TOMLAB OPTIMIZATION ENVIRONMENT: lpAssign

lpAssign

Purpose

For setting up Linear Programming (LP) problems.

Syntax

   Prob = lpAssign(c, A, b_L, b_U, x_L, x_U, x_0, problemName,...
                   setupFile, nProblem, fLowBnd, x_min, x_max, f_opt, x_opt);

Description

lpAssign is a direct way of setting up a Linear Programming (LP) problem in the TOMLAB Quick (TQ) format.

The information is put into the TOMLAB input problem structure Prob.

 Prob = lpAssign( ....)

It is then possible to solve the LP problem using the TOMLAB LP solver lpSolve with the call:

 Result = lpSolve(Prob);

or any quadratic or general constrained solver:

 Result = qpSolve(Prob);
 Result = conSolve(Prob);
 Result = nlpSolve(Prob);
 Result = sTrustr(Prob);

It is also possible to run the linprog.m interface, similar to linprog in Optimization Toolbox 2.0.

See the file tomlab\examples\testlinprog.m for an example

lpAssign also makes the mideva.m file needed for use with MIDEVA and nonlinear solvers.

Problem

LP minimization problem

 
        min    c' * x.  x in R^n
         x
        s/t   x_L <=   x  <= x_U
              b_L <= A x  <= b_U

 Equality equations: Set b_L==b_U
 Fixed    variables: Set x_L==x_U

Input Parameters

One parameter c must always be given.

 c            The vector c in c'x in the objective function
 A:           The linear constraint matrix 
 b_L:         The lower bounds for the linear constraints
 b_U:         The upper bounds for the linear constraints
 x_L:         Lower bounds on x
 x_U:         Upper bounds on x

              b_L, b_U, x_L, x_U must either be empty or of full length

 x_0:         Starting point x (may be empty)
 problemName  The name of the problem (string)
 setupFile    The (unique) name as a TOMLAB Init file. If nonempty lpAssign
              will create a executable m-file with this name and the given
              problem defined as the first problem in this file.
              See lp_prob.m, the TOMLAB predefined LP Init File.
              If empty, no Init File is created.
 nProblem     Number of problems to predefine in the setupFile
              Not used if setupFile is empty.
              If empty assumed to be one. Then text are included in the
              setupFile on how to create additional problems.
              If nProblem > 1,
              If empty, no setupFile is created.
 fLowBnd      A lower bound on the function value at optimum. Only used if
              running the nonlinear TOMLAB solvers with line search
 x_min        Lower bounds on each x-variable, used for plotting
 x_max        Upper bounds on each x-variable, used for plotting
 f_opt        Optimal function value(s), if known (Stationary points)
 x_opt        The x-values corresponding to the given f_opt, if known.
              If only one f_opt, give x_opt as a 1 by n vector
              If several f_opt values, give x_opt as a length(f_opt) x n matrix
              If adding one extra column n+1 in x_opt, 
              0 indicates min, 1 saddle (nonlinear problems), 2 indicates max.
              x_opt and f_opt is used in printouts and plots.

llsAssign

mcpAssign