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I dont know how to fix MILP error

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Matlab Noob
Matlab Noob el 16 de Mzo. de 2016
Comentada: Alan Weiss el 18 de Mzo. de 2016
function f = fit(q)
J = 1;
T = 2;
K = 2;
%item,period
R = reshape(q(1:J*T),J,T);
IP = reshape(q(J*T+1:J*T*2+1),J,T);
IM = reshape(q(J*T*2+2:J*T*3+2),J,T);
XS = reshape(q(J*T*3+3:J*T*4+3),J,T);
X = reshape(q(J*T*4+4:J*T*4+4+J*K*T),J,K,T);
MAB = reshape(q(J*T*4+5+J*K*T:J*T*5+5+J*K*T),K,T); %binary
MIB = reshape(q(J*T*5+6+J*K*T:J*T*5+6+J*K*T*2),J,K,T);%binary
i=0.1;
a = [3; 2];
cr = [3.5; 1.5];
c = [3.5 1.5];
h = 3.5;
b = 1;
A = [2 3];
for j = 1:J
for k = 1:K
for t = 1:T
H(j,t) = (1/(1+i)^t)*((h(j)*(R(j,t)+IP(j,t))/2)+b(j)*IM(j,t)+c(j,t)*XS(j,t));
MAO(k,t) = (1/(1+i)^t)*(A(k)*MAB(k,t));
MIO(j,k,t) = (1/(1+i)^t)*(a(j,k)*MIB(j,k,t)+cr(j,k)*X(j,k,t));
end
end
end
f = H + MaO + MiO;
intcon = 1:J*T*5+6+J*K*T*2;
lb = zeros(J*T*5+6+J*K*T*2,1);
ub = ones(1:J*T*5+6+J*K*T*2,1);
ub(1:J*T*4+4+J*K*T)=inf;
x = intlinprog(@fit,intcon,lb,ub);
I made this code. I try to solve this use intlinprog. but error message tells me "Not enough input arguments."
How can I fix it? Am i using intlinprog as a wrong way?

Respuestas (1)

Ced
Ced el 16 de Mzo. de 2016
Editada: Ced el 16 de Mzo. de 2016
I'm afraid so, yes. Two main points:
1. The function to minimize has to be linear one (hence the name linear program) and has to be passed as a numerical vector. Meaning: You need to reformulate your problem as fit(q) = f'*q, and then pass f to intlinprog.
2. The correct order of arguments is
X = intlinprog(f,intcon,A,b,Aeq,beq,LB,UB)
If your problem does not have certain parts, e.g. the equality constraints, then you need to pass empty matrices [] instead. You can't just leave them away.
I put together a little dummy example to show you how this works:
function x_sol = my_int_minimizer()
% simple example:
% min( -x1 -x2 + x3)
% s.t.
% (1.) x1 + x2 + x3 <= 5.5
% (2.) x2 <= 2
% (3.) x3 >= 1
% (4.) x1 integer
% vector of unknowns: x, dimension 3x1
% function to minimize: J = f'*x
f = [ -1 -1 1 ]';
% integer constraint (4.)
intcon = 1;
% inequality constraint A*x <= b (1.)
Aineq = [ 1 1 1 ];
bineq = 5.5;
% equality constraints (none)
Aeq = [];
beq = [];
% lower / upper bounds
lb = [ -inf -inf 1 ]'; % (3.)
ub = [ inf 2 inf ]'; % (2.)
% solve problem
x_sol = intlinprog(f,intcon,Aineq,bineq,Aeq,beq,lb,ub);
% output solution
disp(x_sol)
end
Cheers
  2 comentarios
Matlab Noob
Matlab Noob el 18 de Mzo. de 2016
I don't know why this code is not running on my matlab...
Alan Weiss
Alan Weiss el 18 de Mzo. de 2016
Did you read what Ced told you? Your objective function cannot be nonlinear, it must be a simple vector of constants. See the intlinprog function reference page for the f argument (the objective).
Alan Weiss
MATLAB mathematical toolbox documentation

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