Scilab/C4/Optimization-Using-Karmarkar-Functions/English-timed

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Time Narration
00.01 Dear Friends,
00.02 Welcome to the spoken tutorial on Optimization of Linear Functions with Linear Constraints Using Scilab


00.10 In this tutorial, We will learn
00.12 What is meant by Optimization?


00.15 And How to use Scilab function karmarkar for optimization.


00.20 Optimization means
00.22 Minimize or maximize a given objective function.


00.26 Which is also called as Cost function sometimes.
00.30 By varying the decision variables
00.33 The decision variables are varied subject to the pre-defined constraints.
00.38 These constraints are also in the form of some functions of the variables.
00.44 Optimization is extensively used in majority of the engineering as well as non-engineering fields like
00.52 Economics
00.54 Control Theory and
00.56 Operations & Research.
00.58 The Scilab function Karmarkar is used for
01.01 Optimizing the linear objective function


01.05 subject to linear constraints


01.07 on the decision variables
01.10 We will solve the following example using karmarkar function:


01.14 Minimize minus three 'x' one minus 'x' two minus three 'x' three


01.19 for two 'x' one plus 'x' two plus 'x' three less than or equal to two.
01.26 'x' one plus two 'x' two plus three 'x' three less than or equal to five.


01.32 two 'x' one plus two 'x' two plus 'x' three less than or equal to six.


01.36 where 'x' one 'x' two 'x' three are all greater than or equal to zero


01.42 Note that all the functions objective functions as well as constraints are linear
01.49 Before we solve the given problem go to scilab console and type
01.54 help karmarkar
01.57 and press Enter.
01.59 You can see the calling sequence of the argument.


02.03 The argument explaination, description and some examples in the help browser.


02.12 Close the help browser


02.14 We will summarize the input and output arguments here
02.19 Out put arguments are 'x' opt, 'f' opt, exitflag, iter, 'y' opt


02.25 'x' opt: is the optimum solution .


02.28 'f' opt: is the objective function value at optimum solution


02.33 'exitflag' : is the status of execution, it helps in identifying if the algorithm is converging or not.
02.41 'iter' : Is the number of iterations required to reach 'x' opt.
02.46 'y' opt : is the structure containing the dual solution


02.49 This gives the Lagrange multipliers.



02.53 Input arguments are 'Aeq' 'beq ' 'c' 'x' zero 'rtolf 'gam' 'maxiter' 'outfun' 'A' 'b' 'lb' and 'ub'

'


03.09 'Aeq'  : is the Matrix in the linear equality constraints.


03.12 'beq'  :is the right hand side of the linear equality constraints.


03.17 'c'  : is the Linear objective function co-efficients of 'x'.


03.21 'x' zero : is the Initial guess .
03.25 rtolf : is Relative tolerance on 'f' of 'x' is equals to 'c' transpose multiplied by 'x'.


03.34 'gam'  : is the Scaling factor.
03.36 'maxiter'  : is the Maximum number of iterations after which the output is returned.



03.43 'outfun'  : is the additional user-defined output functions .


03.47 'A' : is the Matrix of linear inequality constraints
03.51 'b' : is the right hand side of the linear inequality constraints.
03.55 'lb' : is the lowerbound of 'x'.


03.58 'ub' are the Upper bounds of 'x'.
04.02 Now, we can now solve the given example in Scilab using karmarkar function.
04.07 Go to the scilab console and type


04.11 'A' is equals to open square bracket, two <space> one <space> one <semicolon> one <space> two <space> three <semicolon> two <space> two <space> one, close the square bracket.


04.26 And press Enter


04.28 similarly type, small 'b' equals to open square bracket, two <semicolon>five <semicolon> six, close the square bracket.


04.38 And press Enter
04.41 Type 'c' equals to open square bracket, minus three <semicolon> minus one <semicolon> minus three, close the square bracket.
04.53 And press Enter


04.55 Type 'lb' equals to open square bracket, zero <semicolon> zero <semicolon> zero, close the square bracket.
05.05 And press Enter
05.07 Now clear the Scilab console using clc command.


05.12 Type open square bracket, 'x' opt <comma> 'f' opt <comma> 'exitflag' <comma> iter, close the square bracket equals to karmarkar open parenthesis, open square bracket, close the square bracket <comma> open square bracket, close the square bracket <comma> 'c' <comma> open square bracket, close the square bracket <comma> open square bracket, close the square bracket <comma> open square bracket, close the square bracket <comma> open square bracket, close the square bracket <comma> open square bracket, close the square bracket <comma> capital 'A' <comma> 'small b' <comma> 'lb', close the round bracket.


06.09 And Press enter
06.11 Press Enter to continue the Display


06.14 This will give the output as shown on the screen.
06.18 Where xopt is the optimal solution to the problem
06.23 fopt is the value of the objective function calculated at optimum solution x is equal to xopt
06.32 and number of iteration required to reach the optimum solution xopt is 70
06.39 Please note that: it is mandatory to specify the input arguments in the same order.
06.46 In which they have been listed above, while calling the function
06.51 In this tutorial, we learned
06.53 What is Optimization?
06.55 Use of Scilab function karmarkar in optimization to solve linear problems.


07.01 To contact the scilab team, please write to contact@scilab.in


07.08 Watch the video available at the following link
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07.53 This is Anuradha Amrutkar from IIT Bombay signing off.
07.57 Thank you for joining Good Bye.

Contributors and Content Editors

Gaurav, PoojaMoolya, Sandhya.np14