intlinprog.m
function [x, fval, exitflag] = intlinprog(f, intcon, A, b, Aeq, beq, lb, ub)
%INTLINPROG A mixed integer linear programming example using the
% Gurobi MATLAB interface
%
% This example is based on the intlinprog interface defined in the
% MATLAB Optimization Toolbox. The Optimization Toolbox
% is a registered trademark of The MathWorks, Inc.
%
% x = INTLINPROG(f,intcon,A,b) solves the problem:
%
% minimize f'*x
% subject to A*x <= b
% x(j) integer, when j is in the vector
% intcon of integer constraints
%
% x = INTLINPROG(f,intcon,A,b,Aeq,beq) solves the problem:
%
% minimize f'*x
% subject to A*x <= b,
% Aeq*x == beq
% x(j) integer, where j is in the vector
% intcon of integer constraints
%
% x = INTLINPROG(f,intcon,A,b,Aeq,beq,lb,ub) solves the problem:
%
% minimize f'*x
% subject to A*x <= b,
% Aeq*x == beq,
% lb <= x <= ub.
% x(j) integer, where j is in the vector
% intcon of integer constraints
%
% You can set lb(j) = -inf, if x(j) has no lower bound,
% and ub(j) = inf, if x(j) has no upper bound.
%
% [x, fval] = INTLINPROG(f, intcon, A, b) returns the objective value
% at the solution. That is, fval = f'*x.
%
% [x, fval, exitflag] = INTLINPROG(f, intcon, A, b) returns an exitflag
% containing the status of the optimization. The values for
% exitflag and corresponding status codes are:
% 2 - Solver stopped prematurely. Integer feasible point found.
% 1 - Optimal solution found.
% 0 - Solver stopped prematurely. No integer feasible point found.
% -2 - No feasible point found.
% -3 - Problem is unbounded.
if nargin < 4
error('intlinprog(f, intcon, A, b)')
end
if nargin > 8
error('intlinprog(f, intcon, A, b, Aeq, beq, lb, ub)');
end
if ~isempty(A)
n = size(A, 2);
elseif nargin > 5 && ~isempty(Aeq)
n = size(Aeq, 2);
else
error('No linear constraints specified')
end
if ~issparse(A)
A = sparse(A);
end
if nargin > 4 && ~issparse(Aeq)
Aeq = sparse(Aeq);
end
model.obj = f;
model.vtype = repmat('C', n, 1);
model.vtype(intcon) = 'I';
if nargin < 5
model.A = A;
model.rhs = b;
model.sense = '<';
else
model.A = [A; Aeq];
model.rhs = [b; beq];
model.sense = [repmat('<', size(A,1), 1); repmat('=', size(Aeq,1), 1)];
end
if nargin < 7
model.lb = -inf(n,1);
else
model.lb = lb;
end
if nargin == 8
model.ub = ub;
end
params.outputflag = 1;
result = gurobi(model, params);
if strcmp(result.status, 'OPTIMAL')
exitflag = 1;
elseif strcmp(result.status, 'INTERRUPTED')
if isfield(result, 'x')
exitflag = 2;
else
exitflag = 0;
end
elseif strcmp(result.status, 'INF_OR_UNBD')
params.dualreductions = 0;
result = gurobi(model, params);
if strcmp(result.status, 'INFEASIBLE')
exitflag = -2;
elseif strcmp(result.status, 'UNBOUNDED')
exitflag = -3;
else
exitflag = nan;
end
else
exitflag = nan;
end
if isfield(result, 'x')
x = result.x;
else
x = nan(n,1);
end
if isfield(result, 'objval')
fval = result.objval;
else
fval = nan;
end
