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example_MINLPc.m
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% This is an example call of MIDACO 6.0
% -------------------------------------
%
% MIDACO solves Multi-Objective Mixed-Integer Non-Linear Problems:
%
%
% Minimize F_1(X),... F_O(X) where X(1,...N-NI) is CONTINUOUS
% and X(N-NI+1,...N) is DISCRETE
%
% subject to G_j(X) = 0 (j=1,...ME) equality constraints
% G_j(X) >= 0 (j=ME+1,...M) inequality constraints
%
% and bounds XL <= X <= XU
%
%
% The problem statement of this example is given below. You can use
% this example as template to run your own problem. To do so: Replace
% the objective functions 'F' (and in case the constraints 'G') given
% here with your own problem and follow the below instruction steps.
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function example
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%% MAIN PROGRAM %%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
key = 'MIDACO_LIMITED_VERSION___[CREATIVE_COMMONS_BY-NC-ND_LICENSE]';
problem.func = @problem_function; % Call is [f,g] = problem_function(x)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% Step 1: Problem definition %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% STEP 1.A: Problem dimensions
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
problem.o = 1; % Number of objectives
problem.n = 4; % Number of variables (in total)
problem.ni = 2; % Number of integer variables (0 <= ni <= n)
problem.m = 3; % Number of constraints (in total)
problem.me = 1; % Number of equality constraints (0 <= me <= m)
% STEP 1.B: Lower and upper bounds 'xl' & 'xu'
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
problem.xl = 1 * ones(1,problem.n);
problem.xu = 4 * ones(1,problem.n);
% STEP 1.C: Starting point 'x'
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
problem.x = problem.xl; % Here for example: 'x' = lower bounds 'xl'
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% Step 2: Choose stopping criteria and printing options %%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% STEP 2.A: Stopping criteria
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
option.maxeval = 10000; % Maximum number of function evaluation (e.g. 1000000)
option.maxtime = 60*60*24; % Maximum time limit in Seconds (e.g. 1 Day = 60*60*24)
% STEP 2.B: Printing options
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
option.printeval = 1000; % Print-Frequency for current best solution (e.g. 1000)
option.save2file = 1; % Save SCREEN and SOLUTION to TXT-files [ 0=NO/ 1=YES]
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% Step 3: Choose MIDACO parameters (FOR ADVANCED USERS) %%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
option.param( 1) = 0; % ACCURACY
option.param( 2) = 0; % SEED
option.param( 3) = 0; % FSTOP
option.param( 4) = 0; % ALGOSTOP
option.param( 5) = 0; % EVALSTOP
option.param( 6) = 0; % FOCUS
option.param( 7) = 0; % ANTS
option.param( 8) = 0; % KERNEL
option.param( 9) = 0; % ORACLE
option.param(10) = 0; % PARETOMAX
option.param(11) = 0; % EPSILON
option.param(12) = 0; % BALANCE
option.param(13) = 0; % CHARACTER
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% Step 4: Choose Parallelization Factor %%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
option.parallel = 0; % Serial: 0 or 1, Parallel: 2,3,4,5,6,7,8...
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% Call MIDACO solver %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
[ solution ] = midaco( problem, option, key);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% End of Example %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%% OPTIMIZATION PROBLEM %%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [ f, g ] = problem_function( x )
% Objective functions F(X)
f(1) = (x(1)-1)^2 ...
+ (x(2)-2)^2 ...
+ (x(3)-3)^2 ...
+ (x(4)-4)^2 ...
+ 1.23456789;
% Equality constraints G(X) = 0 MUST COME FIRST in g(1:me)
g(1) = x(1) - 1;
% Inequality constraints G(X) >= 0 MUST COME SECOND in g(me+1:m)
g(2) = x(2) - 1.333333333;
g(3) = x(3) - 2.666666666;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%% END OF FILE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%