How to get intlinprog to stop when the answer is good enough?

조회 수: 1(최근 30일)
Jonathan
Jonathan 2020년 3월 28일
댓글: Alan Weiss 2020년 3월 31일
The code below finds an maximum independent set of the graph whose adjacency matrix is A. I would like to pass an option to intlinprog that says stop and return an answer if you get an objective value of -5 or less (meaning an independent set of size 5 or more has been found). This should be much more efficient than finding an independent set of maximum size.
If there is no option to pass to intlinprog that can accomplish my goal, then is there another approach that will?
n = 20;
A = rand(n, n) < 0.1;
A = A | A.';
[r, c] = find(A);
m = numel(r);
B = zeros(m, n);
for eI = 1 : m
B(eI, [r(eI), c(eI)]) = 1;
end
b = ones(m, 1);
c = -ones(n, 1);
% min cost.' * x subject to A * x <= b, x(i) is 0 or 1 for all i.
lb = zeros(n, 1);
ub = lb + 1;
intvars = 1 : n;
options = optimoptions('intlinprog','Display','off');
[x, fval, exitflag, output] = intlinprog(c, intvars, B, b, [], [], lb, ub, options);

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Alan Weiss
Alan Weiss 2020년 3월 29일
You can create an intlinprog output function to stop the optimizaiton when the objective function value goes below a set limit such as -5. Ensure that the phase is not 'rootlp' when you check the objective function value.
Alan Weiss
MATLAB mathematical toolbox documentation
  댓글 수: 2
Alan Weiss
Alan Weiss 2020년 3월 31일
Thank you for the suggestion. I will consider putting this in the next documentation release.
Alan Weiss
MATLAB mathematical toolbox documentation

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