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Binary constraint (1 viewing) (1) Guest
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TOPIC: Binary constraint
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Re: Binary constraint 1 Year, 6 Months ago
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Karma: 32
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i.e., dont write x*x < z*z when you really model norm(x)<z. The first form is tricky to handle (it yields a model which YALMIP concludes is nonconvex) hereas the second approach is a standard SOCP cone)
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lofberg
Platinum Boarder
Posts: 2280
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Re: Binary constraint 1 Year, 6 Months ago
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Karma: 0
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this is what I get
| Code: |
>> tstylmp()
M =
1.2658
1.2658
1.2741
1.3054
* Starting YALMIP integer branch & bound.
* Lower solver : fmincon-standard
* Upper solver : rounder
* Max iterations : 300
Node Upper Gap(%) Lower Open
1 : Inf Inf 1.799E+002 2
2 : 6.286E-001 0.00 6.286E-001 0
+ 2 Finishing. Cost: 0.62859
ans =
yalmiptime: 0.1710
solvertime: 3.0160
info: 'No problems detected (BNB)'
problem: 0
dimacs: [NaN NaN 0 0.0329 NaN NaN]
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
| ID| Constraint| Type| Primal residual|
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
| #1| Numeric value| Equality constraint| 0|
| #2| Numeric value| Equality constraint| 0|
| #3| Numeric value| Equality constraint| 0|
| #4| Numeric value| Equality constraint| 0|
| #5| Numeric value| Elementwise inequality| 0|
| #6| Numeric value| Elementwise inequality| -1.0902e-021|
| #7| Numeric value| Elementwise inequality (polynomial)| -4.0053e-011|
| #8| Numeric value| Elementwise inequality (quadratic)| -0.043081|
| #9| Numeric value| Elementwise inequality| 1|
| #10| Numeric value| Elementwise inequality (polynomial)| -1.121e-012|
| #11| Numeric value| Elementwise inequality (quadratic)| -0.16346|
| #12| Numeric value| Elementwise inequality| 1|
| #13| Numeric value| Elementwise inequality (polynomial)| -2.841e-010|
| #14| Numeric value| Elementwise inequality (quadratic)| -0.026484|
| #15| Numeric value| Elementwise inequality| 1|
| #16| Numeric value| Elementwise inequality (polynomial)| -1.7929e-012|
| #17| Numeric value| Elementwise inequality (quadratic)| -0.02715|
| #18| Numeric value| Elementwise inequality| 1|
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
fopt =
0.2899
ans =
0.6286
ans =
0.4588 0.3759
0.3759 0.8986
ans =
0.0911
0.3587
0
0.1788
ans =
0.0000 1.0000
1.0000 0
0 1.0000
1.0000 0
ans =
1.0e-020 *
-0.0538
0
-0.1090
0
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Re: Binary constraint 1 Year, 6 Months ago
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Karma: 32
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you say on of the constraints isn't satisfied. how do you check that.
what is the result from
p = checkset(K)
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lofberg
Platinum Boarder
Posts: 2280
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Re: Binary constraint 1 Year, 6 Months ago
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Karma: 32
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btw, the code you posted is not a big-M approach. The whole idea with the big-M approach is to avoid unnecessary nonlinear terms, which you still have since you multiply y and X
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lofberg
Platinum Boarder
Posts: 2280
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