测试环境:
windows10 x64
matlab2018b
cplex==12.10.0
yalmip最新版本
代码一:
cplex = which('cplex');
if isempty(cplex)
error('Cplex is not installed.');
else
disp('Cplex is installed.');
end
% Define decision variables
x = sdpvar(2,1);
% Define objective function
obj = [1 2]*x;
% Define constraints
Constraints = [2*x(1) + x(2) <= 3, x(1) + 3*x(2) <= 4, x >= 0];
% Define options for the solver
ops = sdpsettings('solver','cplex');
% Solve the problem
sol = optimize(Constraints,obj,ops);
% Display the solution
disp(value(x))
输出结果:
Cplex is installed.
Matlab Toolbox parameter "Display" found.
警告: Using Matlab Toolbox parameters in the CPLEX Matlab API is deprecated. They will be treated as unknown
parameters in the future.
> In handleparams
In cplexqcp
In cplexlp
In call_cplexibm_miqp>localSolverCall (line 140)
In call_cplexibm_miqp (line 32)
In call_cplexibm_qcmiqp (line 9)
In solvesdp (line 423)
In optimize (line 31)
In Untitled (line 21)
Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de2ae
CPXPARAM_MIP_Display 1
Tried aggregator 1 time.
LP Presolve eliminated 4 rows and 2 columns.
All rows and columns eliminated.
Presolve time = 0.00 sec. (0.00 ticks)
0
0
代码二:
x=sdpvar(2,1);
%目标函数
obj=2*x(1)+3*x(2);
%约束条件
constraint=[];
constraint=[constraint,x(1)+x(2)>=350];
constraint=[constraint,x(1)>=100];
constraint=[constraint,2*x(1)+x(2)<=600];
constraint=[constraint,x(2)>=0];
%求解
ops = sdpsettings('solver','cplex','verbose',1);
ops.cplex.display='on';
ops.cplex.timelimit=600;
ops.cplex.mip.tolerances.mipgap=0.001;
% 诊断求解可行性
disp('开始求解')
diagnostics=optimize(constraint,obj,ops);
if diagnostics.problem==0
disp('Solver thinks it is feasible')
elseif diagnostics.problem == 1
disp('Solver thinks it is infeasible')
pause();
else
disp('Timeout, Display the current optimal solution')
end
测试结果:
开始求解
Matlab Toolbox parameter "Display" found.
警告: Using Matlab Toolbox parameters in the CPLEX Matlab API is deprecated. They will be treated as unknown
parameters in the future.
> In handleparams
In cplexqcp
In cplexlp
In call_cplexibm_miqp>localSolverCall (line 140)
In call_cplexibm_miqp (line 32)
In call_cplexibm_qcmiqp (line 9)
In solvesdp (line 423)
In optimize (line 31)
In Untitled2 (line 19)
Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de2ae
CPXPARAM_TimeLimit 600
CPXPARAM_MIP_Tolerances_MIPGap 0.001
Tried aggregator 1 time.
LP Presolve eliminated 2 rows and 0 columns.
Reduced LP has 2 rows, 2 columns, and 4 nonzeros.
Presolve time = 0.00 sec. (0.00 ticks)
Iteration log . . .
Iteration: 1 Dual objective = 700.000000
Solver thinks it is feasible
温馨提示:
由于新版本yalmip不支持Strict inequalities are not supported (learn why),即如果上面代码
constraint=[constraint,x(1)+x(2)>350];
就会报错,需要用>=才行哦。