Solves constrained minimization problems, some of the variables are restricted to discrete values
contents.m
% Contents of fminconset. Minimization with set constraints.
%
% fminconset A function for general nonlinear optimization where some
% variables must belong to sets of discrete values.
%
% Useful where the underlying problem is (or can be formulated to be)
% continous.
%
% Examples:
% Optimizing pipes and valves where standard dimensions should be used.
% The 'knapsack' problem.
%
% Requires the Optimization Toolbox from The MathWorks as it calls
% FMINCON for solving the underlying continous problem. An error should
% be fixed in the NLCONST function in the PRIVATE part of the toolbox
% if NLCONST has the following revision date:
% $Revision: 1.20 $ $Date: 1998/08/24 13:46:15 $
% The correction is to make it so that the EXITFLAG = -1 statement
% is independent of the verbosity parameter.
%
% If you don't have this toolbox, you may be able to rewrite it for
% another optimization function.
%
% helttest A test program calling fminconset
% for minimization of
% j134org the function to minimize
% with
% h134org the constraints.
%
% ex134.tex The example explained (in Norwegian)
%
% heltall.tex The algorithm explained (also in Norwegian)
%
% I am sorry that I don't have the time to translate the documentetion.
% You will probably be able to find the "branch and bound" algorithm in a textbook.
% The process is the example 13.4 from the textbook: Optimization of Chemical Processes.
%
% The most of this stuff was made when lecturing optimization in Trondheim, Norway
% It is rewritten the autumn 1999 for the fmincon function in the Optimization Toolbox.
%
% Ingar Solberg
% ingar.solberg@vefsn.online.no