Name
iquadprog — Universal interface for mixed integer quadratic programming.
Synopsis
[XMIN,FMIN,STATUS,EXTRA] = ILINPROG(OPTIONS,SENSE,H,C,A,B,CTYPE,LB,UB,VARTYPE)
Description
The function has folowing parameters:
- OPTIONS
optimization options (see SCHOPTIONSSET)
- SENSE
indicates whether the problem is a minimization=1 or maximization=-1
- H
square matrix containing quadratic part of the objective function coefficients
- C
column vector containing linear part of the objective function coefficients
- A
matrix representing linear constraints
- B
column vector of right sides for the inequality constraints
- CTYPE
column vector that determines the sense of the inequalities (CTYPE(i) = 'L' less or equal; CTYPE(i) = 'E' equal; CTYPE(i) = 'G' greater or equal)
- LB
column vector of lower bounds
- UB
column vector of upper bounds
- VARTYPE
column vector containing the types of the variables (VARTYPE(i) = 'C' continuous variable; VARTYPE(i) = 'I' integer variable)
A nonempty output is returned if a solution is found:
- XMIN
optimal values of decision variables
- FMIN
optimal value of the objective function
- STATUS
status of the optimization (1-solution is optimal)
- EXTRA
data structure containing the only one field TIME, i.e. time (in seconds) used for solving