intlinprog summation MILP optimization problem: ALREADY SOLVED IN GAMS [PROVIDED CODE] BUT CONFUSED IN MATLAB

1 次查看（过去 30 天）
shubham kumar gupta
编辑： shubham kumar gupta 2020-11-4
CONFUSION: HOW TO MAKE Aeq,A vector for this also confused how to use values in FUN in solve.m
Please Help, I solved this on CPLEX, GAMS but stuck in MATLAB
GAMS WORKING CODE:
SP,PCL,PCM,PCH,ICL,ICM,ICH,CL,CM,CH,RM1,RM2 = 1x54 double
R=[500,500]
Budget=1000
I want to optimize F(below defined) and find values of X,Y [int] , Z[int] ,L,M,H using intlinprog
PROD.m
function [F,A,B,Aeq,Beq,intcon,lb,ub]= Prod(SP,PCL,PCM,PCH,ICL,ICM,ICH,CL,CM,CH,RM1,RM2,R,Budget,X,Y,Z,L,M,H)
D=length(X);
F=0;
for d=1:D
F=F-SP(d)*X(d)+PCL(d)*L(d)+PCM(d)*M(d)+PCH(d)*H(d);
end
A(1,:)=[1;0;-10000;0;0;0];
A(2,:)=[ 0 ;-1 ;0 ;1 ;0 ;0];
A(3,:)=[0;1;0;0;0;1];
for d=1:D
A(4,1)=A(4,1)+X(d)*RM1(d);
A(5,1)=A(5,1)+X(d)*RM2(d);
A(6,4)=A(6,4)+ICL(d)*L(d);
A(6,5)=A(6,5)+ICM(d)*M(d);
A(6,6)=A(6,6)+ICH(d)*H(d);
end
B=[0;0;1;R(1);R(2);Budget]';
intcon=[2,3];
Aeq=zeros(55,6);
for d=1:D
Aeq(d,1)=X(d);
Aeq(d,4)=-CL(d)*L(d);
Aeq(d,5)=-CM(d)*M(d);
Aeq(d,6)=-CH(d)*H(d);
end
Aeq(55,:)=[0;0;-1;1;1;1;];
Beq=zeros(55,1);
lb=[0 0 0 0 0 0];
ub=[inf inf inf inf inf inf];
end
SOLVE.M [confused]
clc;clear;
FUN=@Prod;
[F,A,B,Aeq,Beq,intcon,lb,ub]=FUN(SP,PCL,PCM,PCH,ICL,ICM,ICH,CL,CM,CH,RM1,RM2,R,Budget,X,Y,Z,L,M,H);
%X,Y,Z,L,M,H
[x,fval]=intlinprog(F,intcon,A,B,Aeq,Beq,lb,ub);

请先登录，再回答此问题。

采纳的回答

Alan Weiss
Alan Weiss 2020-11-4
编辑：Alan Weiss 2020-11-4
I suspect that you would be best served by the problem-based approach. You would have a bit of overhead to learn this approach, but I believe that it would overall be faster for you to do so.
For problem-based MILP examples, see Problem-Based Mixed-Integer Linear Programming.
Alan Weiss
MATLAB mathematical toolbox documentation
  2 个评论
shubham kumar gupta
shubham kumar gupta 2020-11-4
编辑：shubham kumar gupta 2020-11-4
Thank You,
Sir, I have seen those but I was confused how to create a A vector as A contains only "coefficients" but I need A something like this AS I HAVE CONTRAINT OF USING INTLINPROG
A(4,1)=A(4,1)+X(d)*RM1(d);
How I can only use coefficient
A(4,1)=A(4,1)+...*RM1(d);
shubham kumar gupta
shubham kumar gupta 2020-11-4
编辑：shubham kumar gupta 2020-11-4
What I though is transfrom X(d)*RM1(d) into this X1,X2,X3...X54 with each coefficients as RM1, RM2,RM3...RM54
And it did the job
F(1,:)=[-SP';zeros(54,1);zeros(54,1);PCL';PCM';PCH'];
A(1,:)=[ones(54,1);zeros(54,1);-1000000*ones(54,1);zeros(54,1);zeros(54,1);zeros(54,1)];
A(2,:)=[zeros(54,1);-1*ones(54,1);zeros(54,1);ones(54,1);zeros(54,1);zeros(54,1)];
A(3,:)=[zeros(54,1);ones(54,1);zeros(54,1);zeros(54,1);zeros(54,1);ones(54,1)];
A(4,:)=[RM1';zeros(54,1);zeros(54,1);zeros(54,1);zeros(54,1);zeros(54,1)];
A(5,:)=[RM2';zeros(54,1);zeros(54,1);zeros(54,1);zeros(54,1);zeros(54,1)];
A(6,:)=[zeros(54,1);zeros(54,1);zeros(54,1);IL';IM';IH'];
B=[0;0;1;R(1);R(2);Budget];
intcon=(55:162);
lb=zeros(1,324);
ub=inf(1,324);
Aeq(1,:)=[ones(54,1);zeros(54,1);zeros(54,1);-1*CL';-1*CM';-1*CH'];
Aeq(2,:)=[zeros(54,1);zeros(54,1);-1*ones(54,1);ones(54,1);ones(54,1);ones(54,1)];
Beq=[0;0];
[x,FVAL,EXITFLAG,OUTPUT]=intlinprog(F,intcon,A,B,Aeq,Beq,lb,ub);
FVAL=-1*FVAL;
Is it possible to make it in loops and easy or better instead of taking X(d) into X1....X54
BUT I'M AFRAID AS SOLUTION FROM MATLAB AND GAMS "DIDNOT" MATCHED!! with huge difference in GAMS i was getting around 27669.4327 and in matlab I am getting 2891.949960. difference of 10 factor

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Optimization Toolbox 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by