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Integer programing for non-smooth nonlinear functions http://forum.alglib.net/viewtopic.php?f=2&t=4477 |
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Author: | mmetwalli [ Mon Nov 21, 2022 6:17 pm ] |
Post subject: | Integer programing for non-smooth nonlinear functions |
How can I apply integer programming to minns? I have variables that are integers and not real numbers. Code: FILE *fostate = freopen("../logs/optimization/execution.log", "w", stdout);
FILE *festate = freopen("../logs/optimization/error.log", "w", stderr); alglib::real_1d_array x = "[1, 1, 1]"; alglib::real_1d_array s = "[1, 1, 1]"; alglib::real_1d_array bndl = "[+0.1, 1, 0.1]"; alglib::real_1d_array bndu = "[18, 3, 5]"; alglib::ae_int_t maxits = 0; double epsx = 0.001; double diffstep = 0.01; double radius = 0.1; double rho = 0.0; alglib::minnsstate state; alglib::minnsreport rep; alglib::minnscreatef(3, x, diffstep, state); std::cout << "successfully created objective variables\n"; alglib::minnssetalgoags(state, radius, rho); std::cout << "successfully sat goals\n"; minnssetbc(state, bndl, bndu); std::cout << "successfully created cinstraints boudries\n"; alglib::minnssetcond(state, epsx, maxits); std::cout << "successfully sat algorithm conditions\n"; alglib::minnssetscale(state, s); std::cout << "successfully sat scale\n"; try { std::cout << "optimization is starting ..............\n"; std::cout << "-----------------------------------------------\n"; alglib::minnsoptimize(state, nnetwork); alglib::minnsresults(state, x, rep); std::cout << "solved the optimization problem\n"; } catch (alglib::ap_error e) { std::cerr << "error msg: %s\n" << e.msg.c_str(); } std::cout << "x = " << x.tostring(3) << std::endl; |
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