MPT_SOLVEMILP Interface to various MILP solvers [xmin,fmin,how,exitflag]=mpt_solveMILP(f,A,B,Aeq,Beq,lb,ub,vartype,param,options,solver) --------------------------------------------------------------------------- DESCRIPTION --------------------------------------------------------------------------- Solves an MILP problem: min f'x s.t. A*x <= B Aeq*x = Beq some 'x' integer/boolean by using the method specified in 'solver' --------------------------------------------------------------------------- INPUT --------------------------------------------------------------------------- f An (n x 1) vector containing the linear objective function coefficients. REQUIRED INPUT ARGUMENT. A An (m x n) matrix (in full or sparse format) containing the constraint coefficients. REQUIRED INPUT ARGUMENT. b An (m x 1) vector containing the right-hand side value for each constraint in the constraint matrix. REQUIRED INPUT ARGUMENT. Aeq An (k x n) matrix (in full or sparse format) containing the constraint coefficients for equality constraints (i.e. Aeq*x = Beq) beq An (k x 1) vector containing the right-hand side value for each constraint in the constraint matrix for equality constraints LB An (n x 1) vector containing the lower bound on each of the variables. Any lower bound that is set to a value less than or equal to that of the constant -CPX_INFBOUND will be treated as negative \infty. CPX_INFBOUND is defined in the header file cplex.h. Default: [], (lower bound of all variables set to -CPX_INFBOUND). UB An (n x 1) vector containing the upper bound on each of the variables. Any upper bound that is set to a value greater than or equal to that of the constant CPX_INFBOUND will be treated as \infty. CPX_INFBOUND is defined in the header file cplex.h. Default: [], (upper bound of all variables set to CPX_INFBOUND). VARTYPE An (n x 1) vector containing the types of the variables VARTYPE(i) = 'C' Continuous variable VARTYPE(i) = 'B' Binary(0/1) variable VARTYPE(i) = 'I' Integer variable VARTYPE(i) = 'S' Semi-continuous variable VARTYPE(i) = 'N' Semi-integer variable (This is case sensitive). Default: [], (all variables are continuous). solver which solver to use: 0 - CPLEX 9 (cplexint) 1 - YALMIP 2 - GLPK (glpkmex) 3 - XPRESS 4 - MOSEK 5 - bintprog 6 - CPLEX 8 (cplexmex) 7 - CPLEXMEX (by Nicolo Giorgetti) Note: if 'solver' is not specified, mptOptions.milpsolver will be used instead (see help mpt_init) --------------------------------------------------------------------------- OUTPUT --------------------------------------------------------------------------- xopt - The optimizer fmin - Value of the objective exitflag - An integer specifying result of the optimization (1 - optimal solution found, -1 - problem is infeasible) how - States the result of optimization ('ok', 'unbounded', 'infeasible') see also MPT_SOLVELP, MPT_SOLVEMIQP