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xprsbip

xprsbip

Purpose
Solve binary integer programming problems with Xpress.
Synopsis
x = xprsbip(f,A,b,rtype,x0,options)
[x,fval,exitflag,output] = xprsbip(...)
Input arguments
f 
Linear objective function vector
A 
Matrix for linear constraints
b 
Vector for constraints RHS
rtype 
Character vector (string) giving the row types:
L 
indicates a ≤ row
E 
indicates a = row
G 
indicates a ≥ row
N 
indicates a free row
If rtype = [], all rows are assumed to be of type 'L'. If rtype is a single character, all constraints are assigned the corresponding type.
x0 
Optional initial known solution used to speed-up search.
options 
Options structure created with optimset or xprsoptimset functions. See xprsoptimset for more details.
Output arguments
x 
Solution found by the optimization function. If exitflag > 0, then x is a solution; otherwise, x is the value of the optimization routine when it terminated prematurely.
fval 
Value of the objective function at the solution x.
exitflag 
Integer identifying the reason why the optimization algorithm terminated. The following lists the values of exitflag and the corresponding reasons the algorithm terminated.
1 
function converged to a solution x (MIPSTATUS=MIP_OPTIMAL)
0 
number of iterations exceeded iter limit (STOPSTATUS= STOP_ITERLIMIT)
-2 
the problem is infeasible (MIPSTATUS=MIP_INFEAS)
-4 
number of searched nodes exceeded limit (STOPSTATUS= STOP_NODELIMIT)
-5 
search time exceeded limit (STOPSTATUS= STOP_TIMELIMIT)
-8 
other stop reason, see MIPSTATUS and STOPSTATUS for details
output 
Structure containing information about the optimization and, eventually, values of Xpress controls and attributes. See bintprog and the Section Setting and querying controls and attributes for details.
Further information
1. This routine finds the minimum of a problem specified by
min f·x
s.t. A·x ≤|=|≥ b   
x ∈ {0,1}
where A is an m × n matrix; f, b, rtype, and x0 are vectors.
2. Input arguments rtype, x0 and options can be omitted, with the condition that, if one is omitted, also all the following ones must be omitted (as in x=xprsbip(f, A, b, rtype)). Omitting an input argument has the same effect as passing an empty array [].
3. All output arguments can be omitted too, again with the condition that, if one is omitted, also all the following ones must be omitted (as in [x, fval]= xprsbip(f, A, b, rtype)).
4. If the specified input bounds for a problem are inconsistent, the output x and fval are set to [].
Related topics
xprsoptimset, bintprog

Parent Topic Xpress MATLAB functions

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