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18 Mar 2015 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Hi Prateek. I'd recommend not using this script but instead to use the MATLAB or Python interface to APMonitor. Here is the APMonitor model file:

Variables
int_x1 >= 0
int_x2 >= 0

Equations
maximize 3 * int_x1 + 4 * int_x2
7*int_x1 + 11*int_x2 <= 88
3*int_x1 - int_x2 <= 12

It returns the answer of x1=3, x2=6. You can either solve it online through a web-browser at http://apmonitor.com/online/view_pass.php or else through the MATLAB or Python interfaces here: http://apmonitor.com

Please let me know if you need any additional help.

-John Hedengren

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18 Mar 2015 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Prateek

hello sir,

i want to solve the basic integer problem as mentioned below:

maximize f = 3*x1 + 4*x2
subject to
7*x1 + 11*x2 <= 88
3*x1 - x2 <= 12
x1 >= 0, x2 >= 0
x1, x2 are integers

so , i have modified the objective function and constraints in minlp.apm file, but i am getting wrong answer.

I think i have to modify the minlp.apm file and program also according to the objective function and constraints mentioned above.

can you tell me, where i have to change ???

Thanks

pk

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10 Mar 2015 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Aitor, you can't currently use it with external functions. Those functions would need first and second derivative information of the constraints and objective through automatic differentiation, adjoint methods, or with finite differencing (slow and hard to control balance between machine precision and accuracy of gradients). If gradients are available, then it should be possible with some minor code modifications. This file submission example uses an external server as a web-service to provide gradients.

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09 Mar 2015 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Aitor

Aitor (view profile)

Thank you for your work. I have one question: can I use this tool with external responses? In my case the constraints are obtained by other software; there is no an analytical expression for the nonlinear constraints. I try to minimize a linear function subject to nonlinear constraints with continuum and integer design variables.
Could you provide me any idea to perform this problem?

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01 Feb 2015 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren hsieh weikang

Thanks for your submission
I am a freshman of using matlab. I need to learn how to solve the MINLP problem. I want to Know how the example work in your code . I think it will be helpful for me. Thank you~~

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19 Dec 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Please see the following link for additional information on MINLP including a MATLAB and Python interface to the Mixed Integer Nonlinear Programming solver, APOPT.

http://apmonitor.com/me575/index.php/Main/DiscreteOptimization

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29 Nov 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Amirhosein, there is an integer tolerance (possibly 1e-3). As long as the value is within that tolerance of an integer value, it is declared as an integer and accepted as a potential solution. Could you send me a copy of your files at john.hedengren@byu.edu if this isn't the issue?

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23 Nov 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Amirhosein Jafari

I have 2 question.
1. I tried to use my own function with 15 binary variables. In the results, the last one has a real value between 0 to 1. Why?
2. It can find the optimum solution of my function by only 1 iteration. How is it possible? that is because I have no non-integer variable?
thanks

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02 Sep 2014 Model Predictive Control Model Predictive Control with discrete, continuous, linear, or nonlinear models. Author: John Hedengren yang

yang (view profile)

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08 Aug 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Emre Savas

One last question, Where exactly I should put csv_load() command in minlp.m file that you provide in your submission? I think this is why I can't retrieve the data from csv file.

I am using minlp.m file that you submitted in this page.

Thanks for your help

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07 Aug 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Below is a simple model file that demonstrates how to load in external parameters into APMonitor. You can replace the File *.csv section with loading a CSV file of your choice through MATLAB with the csv_load() function. For testing, just copy the lines below and insert into the web-interface at: http://apmonitor.com/online/view_pass.php

Constants
m = 4

Parameters
c[1:m] = 1.2

Variables
intv ! integer variables start with "int"

Intermediates
! summation of all elements
s[0] = 0
s[1:m] = s[0:m-1] + c[1:m]

Equations
! v to be equal to the nearest integer for summation
minimize (s[m] - intv)^2

File *.csv
c[1], 2.3
c[2], 5.1
c[4], 0.0
End File

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07 Aug 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Emre Savas

I have tried to do it in either way, but I am always getting this error:

Error using urlreadwrite (line 90)
The server did not find a resource to match this request.

Error in urlread (line 36)
[s,status] = urlreadwrite(mfilename,catchErrors,url,varargin{:});

Error in apm_sol (line 7)
response = urlread(url);

Error in minlp (line 160)
sol = apm_sol(server,app); % retrieve solution

what I did was;
1. using csv_load:
I declared "c" as a parameter in .apm file, and typed csv_load(server,app, 'minlp.csv') command in minlp.m file.
OR….
2. Declaring parameters as FV:
I removed c[1], c[2], and c[3] parameters from amp file, and I put:

apm_info (server, app, 'FV', 'c[1]')
apm_meas (server, app, 'c[1]', 130)
apm_info (server, app, 'FV', 'c[2]')
apm_meas (server, app, 'c[2]', 150)
apm_info (server, app, 'FV', 'c[3]')
apm_meas (server, app, 'c[3]', 180)

this code in minlp.m file.. I am getting the same error in either methods.
Thanks for your help!
Emre

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07 Aug 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

The easiest way is probably as a CSV file and then load the data file with the command:

csv_load (server, app, csv_filename)

You'll need the APM MATLAB toolbox library that you can download from APMonitor.com. If you have the values in MATLAB you can also declare your parameters as FVs (fixed values) to create a way to load values dynamically such as:

apm_info (server, app, 'FV', 'c[1][5][2][25]')
apm_meas (server, app, 'c[1][5][2][25]', 5.2)

Unfortunately there are only convenient ways to load in 2D matrices in APMonitor.

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06 Aug 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Emre Savas

John,

I would like to assign different numbers to each cell of my matrix, which are independent of other variables. i.e:
c[1][1] = 150
c[1][2]= 120
c[1][3] = 180
….
c[1][30]=45
where right hand side is an array of {150, 120, 180,…,45}
Is there an easy way to assign these numbers ?

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06 Aug 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Okkes, you may find it easier to declare a constants and then use vectors and arrays within APMonitor to define variables and/or equations. Here is an example:

Constants
n = 130
m = 75
End Constants

Variables
val[1:n][1::m]
End Variables

Equations
val[1:n/2][1::m] = val[2:n/2+1][1::m]
val[n/2:n][1::m] = 6
End Equations

Here is some additional information:

http://apmonitor.com/wiki/index.php/Main/Arrays

You can also submit a question to the APMonitor Discussion Forum here:

http://apmonitor.com/wiki/index.php/Main/UsersGroup

Let me know if you have any additional questions.

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06 Aug 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Emre Savas

Thanks for your submission. It's quite user-friendly toolbox.

I have a question. I need to create a matrix array (i.e f(i,j) where i and j are indices) using the parameters I define in my program. However, I would like to create it in a for loop statement to make it easier. It is quite painful to assign each cell of the array as an equation, if the dimension of indices (i and j) are too large.

Is there any way to do this?

Thanks,
Emre

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17 Apr 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Magina

Magina (view profile)

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26 Mar 2014 Model Predictive Control Model Predictive Control with discrete, continuous, linear, or nonlinear models. Author: John Hedengren kullachart bunklanson

Thanks

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02 Mar 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Elham

Elham (view profile)

Hi John

thanks. so you mean there is nothing available in MATLAB?
AMPL is not in MATLAB.

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10 Feb 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Elham,

This file shows a branch and bound algorithm in MATLAB but it is development code that is meant for understanding the algorithms. If you just have an MINLP problem that you'd like to solve, I'd recommend that you use either a program like AMPL or APMonitor. For a tutorial on solving a Mixed Integer problem, please refer to this video:

http://youtu.be/i8WS6HlE8qM

If you start at 8:30, you'll see how to set up an integer programming problem (by adding "int" to the variables names). The APOPT solver is an MINLP solver and will be able to solve your problem and it will do it much faster than this development MATLAB code.

-John

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09 Feb 2014 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Elham

Elham (view profile)

Hi
If I just changed this objective function :minimize obj + y[1]*y[4]*(y[1]+y[2]+y[3]) + y[3]

then what about the constrains? They should also be changed?

Moreover, could you please tell me that I just need to change minlp.apm file? And no more verifications in other files? I almost cannot understand them line by line.
I just need to run a mixed integer nonlinear optimization with an objective function and constrains.

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27 Jun 2013 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren justinian555

okay,thanks for your reply

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26 Jun 2013 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Justinian, there is additional information on vector and matrix operations in the documentation here:

http://apmonitor.com/wiki/index.php/Main/Arrays

It is an algebraic modeling language and matrix operations are supported although not as easily as MATLAB where matrices are a native structure.

Another strategy is to shift some of the pre- or post-processing to the MATLAB script and use APM for only the parts that need to be optimized. For example, if you Q * Q' can be done after the optimization, the results are returned to the MATLAB script where you can do this processing.

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26 Jun 2013 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren justinian555

Hello

could apm file key matrix??
if yes , how can i do matrix multiply
such as declare Q as a matrix (K*K)
b (K*1) vector
then do Q*x<b
and can do Q*(Qtranspose)

Thank

Justinian

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25 Jun 2013 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Ziba, you need to change the following line in the minlp.apm file:

minimize obj + y[1]*y[4]*(y[1]+y[2]+y[3]) + y[3]

to be your specific objective function. You should also look at the APM MATLAB toolbox that gives you more flexibility and allows you to solve with the APOPT solver which is much faster than this version because all of the sub-NLP problems in the branch and bound are not solved with MATLAB but with optimized compiled code.

http://apmonitor.com/wiki/index.php/Main/MATLAB

The purpose of this submission is to demonstrate branch and bound algorithms in MATLAB, not necessarily as optimized code. The APOPT through APM MATLAB toolbox is many times faster than this version. The advantage of this version is that you can use any NLP solver to solve the relaxed sub-problems and you also have the source code instead of using it as a web-service.

-John

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25 Jun 2013 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren Ziba

Ziba (view profile)

Hello

If I want to use minlp as a function in my program how should I introduce my objective function to this function. I will be thankful if let me know the exact format for calling minlp function.

Thank yoy
Ziba

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15 Apr 2013 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren John Hedengren

Yes, the x represent integer variables. You can change the problem by opening minlp.apm with a text editor. This is a developmental version of an MINLP solver. For a much faster solver, use the "built- in" branch and bound capabilities of APOPT through APM MATLAB.

http://apmonitor.com/wiki/index.php/Main/MATLAB

Here is an example with integer variables that can be solved through a web-interface:

http://apmonitor.com/online/view_pass.php?f=minlp.apm

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15 Apr 2013 MINLP: Mixed Integer Nonlinear Programming Mixed Integer Nonlinear Programming Solver with APM MATLAB Author: John Hedengren ahmad

ahmad (view profile)

Hi, sorry how we can input our own objective functions? by the way, x represent integer variables and y represents non-integeres, yes?

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