varindex
Map problem variables to solver-based variable index
Description
returns the linear indices of problem variables as a structure or an integer vector. If you
convert idx
= varindex(prob
)prob
to a problem structure by using prob2struct
,
idx
gives the variable indices in the resulting problem structure that
correspond to the variables in prob
.
Examples
Obtain Problem Indices
Create an optimization problem.
x = optimvar('x',3); y = optimvar('y',3,3); prob = optimproblem('Objective',x'*y*x);
Convert the problem to a structure.
problem = prob2struct(prob);
Obtain the linear indices in problem
of all prob
variables.
idx = varindex(prob); disp(idx.x)
1 2 3
disp(idx.y)
4 5 6 7 8 9 10 11 12
Obtain the y
indices only.
idxy = varindex(prob,'y')
idxy = 1×9
4 5 6 7 8 9 10 11 12
Solve Problem Using Both Approaches
This example shows how to obtain most of the same information using either the problem-based approach or the solver-based approach. First create a problem and solve it using the problem based approach.
x = optimvar('x',3,1,'LowerBound',1,'UpperBound',1); y = optimvar('y',3,3,'LowerBound',-1,'UpperBound',1); prob = optimproblem('Objective',x'*y*x + [2 3 4]*x); rng default x0.x = rand(3, 1); x0.y = rand(3, 3); [solp,fvalp,exitflagp,outputp] = solve(prob,x0);
Solving problem using fmincon. Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance.
Next, convert the problem to solver-based form using prob2struct
. To have the fmincon
solver use the automatic gradients in the problem, set the SpecifyObjectiveGradient
option to true
.
solverprob = prob2struct(prob,x0);
solverprob.options = optimoptions(solverprob.options,"SpecifyObjectiveGradient",true);
Solve the problem using fmincon
.
[sols,fvals,exitflags,outputs] = fmincon(solverprob);
Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance.
To convert the fmincon
solution to the structure form returned by solve
, create appropriate structures using varindex
.
idx = varindex(prob); sol.x = sols(idx.x); sol.y = sols(idx.y);
The y
index that varindex
uses is a linear index. Reshape the variable sol.y
to have the size of x0.y
.
sol.y = reshape(sol.y,size(x0.y));
Check that the two solution structures are identical.
isequal(sol,solp)
ans = logical
1
The reason that the two approaches are not completely equivalent is that fmincon
can return more arguments such as Lagrange multipliers, whereas solve
cannot.
Input Arguments
prob
— Optimization problem or equation problem
OptimizationProblem
object | EquationProblem
object
Optimization problem or equation problem, specified as an OptimizationProblem
object or an EquationProblem
object. Create an optimization problem by using optimproblem
; create an equation problem by using eqnproblem
.
Warning
The problem-based approach does not support complex values in the following: an objective function, nonlinear equalities, and nonlinear inequalities. If a function calculation has a complex value, even as an intermediate value, the final result might be incorrect.
Example: prob = optimproblem; prob.Objective = obj; prob.Constraints.cons1 =
cons1;
Example: prob = eqnproblem; prob.Equations = eqs;
varname
— Variable name
character vector | string
Variable name, specified as a character vector or string.
Example: 'x'
Data Types: char
| string
Output Arguments
idx
— Linear indices of problem variables
structure | integer vector
Linear indices of problem variables, returned as a structure or an integer vector.
If you convert prob
to a problem structure by using prob2struct
,
idx
gives the variable indices in the resulting problem structure
that correspond to the variables in prob
.
When you call
idx = varindex(prob)
, the returnedidx
is a structure. The field names of the structure are the variable names inprob
. The value for each field is the integer vector of linear indices to which the variables map in the associated solver-based problem variable.When you call
idx = varindex(prob,varname)
, the returnedidx
is the vector of linear indices to which the variablevarname
maps in the associated solver-based problem variable.
Version History
Introduced in R2019a
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