YAMLIP包 matlab>help bnb
bnb General branch-and-bound scheme for conic programs
bnb applies a branch-and-bound scheme to solve mixed integer conic programs (LP, QP, SOCP, SDP) and mixed integer geometric programs.
bnb is never called by the user directly, but is called by YALMIP from SOLVESDP, by choosing the solver tag ‘bnb’ in sdpsettings.
bnb is used if no other mixed integer solver is found, and is only useful for very small problems, due to its simple and naive implementation.
The behaviour of bnb can be altered using the fields in the field ‘bnb’ in SDPSETTINGS
bnb.branchrule Deceides on what variable to branch ‘max’ : Variable furthest away from being integer ‘min’ : Variable closest to be being integer ‘first’ : First variable (lowest variable index in YALMIP) ‘last’ : Last variable (highest variable index in YALMIP) ‘weight’ : See manual
bnb.method Branching strategy ‘depth’ : Depth first ‘breadth’ : Breadth first ‘best’ : Expand branch with lowest lower bound ‘depthX’ : Depth until integer solution found, then X (e.g ‘depthbest’)
solver Solver for the relaxed problems (standard solver tag, see SDPSETTINGS)
maxiter Maximum number of nodes explored
inttol Tolerance for declaring a variable as integer
feastol Tolerance for declaring constraints as feasible
gaptol Exit when (upper bound-lower bound)/(1e-3+abs(lower bound)) < gaptol
round Round variables smaller than bnb.inttol
See also solvesdp, binvar, intvar, binary, integer
