[Octave-cvsupdate] SF.net SVN: octave:[6039] trunk/octave-forge/main/optim

[<sla...@us...>]

Revision: 6039
          http://octave.svn.sourceforge.net/octave/?rev=6039&view=rev
Author:   slackydeb
Date:     2009-07-22 14:18:32 +0000 (Wed, 22 Jul 2009)

Log Message:
-----------
Bump package version.

linprog.m
 * API break: don't let nargin == 6
 * API break: f, lb, ub and x must be column vectors
 * clean doc
 * add comments
 * improve the feeback given to users if arguments have wrong dimensions
 * improve tests readibility
 * test both output values (and not only the first one)
 * bump version

Modified Paths:
--------------
    trunk/octave-forge/main/optim/DESCRIPTION
    trunk/octave-forge/main/optim/inst/linprog.m

Modified: trunk/octave-forge/main/optim/DESCRIPTION
===================================================================
--- trunk/octave-forge/main/optim/DESCRIPTION	2009-07-22 10:43:16 UTC (rev 6038)
+++ trunk/octave-forge/main/optim/DESCRIPTION	2009-07-22 14:18:32 UTC (rev 6039)
@@ -1,6 +1,6 @@
 Name: Optim
-Version: 1.0.6
-Date: 2009-05-18
+Version: 1.0.7
+Date: 2009-07-22
 Author: Various Authors
 Maintainer: The Octave Community
 Title: Optimzation.

Modified: trunk/octave-forge/main/optim/inst/linprog.m
===================================================================
--- trunk/octave-forge/main/optim/inst/linprog.m	2009-07-22 10:43:16 UTC (rev 6038)
+++ trunk/octave-forge/main/optim/inst/linprog.m	2009-07-22 14:18:32 UTC (rev 6039)
@@ -16,92 +16,131 @@
 ## -*- 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} =} 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 problem. @code{linprog} solves the following LP:
+## Solve a linear problem.
 ##
+## Finds
+##
 ## @example
-## min f'*x
+## min (f' * x)
 ## @end example
 ##
-## subject to
+## (both f and x are column vectors) subject to
 ##
 ## @example
 ## @group
-## A*x <= b
-## Aeq*x = beq
-## x >= LB
-## x <= UB
+## A   * x <= b
+## Aeq * x  = beq
+## lb <= x <= ub
 ## @end group
 ## @end example
 ##
-## The default @var{Aeq} and @var{beq} are assumed to be empty matrices.
+## If not specified, @var{Aeq} and @var{beq} default to 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.
+## If not specified, the lower bound @var{lb} defaults to minus infinite
+## and the upper bound @var{ub} defaults to infinite.
 ##
 ## @seealso{glpk}
 ## @end deftypefn
 
 ## Author: Luca Favatella <sla...@gm...>
-## Version: 0.3.1
+## Version: 0.4
 
                                 # TODO: write a test using not null and
                                 # not zero Aeq and beq
 
 function [x fval] = linprog (f, A, b,
                              Aeq = [], beq = [],
-                             LB = [], UB = [])
+                             lb = [], ub = [])
 
-  if ((nargin < 3) || (nargin == 4) || (nargin > 7) ||
-      (nargout > 2) ||
-      (! isvector (f)))
+  nr_f = rows(f);
+  nr_A = rows (A);
+
+  if (((nargin != 3) && (nargin != 5) && (nargin != 7)) ||
+      (nargout > 2))
     print_usage ();
+  elseif (columns (f) != 1)
+    error ("f must be a column vector");
+  elseif (columns (A) != nr_f)
+    error ("columns (A) != rows (f)");
+  elseif (size (b) != [nr_A 1])
+    error ("size (b) != [(rows (A)) 1]");
   else
 
-    l_f = length(f);
-    nr_A = rows (A);
-    nr_Aeq = rows (Aeq);
-
+    ## Sanitize Aeq
     if (isempty (Aeq))
-      Aeq = zeros (0, l_f);
+      Aeq = zeros (0, nr_f);
     endif
+    if (columns (Aeq) != nr_f)
+      error ("columns (Aeq) != rows (f)");
+    endif
+
+    ## Sanitize beq
     if (isempty (beq))
       beq = zeros (0, 1);
     endif
+    nr_Aeq = rows (Aeq);
+    if (size (beq) != [nr_Aeq 1])
+      error ("size (beq) != [(rows (Aeq)) 1]");
+    endif
 
-    if (isempty (LB))
-      LB = - inf (1, l_f);
+    ## Sanitize lb
+    if (isempty (lb))
+      LB = - Inf (nr_f, 1);
     endif
-    if (isempty (UB))
-      UB = inf (1, l_f);
+    if (size (lb) != [nr_f 1])
+      error ("size (lb) != [(rows (f)) 1]");
     endif
 
+    ## Sanitize ub
+    if (isempty (ub))
+      UB = Inf (nr_f, 1);
+    endif
+    if (size (ub) != [nr_f 1])
+      error ("size (ub) != [(rows (f)) 1]");
+    endif
+
+
+    ## Call glpk
     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);
+    [x(1:nr_f, 1) fval(1, 1)] = glpk (f, [A; Aeq], [b; beq], lb, ub, ctype);
 
   endif
 
 endfunction
 
 
-%!shared f, A, b, LB, expected
-%! 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];
+%!shared f, A, b, lb, ub, x_exp, fval_exp
+%! 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];
-%! LB = zeros (1, 11);
-%! expected = [40; 0; 50; 10; 0; 50; 10; 0; 0; 0; 50];
+%! b  = [-b1; b2];
 %!
-%!assert (linprog (f, A, b, [], [], LB), expected);
-%!assert (linprog (f, A, b, zeros (1, 11), 0, LB), expected);
\ No newline at end of file
+%! lb = zeros (rows (f), 1);
+%! ub =   Inf (rows (f), 1);
+%!
+%! x_exp    = [40 0 50 10 0 50 10 0 0 0 50]';
+%! fval_exp = f' * x_exp;
+%!
+%!test
+%! Aeq = [];
+%! beq = [];
+%! [x_obs fval_obs] = linprog (f, A, b, Aeq, beq, lb, ub);
+%! assert ([x_obs; fval_obs], [x_exp; fval_exp]);
+%!
+%!test
+%! Aeq = zeros (1, rows (f));
+%! beq = 0;
+%! assert(linprog (f, A, b, Aeq, beq, lb, ub), x_exp);
\ No newline at end of file


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