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[Octave-cvsupdate] SF.net SVN: octave:[5554] trunk/octave-forge/main/optim
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From: <sla...@us...> - 2009-02-03 22:11:26
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Revision: 5554
http://octave.svn.sourceforge.net/octave/?rev=5554&view=rev
Author: slackydeb
Date: 2009-02-03 22:02:50 +0000 (Tue, 03 Feb 2009)
Log Message:
-----------
Add linprog function. Modify INDEX to reflect change. Bump version.
Modified Paths:
--------------
trunk/octave-forge/main/optim/DESCRIPTION
trunk/octave-forge/main/optim/INDEX
Added Paths:
-----------
trunk/octave-forge/main/optim/inst/linprog.m
Modified: trunk/octave-forge/main/optim/DESCRIPTION
===================================================================
--- trunk/octave-forge/main/optim/DESCRIPTION 2009-01-30 11:52:42 UTC (rev 5553)
+++ trunk/octave-forge/main/optim/DESCRIPTION 2009-02-03 22:02:50 UTC (rev 5554)
@@ -1,5 +1,5 @@
Name: Optim
-Version: 1.0.4
+Version: 1.0.5
Date: 2008-08-23
Author: Various Authors
Maintainer: The Octave Community
Modified: trunk/octave-forge/main/optim/INDEX
===================================================================
--- trunk/octave-forge/main/optim/INDEX 2009-01-30 11:52:42 UTC (rev 5553)
+++ trunk/octave-forge/main/optim/INDEX 2009-02-03 22:02:50 UTC (rev 5554)
@@ -21,7 +21,7 @@
fminunc
optimset
quadprog= try Yinyu Ye's <a href="http://dollar.biz.uiowa.edu/col/ye/matlab.html">code</a>
- linprog= try <f>glpk</f>
+ linprog
Numerical derivatives
dfdp bs_gradient cdiff deriv leval
numgradient numhessian
Added: trunk/octave-forge/main/optim/inst/linprog.m
===================================================================
--- trunk/octave-forge/main/optim/inst/linprog.m (rev 0)
+++ trunk/octave-forge/main/optim/inst/linprog.m 2009-02-03 22:02:50 UTC (rev 5554)
@@ -0,0 +1,101 @@
+## Copyright (C) 2009 Luca Favatella <sla...@gm...>
+##
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2 of the License, or
+## (at your option) any later version.
+##
+## This program is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+## GNU General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this program; If not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b})
+## @deftypefnx{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b}, @var{Aeq}, @var{beq})
+## @deftypefnx{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b}, @var{Aeq}, @var{beq}, @var{LB})
+## @deftypefnx{Function File} {@var{x} =} linprog (@var{f}, @var{A}, @var{b}, @var{Aeq}, @var{beq}, @var{LB}, @var{UB})
+## @deftypefnx{Function File} {[@var{x}, @var{fval}] =} linprog (@dots{})
+## Solve a linear program. @code{linprog} solves the following LP:
+##
+## @example
+## min f'*x
+## @end example
+##
+## subject to
+##
+## @example
+## @group
+## A*x <= b
+## Aeq*x = beq
+## x >= LB
+## x <= UB
+## @end group
+## @end example
+##
+## The default @var{Aeq} and @var{beq} are assumed to be empty matrices.
+##
+## The default lower bound @var{LB} is assumed to be minus infinite; the
+## default upper bound @var{UB} is assumed to be infinite.
+##
+## @seealso{glpk}
+## @end deftypefn
+
+## Author: Luca Favatella <sla...@gm...>
+## Version: 0.3
+
+ # TODO
+ # write a test using Aeq and beq
+
+function [x fval] = linprog (f, A, b,
+ Aeq = [], beq = [],
+ LB = [], UB = [])
+
+ if ((nargin < 3) || (nargin == 4) || (nargin > 7) ||
+ (nargout > 2) ||
+ (! isvector (f)))
+ print_usage ();
+ else
+
+ l_f = length(f);
+ nr_A = rows (A);
+ nr_Aeq = rows (Aeq);
+
+ if (isempty (LB))
+ LB = - inf (1, l_f);
+ endif
+ if (isempty (UB))
+ UB = inf (1, l_f);
+ endif
+
+ ctype = [(repmat ("U", nr_A, 1));
+ (repmat ("S", nr_Aeq, 1))];
+ [x fval] = glpk (f(1:l_f),
+ [A(1:nr_A, 1:l_f); Aeq(1:nr_Aeq, 1:l_f)],
+ [b(1:nr_A, 1); beq(1:nr_Aeq, 1)],
+ LB(1:l_f),
+ UB(1:l_f),
+ ctype);
+
+ endif
+
+endfunction
+
+
+%!test
+%! f = [21 25 31 34 23 19 32 36 27 25 19];
+%! A1 = [1 0 0 0 1 0 0 1 0 0 0; 0 1 0 0 0 1 0 0 1 0 0; 0 0 1 0 0 0 0 0 0 1 0; 0 0 0 1 0 0 1 0 0 0 1];
+%! A2 = [1 1 1 1 0 0 0 0 0 0 0; 0 0 0 0 1 1 1 0 0 0 0; 0 0 0 0 0 0 0 1 1 1 1];
+%! A = [-A1; A2];
+%! b1 = [40; 50; 50; 70];
+%! b2 = [100; 60; 50];
+%! b = [-b1; b2];
+%! Aeq = zeros (1, 11);
+%! beq = 0;
+%! LB = zeros (1, 11);
+%! observed = linprog (f, A, b, Aeq, beq, LB);
+%! expected = [40; 0; 50; 10; 0; 50; 10; 0; 0; 0; 50];
+%! assert (observed, expected);
\ No newline at end of file
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