Algorithm parameter of solve ignored

1 vue (au cours des 30 derniers jours)
Jon Bebeau
Jon Bebeau le 5 Mar 2019
Commenté : Jon Bebeau le 5 Mar 2019
Using Problem-based linear solver linprog. Trying to pass Algorithm interior-point. Algorithm used is dual-simplex.
x1 = optimvar('x1'); %
x2 = optimvar('x2'); %
x3 = optimvar('x3'); %
x4 = optimvar('x4'); %
x5 = optimvar('x5'); %
prob = optimproblem('Objective',10*x1 + 2*x2 + 4*x3 + 8*x4 - x5,'ObjectiveSense','min');
options = optimoptions('linprog','Algorithm','interior-point');
% Constraints
prob.Constraints.cons1 = x1 + 4*x2 - x3 >= 16;
prob.Constraints.cons2 = 2*x1 + x2 + x3 >= 4;
prob.Constraints.cons3 = 3*x1 + x4 + x5 >= 8;
prob.Constraints.cons4 = x1 + 2*x4 - x5 >= 20;
prob.Constraints.cons5 = x1 >= 0;
prob.Constraints.cons6 = x2 >= 0;
prob.Constraints.cons7 = x3 >= 0;
prob.Constraints.cons8 = x4 >= 0;
prob.Constraints.cons9 = x5 >= 0;
prob.optimoptions(options);
problem = prob2struct(prob);
[sol, fval, exitflag, output] = solve(prob)
Optimal solution found.
sol =
x1: 0
x2: 4.0000
x3: 0
x4: 10.0000
x5: 0
fval = 88
exitflag = OptimalSolution
output =
iterations: 7
constrviolation: 3.5527e-15
message: 'Optimal solution found.'
algorithm: 'dual-simplex'
firstorderopt: 1.4211e-14
solver: 'linprog'

Réponse acceptée

Alan Weiss
Alan Weiss le 5 Mar 2019
You are passing the options incorrectly. See this example on the solve function reference page.
Alan Weiss
MATLAB mathematical toolbox documentation

Plus de réponses (1)

Jon Bebeau
Jon Bebeau le 5 Mar 2019
Alan, I tried all that... Using the example in the documentation: I get an Error:
options = optimoptions('intlinprog','Display','off');
problem = prob2struct(prob);
sol = solve(prob,'Options',options)
I get an Error:
Error using optim.problemdef.OptimizationProblem/solve
Options is not a valid solver. Use 'linprog' or 'intlinprog' instead.
In my output the above error, both lines, are in red but MATLAB won't cut and paste the error message.
  4 commentaires
Jon Bebeau
Jon Bebeau le 5 Mar 2019
Alan, The prob2struct is left over from my many, many attempts to find a solution. You are right using the solve function the prob2struct call is superfluous.
Steve Lord has already commented with the proper syntax for R2017b and this is the version I have.
Jon Bebeau
Jon Bebeau le 5 Mar 2019
Steve, I am using R2017b. Your suggestion fixed the problem. THANKS.

Connectez-vous pour commenter.

Produits


Version

R2017b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by