Can I apply branch and bound and use linprog function to minimize a function? if there is an example please share it

8 次查看(过去 30 天)
I have to use linprog For branch and
bound optimization

回答(1 个)

Matt J
Matt J 2023-10-30
编辑:Matt J 2023-10-30
Add additional binary variables b1,b2 and equality constraints as below. Then it becomes a straightforward application of intlinprog.
x=optimvar('x',7);
b1=optimvar('b',[2,4],'Type','integer','Lower',0,'Upper',1);
b2=optimvar('c',[2,3],'Type','integer','Lower',0,'Upper',1);
Constraints.x1x2= [x(1);x(2)]==b1*[2,5,7,8]';
Constraints.x3x4= [x(3);x(4)]==b2*[3,4,6]';
Constraints.b1= sum(b1,2)==1;
Constraints.b2= sum(b2,2)==1;
...
other constraints
...
prob=optimproblem('Objective',___,'Constraints', Constraints);
sol=solve(prob,'Solver','intlinprog')

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