第五讲 二次规划及0-1规划.pptVIP

整数规划 基本理论 MATLAB使用基于线性规划(LP)的分枝定界算法来求解0-1规划问题。该算法通过求解一系列LP松弛问题来求解0-1规划问题。在LP松弛问题中，要求变量取整数值的要求放宽到0《x《1。 该算法完成以下工作： 1）搜索二值整数可行解； 2）搜索树增长时，更新最近找到的最好的二值整数可行点： 3）通过求解一系列线性规划问题来确定没有更好的整数可行解。 PDF P230 bintprog Purpose Solve binary integer programming problems Solves binary integer programming problems of the form f, b, and beq are vectors, A and Aeq are matrices, and the solution x is required to be a binary integer vectorthat is, its entries can only take on the values 0 or 1. x = bintprog(f) x = bintprog(f,A,b) x = bintprog(f,A,b,Aeq,beq) x = bintprog(f,A,b,Aeq,beq,x0) x = bintprog(f,A,b,Aeq,Beq,x0,options) x = bintprog(problem) [x,fval] = bintprog(...) [x,fval,exitflag] = bintprog(...) [x,fval,exitflag,output] = bintprog(...) problem f Linear objective function vector f Aineq Matrix for linear inequality constraints bineq Vector for linear inequality constraints Aeq Matrix for linear equality constraints beq Vector for linear equality constraints x0 Initial point for x solver bintprog options Options structure created with optimset Output Argumentsexitflag Integer identifying the reason the algorithm terminated. The following lists the values of exitflag and the corresponding reasons the algorithm terminated. 1 Function converged to a solution x. 0 Number of iterations exceeded options.MaxIter. -2 The problem is infeasible. -4 Number of searched nodes exceeded options.MaxNodes. -5 Search time exceeded options.MaxTime. -6 Number of iterations the LP-solver performed at a node to solve the LP-relaxation problem exceeded options.MaxRLP. Output Structure containing information about the optimization. The fields of the structure are iterations Number of iterations taken nodes Number of nodes searched Time Execution time of the algorithm algorithm Optimization algorithm used branchStrategy Strategy used to select branch variable—see “Options” on 5 nodeSearchStrategy Strategy used to select next node in search