MATLAB Central Newsreader - linprog: displaying all solutions

linprog: displaying all solutions

H A — Tue, 13 May 2008 22:53:02 -0400

Hi,

I am using linprog to solve a linear programming problem
with the following call:

options=optimset
('LargeScale', 'off', 'Simplex', 'on', 'Diagnostics', 'on',
'Display', 'iter', 'MaxIter', 10000, 'TolFun', 10e-8);

[d,fval,exitflag]=linprog(fM,AM,bM,[],[],0,1,[],options)

I'd like to see all intermediate solutions of fval and d
(my variable set) that the program generates, while it is
converging. Is there a way of doing this? Setting the
display option to iter lets me see the objective function
values, but I haven't been able to find a way to see the d
(solution set) values.

The reason I am trying to see all intermediate values is
that I suspect that my problem has multiple optimal
solutions. So I'm just trying to see all the solutions that
linprog was able to generate... Is there an alternative way
of doing this?

I also have another related question: When I set display
to "iter", what do the "Dual Infeasibility" values that are
displayed imply?

Thanks a bunch for all your help!
h

Re: linprog: displaying all solutions

helper — Tue, 13 May 2008 23:30:22 -0400

> options=optimset
>
('LargeScale', 'off', 'Simplex', 'on', 'Diagnostics', 'on',
> 'Display', 'iter', 'MaxIter', 10000, 'TolFun', 10e-8);
>
> [d,fval,exitflag]=linprog(fM,AM,bM,[],[],0,1,[],options)
>
> I'd like to see all intermediate solutions of fval and d
> (my variable set) that the program generates, while it is
> converging.

Use the "OutputFcn" property of the options structure.
Check the documentation for OutputFcn.

> I also have another related question: When I set display
> to "iter", what do the "Dual Infeasibility" values that
are displayed imply?

Searching the MATLAB doc for "Dual Infeasibility" led me to
a line that says:

Dual Infeasibility: A'*y+z-w-f

I'm not even going to start to explain what this means
(because I won't be able to do it well). But I am hoping
Mr. D'Errico can and will explain it (well).

Re: linprog: displaying all solutions

Bruno Luong — Wed, 14 May 2008 08:14:02 -0400

"H A" <cositsjunk@yahoo.com> wrote in message
<g0d64e$97i$1@fred.mathworks.com>...
>
> The reason I am trying to see all intermediate values is
> that I suspect that my problem has multiple optimal
> solutions. So I'm just trying to see all the solutions that
> linprog was able to generate... Is there an alternative way
> of doing this?
>

You might take a look at the Lagrange variable (lambda)
output. Combined lambda with cost coefficients, you can see
whereas your LP is degenerated or not.

Bruno

Re: linprog: displaying all solutions

H A — Wed, 14 May 2008 16:12:03 -0400

"helper " <spamless@nospam.com> wrote in message
<g0d8ae$n3k$1@fred.mathworks.com>...
>
> > options=optimset
> >
>
('LargeScale', 'off', 'Simplex', 'on', 'Diagnostics', 'on',
> > 'Display', 'iter', 'MaxIter', 10000, 'TolFun', 10e-8);
> >
> > [d,fval,exitflag]=linprog(fM,AM,bM,[],[],0,1,[],options)
> >
> > I'd like to see all intermediate solutions of fval and
d
> > (my variable set) that the program generates, while it
is
> > converging.
>
>
>
>
> Use the "OutputFcn" property of the options structure.
> Check the documentation for OutputFcn.
>
>
>
>
> > I also have another related question: When I set
display
> > to "iter", what do the "Dual Infeasibility" values that
> are displayed imply?
>
>
>
>
> Searching the MATLAB doc for "Dual Infeasibility" led me
to
> a line that says:
>
> Dual Infeasibility: A'*y+z-w-f
>
> I'm not even going to start to explain what this means
> (because I won't be able to do it well). But I am hoping
> Mr. D'Errico can and will explain it (well).
>
>
>

Thanks for your responses.

I tried using OutputFcn as follows:

.....................................

history.x = []; history.fval = [];

options=optimset('OutputFcn',
@outfun, 'LargeScale', 'off', 'Simplex', 'on', 'Diagnostics'
, 'on', 'Display', 'iter', 'MaxIter', 10000, 'TolFun', 10e-
8);

[d,fval,exitflag]=linprog(fM,AM,bM,[],[],0,1,[],options);

function stop = outfun (x, optimValues, state)
    stop = false;
    switch state
        case 'iter'
            history.fval = [history.fval; optimValues.fval];
            history.x = [history.x; x];
        otherwise
    end
end

history.fval
history.x

.....................................

But both history.fval and history.x come back empty... am I
missing something?

Thanks!
h

Re: linprog: displaying all solutions

H A — Wed, 14 May 2008 16:32:02 -0400

"helper " <spamless@nospam.com> wrote in message
<g0d8ae$n3k$1@fred.mathworks.com>...
>
> > options=optimset
> >
>
('LargeScale', 'off', 'Simplex', 'on', 'Diagnostics', 'on',
> > 'Display', 'iter', 'MaxIter', 10000, 'TolFun', 10e-8);
> >
> > [d,fval,exitflag]=linprog(fM,AM,bM,[],[],0,1,[],options)
> >
> > I'd like to see all intermediate solutions of fval and
d
> > (my variable set) that the program generates, while it
is
> > converging.
>
>
>
>
> Use the "OutputFcn" property of the options structure.
> Check the documentation for OutputFcn.
>
>
>
>
> > I also have another related question: When I set
display
> > to "iter", what do the "Dual Infeasibility" values that
> are displayed imply?
>
>
>
>
> Searching the MATLAB doc for "Dual Infeasibility" led me
to
> a line that says:
>
> Dual Infeasibility: A'*y+z-w-f
>
> I'm not even going to start to explain what this means
> (because I won't be able to do it well). But I am hoping
> Mr. D'Errico can and will explain it (well).
>
>
>

Thanks for your response.

I tried using OutputFcn as follows:

.....................................

history.x = []; history.fval = [];

options=optimset('OutputFcn',
@outfun, 'LargeScale', 'off', 'Simplex', 'on', 'Diagnostics'
, 'on', 'Display', 'iter', 'MaxIter', 10000, 'TolFun', 10e-
8);
[d,fval,exitflag]=linprog(fM,AM,bM,[],[],0,1,[],options);

function stop = outfun (x, optimValues, state)
    stop = false;
    switch state
        case 'iter'
            history.fval = [history.fval; optimValues.fval];
            history.x = [history.x; x];
        otherwise
    end
end

history.fval
history.x

.....................................

But both history.fval and history.x come back empty... am I
missing something?

Thanks!
h