MINLP the DUNDEE structure: Difference between revisions

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(Created page with "{{Part Of Manual|title=the MINLP Manual|link=MINLP}} ==The DUNDEE structure== <figtable id="tab:probDUNDEE"> {|class="wikitable" !Field||Description |+<caption>Informa...")
 
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==The DUNDEE structure==
==The DUNDEE structure==


<figtable id="tab:probDUNDEE">
====Table: Information stored in the structure ''Prob.DUNDEE''====
 
{|class="wikitable"
{|class="wikitable"
!Field||Description
|+<caption>Information stored in the structure ''Prob.DUNDEE''</caption>
|-valign="top"
|-valign="top"
|''callback''||If 1, use a callback to Matlab to compute ''QP.F · x ''in ''BQPD  ''and ''miqpBB''. Faster when F is large and nearly dense.  Avoids copying the matrix to the MEX solvers.
|''callback''||If 1, use a callback to Matlab to compute ''QP.F · x ''in ''BQPD  ''and ''miqpBB''. Faster when F is large and nearly dense.  Avoids copying the matrix to the MEX solvers.
Line 29: Line 28:
|''PrintFile''||Name of print file. Amount/print type is determined by ''Prob.DUNDEE.optPar(1)''.
|''PrintFile''||Name of print file. Amount/print type is determined by ''Prob.DUNDEE.optPar(1)''.
|-valign="top"
|-valign="top"
|''optPar''||Vector with optimization parameters. Described in <xr id="probDUNDEEoptPar" />.
|''optPar''||Vector with optimization parameters. Described in [[#Table: Prob.DUNDEE.optPar values used by TOMLAB /MINLP solvers -999 in any element gives default value.]]
|}
|}
</figtable>


<figtable id="probDUNDEEoptPar">
====Table: ''Prob.DUNDEE.optPar ''values used by TOMLAB /MINLP solvers ''-''999 in any element gives default value.====
 
{|class="wikitable"
{|class="wikitable"
|+<caption>''Prob.DUNDEE.optPar ''values used by TOMLAB /MINLP solvers ''-''999 in any element gives default value. </caption>
|-valign="top"
!Index||Name||Default||Description||BQPD||miqpBB||filterSQP||minlpBB
!Index||Name||Default||Description||BQPD||miqpBB||filterSQP||minlpBB
|-valign="top"
|-valign="top"
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|20||Nonlin||0||Treat  all constraints as nonlinear if 1||-||-||O||O
|20||Nonlin||0||Treat  all constraints as nonlinear if 1||-||-||O||O
|}
|}
</figtable>

Latest revision as of 15:45, 19 January 2012

Notice.png

This page is part of the MINLP Manual. See MINLP.

The DUNDEE structure

Table: Information stored in the structure Prob.DUNDEE

callback If 1, use a callback to Matlab to compute QP.F · x in BQPD and miqpBB. Faster when F is large and nearly dense. Avoids copying the matrix to the MEX solvers.
kmax Maximum dimension of the reduced space (k), default equal to dimension of problem. Set to 0 if solving an LP problem.
mlp Maximum number of levels of recursion.
mode Mode of operation, default set as 2 * Prob.WarmStart.
x Solution (warmstart).
k Dimension of reduced space (warmstart).
e Steepest-edge normalization coefficient (warmstart).
ls Indices of active constraints, first n - k. (warmstart).
lp List of pointers to recursion information in ls (warmstart).
peq Pointer to end of equality constraint indices in ls (warmstart).
PrintFile Name of print file. Amount/print type is determined by Prob.DUNDEE.optPar(1).
optPar Vector with optimization parameters. Described in #Table: Prob.DUNDEE.optPar values used by TOMLAB /MINLP solvers -999 in any element gives default value.

Table: Prob.DUNDEE.optPar values used by TOMLAB /MINLP solvers -999 in any element gives default value.

Index Name Default Description BQPD miqpBB filterSQP minlpBB
1 iprint 0 Print level in DUNDEE solvers. O O O O
2 tol 10-10 Relative accuracy in BQPD solution. O O O O
3 emin 1 1/0: Use/do not use constraint scaling in BQPD O O O O
4 sgnf 5 · 10 -4 Maximum relative error in two numbers equal in exact arithmetic. O O O O
5 nrep 2 Maximum number of refinement steps. O O O O
6 npiv 3 No repeat of more than npiv steps were taken. O O O O
7 nres 2 Maximum number of restarts if unsuccessful. O O O O
8 nfreq 500 Maximum interval between refactorizations. O O O O
9 ubd 100 Constraint violation parameter I - - O O
10 tt 0.125 Constraint violation parameter II - - O O
11 NLP_eps 10-6 Relative tolerance for NLP solutions - - O O
12 epsilon 10-6 Accuracy for x tests O O O O
13 MIopttol 10-4 Accuracy for f tests - O - O
14 fIP 1020 Upper bound on the IP value wanted. - O - O
15 timing 0 1/0: Use/do not use timing - O - -
16 max_time 4000 Maximum time (sec's) allowed for the run - O - -
17 branchtype 1 Branching strategy (1, 2, 3) - O - -
18 ifsFirst 0 Exit when first IP solution is found - O - -
19 infty 1020 Large value used to represent infinity O O O O
20 Nonlin 0 Treat all constraints as nonlinear if 1 - - O O