yalmip tutorials——在matlab中用yalmip编写程序调用cplex求解规划问题基本范例.pdf

Basics {Tutorials} The following piece of code introduces essentially everything you ever need to learn. It defines variables, constraints, objectives, options, checks result and extracts solution (Note that the code specifies the solver to CPLEX. If you dont have CPLEX installed, simply remove that solver selection in the definition of options. YALMIP will pick some other solver it finds installed) % Define variables x = sdpvar(2,1); % Define constraints and objective Constraints = [sum(x) = 1, x(1)==0, x(2) = 0.5]; Objective = x*x+norm (x); % Set some options for YALMIP and solver options = sdpsettings(verbose,1,solver,cplex,cplex.qpmetho d,1); % Solve the problem sol = optimize (Constraints,Objective,options); % Analyze error flags if sol.problem == 0 % Extract and display value solution = value (x) else display (Hmm, something went wrong!); sol.info yalmiperror (sol.problem) end [$[Get Code]] Having seen that, let us start from the beginning. YALMIPs symbolic variable The most important command in YALMIP is sdpvar. This command is used to the define decision variables. To define a matrix (or scalar) P with n rows andm columns, we write P = sdpvar(n,m) [$[Get Code]] A square matrix is symmetric by default!. To obtain a fully parameterized (i.e. not necessarily symmetric) square matrix, a third argument is needed. P = sdpvar(3,3,full) [$[Get Code]] The third argument can be used to obtain a number of pre-defined types of variables, such as Toeplitz, Hankel, diagonal, symmetric and skew-symmetric matrices. See the help text on sdpvar for details. Alternatively, the associated MATLAB commands can be applied to a vector. x = sdpvar(n,1); D = diag (x) ; % Diagonal matrix H = hanke