Mercurial > octave-nkf
diff scripts/optimization/glpk.m @ 10821:693e22af08ae
Grammarcheck documentation of m-files
Add newlines between @item fields for readability.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Mon, 26 Jul 2010 21:25:36 -0700 |
parents | be55736a0783 |
children | 994e2a93a8e2 |
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--- a/scripts/optimization/glpk.m Mon Jul 26 07:41:23 2010 -0400 +++ b/scripts/optimization/glpk.m Mon Jul 26 21:25:36 2010 -0700 @@ -20,55 +20,55 @@ ## @deftypefn {Function File} {[@var{xopt}, @var{fmin}, @var{status}, @var{extra}] =} glpk (@var{c}, @var{a}, @var{b}, @var{lb}, @var{ub}, @var{ctype}, @var{vartype}, @var{sense}, @var{param}) ## Solve a linear program using the GNU @sc{glpk} library. Given three ## arguments, @code{glpk} solves the following standard LP: -## ## @tex ## $$ ## \min_x C^T x ## $$ ## @end tex ## @ifnottex +## ## @example ## min C'*x ## @end example +## ## @end ifnottex -## ## subject to -## ## @tex ## $$ ## Ax = b \qquad x \geq 0 ## $$ ## @end tex ## @ifnottex +## ## @example ## @group ## A*x = b ## x >= 0 ## @end group ## @end example +## ## @end ifnottex -## ## but may also solve problems of the form -## ## @tex ## $$ ## [ \min_x | \max_x ] C^T x ## $$ ## @end tex ## @ifnottex +## ## @example ## [ min | max ] C'*x ## @end example +## ## @end ifnottex -## ## subject to -## ## @tex ## $$ ## Ax [ = | \leq | \geq ] b \qquad LB \leq x \leq UB ## $$ ## @end tex ## @ifnottex +## ## @example ## @group ## A*x [ "=" | "<=" | ">=" ] b @@ -76,6 +76,7 @@ ## x <= UB ## @end group ## @end example +## ## @end ifnottex ## ## Input arguments: @@ -108,12 +109,16 @@ ## @table @code ## @item "F" ## A free (unbounded) constraint (the constraint is ignored). +## ## @item "U" ## An inequality constraint with an upper bound (@code{A(i,:)*x <= b(i)}). +## ## @item "S" ## An equality constraint (@code{A(i,:)*x = b(i)}). +## ## @item "L" ## An inequality with a lower bound (@code{A(i,:)*x >= b(i)}). +## ## @item "D" ## An inequality constraint with both upper and lower bounds ## (@code{A(i,:)*x >= -b(i)} @emph{and} (@code{A(i,:)*x <= b(i)}). @@ -124,6 +129,7 @@ ## @table @code ## @item "C" ## A continuous variable. +## ## @item "I" ## An integer variable. ## @end table @@ -146,10 +152,13 @@ ## @table @asis ## @item 0 ## No output. +## ## @item 1 ## Error messages only. +## ## @item 2 -## Normal output . +## Normal output. +## ## @item 3 ## Full output (includes informational messages). ## @end table @@ -159,8 +168,10 @@ ## @table @asis ## @item 0 ## No scaling. +## ## @item 1 ## Equilibration scaling. +## ## @item 2 ## Geometric mean scaling, then equilibration scaling. ## @end table @@ -170,6 +181,7 @@ ## @table @asis ## @item 0 ## Do not use the dual simplex. +## ## @item 1 ## If initial basic solution is dual feasible, use the dual simplex. ## @end table @@ -179,6 +191,7 @@ ## @table @asis ## @item 0 ## Textbook pricing. +## ## @item 1 ## Steepest edge pricing. ## @end table @@ -188,6 +201,7 @@ ## @table @asis ## @item 0 ## Report all primal and dual values "as is". +## ## @item 1 ## Replace tiny primal and dual values by exact zero. ## @end table @@ -208,8 +222,10 @@ ## @table @asis ## @item 0 ## Branch on the first variable. +## ## @item 1 ## Branch on the last variable. +## ## @item 2 ## Branch using a heuristic by Driebeck and Tomlin. ## @end table @@ -219,8 +235,10 @@ ## @table @asis ## @item 0 ## Depth first search. +## ## @item 1 ## Breadth first search. +## ## @item 2 ## Backtrack using the best projection heuristic. ## @end table @@ -235,9 +253,11 @@ ## @table @asis ## @item 1 ## Revised simplex method. +## ## @item 2 ## Interior point method. ## @end table +## ## @item save (default: 0) ## If this parameter is nonzero, save a copy of the problem in ## CPLEX LP format to the file @file{"outpb.lp"}. There is currently no @@ -311,8 +331,10 @@ ## @table @var ## @item xopt ## The optimizer (the value of the decision variables at the optimum). +## ## @item fopt ## The optimum value of the objective function. +## ## @item status ## Status of the optimization. ## @@ -377,15 +399,19 @@ ## @item 214 (@w{@code{LPX_E_NODFS}}) ## No dual feasible solution (LP presolver). ## @end table +## ## @item extra ## A data structure containing the following fields: ## @table @code ## @item lambda ## Dual variables. +## ## @item redcosts ## Reduced Costs. +## ## @item time ## Time (in seconds) used for solving LP/MIP problem. +## ## @item mem ## Memory (in bytes) used for solving LP/MIP problem (this is not ## available if the version of @sc{glpk} is 4.15 or later).