% 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