('c    : %12d cycles',c-1) ...             sprintf('fail : %12d cycles',fail)};       set(handleupdatemsg,'String',updatemsg);       drawnow;    else       disp(sprintf('*** searched %3d %% of three',percdone));       disp(sprintf('*** Z    : %12.4e',z_incumbent));       disp(sprintf('*** t    : %12.1f secs',t));       disp(sprintf('*** c    : %12d cycles',c-1));       disp(sprintf('*** fail : %12d cycles',fail));    end;

sunboxinan · 发表于 2006-8-3 19:46:29

% STEP 4 RELAXATION    [x z convflag]=fmincon(fun,x0,A,B,Aeq,Beq,xlb,xub,nonlcon,options,varargin{:});       % STEP 5 FATHOMING    K = find(xstatus==1 & xlb~=xub);    separation=1;    if convflag<0 | (convflag==0 & settings(1))       % FC 1       separation=0;       if show, disp('*** branch pruned'); end;       if convflag==0,          fail=fail+1;          if show, disp('*** not convergent'); end;       elseif show, disp('*** not feasible');       end;    elseif z>=z_incumbent & convflag>0       % FC 2       separation=0;       if show          disp('*** branch pruned');          disp('*** ghosted');       end;          elseif all(abs(round(x(K))-x(K))<errx) & convflag>0       % FC 3       z_incumbent = z;       x_incumbent = x;       separation = 0;       if show          disp('*** branch pruned');          disp('*** new best solution found');       end;      end;       % STEP 6 SELECTION    if separation == 1 & ~isempty(K)       dzsep=-1;       for i=1:size(K,1)          dxsepc = abs(round(x(K(i)))-x(K(i)));          if dxsepc>=errx | convflag==0             xsepc = x; xsepc(K(i))=round(x(K(i)));             dzsepc = abs(feval(fun,xsepc,varargin{:})-z);             if dzsepc>dzsep                dzsep=dzsepc;                ixsep=K(i);             end;          end;       end;                % STEP 7 SEPARATION       if xchoice(ixsep)==0                   % XCHOICE==0          branch=1;          domain=[xlb(ixsep) xub(ixsep)];          sepdepth=depth;          while branch==1             xboundary=(domain(1)+domain(2))/2;             if x(ixsep)<xboundary                domainA=[domain(1) floor(xboundary)];                domainB=[floor(xboundary+1) domain(2)];             else                domainA=[floor(xboundary+1) domain(2)];                domainB=[domain(1) floor(xboundary)];             end;             sepdepth=sepdepth+1;             stacksize=stacksize+1;             stackx0(:,stacksize)=x;             stackxlb(:,stacksize)=xlb;             stackxlb(ixsep,stacksize)=domainB(1);             stackxub(:,stacksize)=xub;             stackxub(ixsep,stacksize)=domainB(2);             stackdepth(1,stacksize)=sepdepth;             if domainA(1)==domainA(2)                stacksize=stacksize+1;                stackx0(:,stacksize)=x;                stackxlb(:,stacksize)=xlb;                stackxlb(ixsep,stacksize)=domainA(1);                stackxub(:,stacksize)=xub;                stackxub(ixsep,stacksize)=domainA(2);                stackdepth(1,stacksize)=sepdepth;                branch=0;             else                domain=domainA;                branch=1;             end;          end;       else                   % XCHOICE~=0          L=find(xchoice==xchoice(ixsep));          M=intersect(K,L);          [dummy,N]=sort(x(M));          part1=M(N(1:floor(size(N)/2))); part2=M(N(floor(size(N)/2)+1:size(N)));          sepdepth=depth+1;          stacksize=stacksize+1;          stackx0(:,stacksize)=x;          O = (1-sum(stackx0(part1,stacksize)))/size(part1,1);          stackx0(part1,stacksize)=stackx0(part1,stacksize)+O;          stackxlb(:,stacksize)=xlb;          stackxub(:,stacksize)=xub;          stackxub(part2,stacksize)=0;          stackdepth(1,stacksize)=sepdepth;          stacksize=stacksize+1;          stackx0(:,stacksize)=x;          O = (1-sum(stackx0(part2,stacksize)))/size(part2,1);          stackx0(part2,stacksize)=stackx0(part2,stacksize)+O;          stackxlb(:,stacksize)=xlb;          stackxub(:,stacksize)=xub;          stackxub(part1,stacksize)=0;          stackdepth(1,stacksize)=sepdepth;       end;    elseif separation==1 & isempty(K)       fail=fail+1;       if show          disp('*** branch pruned');          disp('*** leaf not convergent');       end;    end; end;% STEP 8 OUTPUT  t=toc; Z = z_incumbent; X = x_incumbent; errmsg='';if ishandle(handleupdate)    taghandleupdate=get(handleupdate,'Tag');    if strcmp(taghandleupdate,'update BNB GUI')       close(handleupdate);    end; end;eval(['warning ',currentwarningstate]);

277490252 · 发表于 2006-8-7 17:44:27

三段放一起运行迈？

天才狂生 · 发表于 2006-8-23 07:18:11

我的运行结果为:err =fun caused error. f =     [] x =     []

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