多目标非线性规划程序(Matlab)

function errmsg Z X t c fail BNB18 fun x0 xstat xl xu A B Aeq Beq nonlcon setts options1 options2 ma xSQPit varargin MATLAB5 3 Optimizat ion toolbox 2 0 Minimize F x subject to xlb x xub A x B Aeq x Beq C x 0 x1 2 x2 2 x3 72 10 x2 20 x1 x2 10 M discfun m function f discfun x f x 1 x 2 x 3 clear x0 25 15 10 xstat 1 1 1 xl 20 10 10 xu 30 20 20 A 1 2 2 1 2 2 B 0 72 Aeq 1 1 0 Beq 10 err Z X BNB18 discfun x0 xstat xl xu A B Aeq Beq XMAX X ZMAX Z BNB18 Finds the constrained minimum of a function of several possibly integer variables Usage errmsg Z X t c fail BNB18 fun x0 xstatus xlb xub A B Aeq Beq nonlcon settings options1 opti ons2 maxSQPiter P1 P2 BNB solves problems of the form Minimize F x subject to xlb x0 xub A x B Aeq x Beq C x 0 EXITFLAG 1 end In optim private qpsub m Revision 1 21 Date 1998 09 01 21 37 56 Stop qpsub from hanging After the line Andy Grace 7 9 90 Mary Ann Branch 9 30 96 add the line global maxSQPiter and changed the line maxSQPiters Inf to the line if exist maxSQPiter var maxSQPiters maxSQPiter else maxSQPiters inf end I guess there was a reason to put maxSQPiters at infinity but this works fine for me global maxSQPiter STEP 0 CHECKING INPUT Z X t 0 c 0 fail 0 if nargin1 errmsg x0 must be a column vector return end xstatus zeros size x0 if nargin 2 else errmsg xstatus must be a column vector the same size as x0 return end if any xstatus round xstatus xstatus 0 23 else errmsg xlb must be a column vector the same size as x0 return end end if any x0 xlb errmsg x0 must be in the range xlb 4 return end else A end if nargin 6 if isempty B return end else B end if isempty A return end if isempty B end if nargin 7 return end else Aeq end if nargin 8 if isempty Beq return end else Beq end if isempty Aeq return end if isempty Beq end if nargin10 else errmsg settings should be a row vector of length 3 return end end if nargin 12 options1 end options1 optimset optimset fmincon options1 if nargin 13 options2 end options2 optimset optimset fmincon options2 if nargin0 else errmsg maxSQPiter must be an integer 0 return end eval z fun x0 varargin errmsg fun caused error return if isempty nonlcon eval C Ceq nonlcon x0 varargin errmsg nonlcon caused error return if size C 2 1 size Ceq 2 1 errmsg C en Ceq must be column vectors return end end STEP 1 INITIALISATION currentwarningstate warning warning off tic lx size x0 1 z incumbent inf x incumbent inf ones size x0 I ceil sum log2 xub find xstatus 1 xlb find xstatus 1 1 size find xstatus 1 1 1 stackx0 zeros lx I stackx0 1 x0 stackxlb zeros lx I stackxlb 1 xlb stackxub zeros lx I stackxub 1 xub stacksize 1 xchoice zeros size x0 if isempty Aeq j 0 for i 1 size Aeq 1 if Beq i 1 if all xstatus J 0 xchoice J j if sum x0 J 0 errmsg x0 not correct return end end end end end end errx optimget options2 TolX errcon optimget options2 TolCon fail 0 c 0 STEP 2 TERMINIATION while stacksize 0 c c 1 STEP 3 LOADING OF CSP x0 stackx0 stacksize xlb stackxlb stacksize xub stackxub stacksize x0 find x0 xlb xlb find x0 xub xub find x0 xub stacksize stacksize 1 STEP 4 RELAXATION PHASE 1 con BNBCON x0 A B Aeq Beq xlb xub nonlcon varargin if abs con errcon if settings 3 if con0 x z convflag fmincon fun x1 A B Aeq Beq xlb xub nonlcon options2 varargin if settings 3 if con errcon convflag 1 end end else convflag feasflag end STEP 5 FATHOMING K find xstatus 1 separation 1 if convflag z incumbent elseif all abs round x K x K 0 FC 3 z incumbent z x incumbent x separation 0 end STEP 6 SELECTION if separation 1 for i 1 size K 1 dxsepc abs round x K i x K i if dxsepc errx convflag 0 xsepc x xsepc K i round x K i dzsepc abs feval fun xsepc varargin z if dzsepc dzsep dzsep dzsepc ixsep K i end end end STEP 7 SEPARATION if xchoice ixsep 0 XCHOICE 0 branch 1 domain xlb ixsep xub ixsep while branch 1 xboundary domain 1 domain 2 2 if x ixsep xboundary domainA domain 1 floor xboundary domainB floor xboundary 1 domain 2 else domainA floor xboundary 1 domain 2 domainB domain 1 floor xboundary end stacksize stacksize 1 stackx0 stacksize x stackxlb stacksize xlb stackxlb ixsep stacksize domainB 1 stackxub stacksize xub stackxub ixsep stacksize domainB 2 if domainA 1 domainA 2 stacksize stacksize 1 stackx0 stacksize x stackxlb stacksize xlb stackxlb ixsep stacksize domainA 1 stackxub stacksize xub stackxub ixsep stacksize domainA 2 branch 0 else domain domainA branch 1 end end else XCHOICE 0 L find xchoice xchoice ixsep M intersect K L dummy N sort x M part1 M N 1 floor size N 2 part2 M N floor size N 2 1 size N stacksize stacksize 1 stackx0 stacksize x O 1 sum stackx0 part1 stacksize size part1 1 stackx0 part1 stacksize stackx0 part1 stacksize O stackxlb stacksize xlb stackxub stacksize xub stackxub part2 stacksize 0 stacksize stacksize 1 stackx0 stacksize x O 1 sum stackx0 part2 stacksize size part2 1 stackx0 part2 stacksize stackx0 part2 stacksize O stackxlb stacksize xlb stackxub stacksize xub stackxub part1 stacksize 0 if size part2 1 1 stackxlb part2 stacksize 1 end end elseif separation 1 end end STEP 8 OUTPUT t toc Z z incumbent X x incumbent errmsg eval warning currentwarningstate function CON BNBCON x A B Aeq Beq xlb xub nonlc