mixed binary interger linear programming
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I am trying to solve a mixed integer linear programming. It seems like it solves, but it does not. I don't receive any result although there is no coding error. Could someone please look at it?
By the way, I am using YALMIP. Thanks.
m = 5; %number of orders
r = [4 5 1 3 2]; %received time
mu = 0.1; % percent of work
d = 60;
t = ones(1,d);
x = binvar(d,m);
y = sdpvar(d,m);
w = sdpvar(d,m);
f = sdpvar(1,m);
Constraints = [sum(x(1:r(1),1))== 0;...
sum(x(1:r(2),2)) == 0;
sum(x(1:r(3),3)) == 0;
sum(x(1:r(4),4)) == 0;
sum(x(1:r(5),5)) == 0;
%%%%%%%%%%%%%%%%%%%%%%%
sum(x(r(1):d,1))== 1;
sum(x(r(2):d,2)) == 1;
sum(x(r(3):d,3)) == 1;
sum(x(r(4):d,4)) == 1;
sum(x(r(5):d,5)) == 1;
%%%%%%%%%%%%%%%%%%%%%%%
f - t * x == 0;
%%%%%%%%%%%%%%%%%%%%%%%
sum(y(1:r(1)-1,1)) == 0;
sum(y(1:r(2)-1,2)) == 0;
sum(y(1:r(3)-1,3)) == 0;
sum(y(1:r(4)-1,4)) == 0;
sum(y(1:r(5)-1,5)) == 0;
%%%%%%%%%%%%%%%%%%%%%%%%
sum(y) <= 1;
%%%%%%%%%%%%%%%%%%%%%%%
sum(w) - sum(y)*mu == 0;
%%%%%%%%%%%%%%%%%%%%%%%%
x >= 0;
w >= 0;
y >= 0;
f >= 0
];
Objective = sum (f-r);
options = sdpsettings;
options.cplex = [];
optimize(Constraints,Objective,options);
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Answers (1)
Johan Löfberg
on 4 Feb 2015
Why are you empying the options structure?
Anyway, works fine here
optimize(Constraints,Objective)
...
Total (root+branch&cut) = 0.00 sec. (0.70 ticks)
ans =
yalmiptime: 0.3604
solvertime: 0.0116
info: 'Successfully solved (CPLEX-IBM)'
problem: 0
Note though, you should post YALMIP specific questions on the YALMIP Google group forum
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