整数规划分支定界算法matlab通用源程序

整数规划分支定界算法matlab通用源程序

%整数规划分支定界算法matlab通用源程序

%各参数的意义同matlab优化工具箱的线性规划函数linprog %调用前，输入参数要化成matlab的标准形式

[x,val]=kfz-f-3(n,f,a,b,aeq,beq,lb,ub)

x=zeros(n,1);

x1=zeros(n,1);

m1=2;

m2=1;

[x1,val1]=linprog(f,a,b,aeq,beq,lb,ub);

if (x1==0)

x=x1;

val=val1;

elseif (round(x1)==x1)

x=x1;

val=val1;

else

e1={0,a,b,aeq,beq,lb,ub,x1,val1};

e(1,1)={e1};

zl=0;

zu=-val1;

while (zu~=zl)

for c=1:1:m2

if (m1~=2)

if (cell2mat(e{m1-1,c}(1))==1)

e1={1,[],[],[],[],[],[],[],0};

e(m1,c*2-1)={e1};

e(m1,c*2)={e1};

continue;

end;

end;

x1=cell2mat(e{m1-1,c}(8));

x2=zeros(n,1);

s=0;

s1=1;

s2=1;

lb1=cell2mat(e{m1-1,c}(6));

ub1=cell2mat(e{m1-1,c}(7));

lb2=cell2mat(e{m1-1,c}(6));

ub2=cell2mat(e{m1-1,c}(7));

for d=1:1:n

if (abs((round(x1(d))-x1(d)))>0.0001)&(s==0)

s=1;

lb1(d)=fix(x1(d))+1;

if (a*lb1<=b)

s1=0;

end;

ub2(d)=fix(x1(d));

if (a*lb2<=b)

s2=0;

end;

end;

end;

e1={s1,a,b,aeq,beq,lb1,ub1,[],0};

e2={s2,a,b,aeq,beq,lb2,ub2,[],0};

e(m1,c*2-1)={e1};

e(m1,c*2)={e2};

end;

m1=m1+1;

m2=m2*2;

for c=1:1:m2

if (cell2mat(e{m1-1,c}(1))==0)

[x1,val1]=linprog(f,cell2mat(e{m1-1,c}( 2)),cell2mat(e{m1-1,c}(3)),cell2mat(e{m1-1,c}(4)),ce ll2mat(e{m1-1,c}(5)),cell2mat(e{m1-1,c}(6)),cell2mat(e{m1-1,c}(7)));

e1={cell2mat(e{m1-1,c}(1)),cell2mat(e{m1-1,c}(2)),cell2mat(e{m1-1,c}(3)),cell2mat(e{m1-1,c}( 4)),cell2mat(e{m1-1,c}(5)),cell2mat(e{m1-1,c}(6)),cell2mat(e{m1-1,c}(7)),x1,val1};

e(m1-1,c)={e1};

end;

z=val1;

if ((-z)<(-zl))

e1={1,[],[],[],[],[],[],[],0};

e(m1-1,c)={e1};

elseif (abs(round(x1)-x1)<=0.0001)

zl=z;

end;

end;

for c=1:1:m2

if (cell2mat(e{m1-1,c}(1))==0)

zu=cell2mat(e{m1-1,c}(9));

end;

end;

for c=1:1:m2

if (-cell2mat(e{m1-1,c}(9))>(-zu))

zu=cell2mat(e{m1-1,c}(9));

end;

end;

end;

for c=1:1:m2

if (cell2mat(e{m1-1,c}(1))==0)&(cell2mat(e{m1-1,c}(9))==zu) x=cell2mat(e{m1-1,c}(8));

end;

end;

val=zu;

end;