Elias at 22:55, 17 January 2012

2012-01-17T22:55:29Z

← Older revision		Revision as of 18:55, 17 January 2012
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	'''File: '''tomlab/quickguide/gpQG.m		'''File: '''tomlab/quickguide/gpQG.m

	<~~syntaxhighlight~~ lang="matlab">		<source lang="matlab">
	% gpQG is a small example problem for defining and solving		% gpQG is a small example problem for defining and solving
	% geometric programming problems using the TOMLAB format.		% geometric programming problems using the TOMLAB format.
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	Result = tomRun('GP', Prob, 1);		Result = tomRun('GP', Prob, 1);
	</~~syntaxhighlight~~>		</source>

Elias at 17:56, 8 December 2011

2011-12-08T17:56:57Z

← Older revision		Revision as of 13:56, 8 December 2011
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	<math>		<math>
	g_0(t) &=& \sum_{j=1}^{n_0} c_j t^{a_{1j}}_1 ... t^{a_{mj}}_m		g_0(t) = \sum_{j=1}^{n_0} c_j t^{a_{1j}}_1 ... t^{a_{mj}}_m
	</math>		</math>

Elias: Created page with "{{Part Of Manual|title=TOMLAB Models|link=TOMLAB Models}} In `gp_prob` there are 14 geometric programming test problems with sizes to 12 variables and about 10 ..."

2011-08-12T11:39:52Z

Created page with "{{Part Of Manual|title=TOMLAB Models|link=TOMLAB Models}} In <tt>gp_prob</tt> there are 14 geometric programming test problems with sizes to 12 variables and about 10 ..."

New page

{{Part Of Manual|title=TOMLAB Models|link=[[Models|TOMLAB Models]]}}
In <tt>gp_prob</tt> there are 14 geometric programming test problems with sizes to 12 variables and about 10 constrains. In order to define the problem n and solve it execute the following in Matlab:

<pre>
Prob = probInit('gp_prob',n);
Result = tomRun('',Prob);
</pre>

The primal geometric programming problem is defined below (the dual is used internally).

<math>
\begin{array}{lllll}(GP)& V_{GP}:=& \mbox{minimize}~ & g_0(t) & \\ & &\mbox{subject to}& g_k(t) \le 1, & k = 1,2,\ldots, p \\ & & & t_i > 0, & i = 1,2,\ldots, m\end{array}
</math>

where

<math>
g_0(t) &=& \sum_{j=1}^{n_0} c_j t^{a_{1j}}_1 ... t^{a_{mj}}_m
</math>

<math>
g_k(t) = \sum_{j= n_{k-1} +1}^{n_k} c_j t^{a_{1j}}_1 ...
t^{a_{mj}}_m,\quad k = 1,2,\ldots, p.
</math>

Example problem:

<math>
\begin{array}{llll} (P1) & \mbox{ min} ~ & 5x_{1} + 50000x_{1}^{-1} + 20x_{2} + 72000x_{2}^{-1} + 10x_{3} + 144000x_{3}^{-1} \\ \\ & \mbox{subject to} & 4x_{1}^{-1} + 32x_{2}^{-1} + 120x_{3}^{-1} <= 1 \\ \\ & & x \ge 0\end{array}
</math>

The following file illustrates how to define and solve a problem of this category in TOMLAB.

'''File: '''tomlab/quickguide/gpQG.m

<syntaxhighlight lang="matlab">
% gpQG is a small example problem for defining and solving
% geometric programming problems using the TOMLAB format.

nterm = [6;3];
coef = [.5e1;.5e5;.2e2;.72e5;.1e2;.144e6;.4e1;.32e2;.12e3];
A = sparse([ 1 -1 0 0 0 0 -1 0 0;...
0 0 1 -1 0 0 0 -1 0;...
0 0 0 0 1 -1 0 0 -1])';

Name = 'GP Example'; % File gpQG.m

% Assign routine for defining a GP problem.
Prob = gpAssign(nterm, coef, A, Name);

% Calling driver routine tomRun to run the solver.
% The 1 sets the print level after optimization.

Result = tomRun('GP', Prob, 1);
</syntaxhighlight>

Models Geometric programming problems: gp prob - Revision history

Elias at 22:55, 17 January 2012

Elias at 17:56, 8 December 2011

Elias: Created page with "{{Part Of Manual|title=TOMLAB Models|link=TOMLAB Models}} In gp_prob there are 14 geometric programming test problems with sizes to 12 variables and about 10 ..."

Elias: Created page with "{{Part Of Manual|title=TOMLAB Models|link=TOMLAB Models}} In `gp_prob` there are 14 geometric programming test problems with sizes to 12 variables and about 10 ..."