Help with Mixed-Integer Linear Programming (MILP) problem

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Branko Knezevic
Branko Knezevic 2011-1-21
I need to be able to solve MILP problems. Matrix A is of the size of about 70x70, so the problem is not small but big enough. In each run I do around 9000 optimizations and I need the result in a few minutes. I used TOMLAB licence and it works great (it is very easy to use and speed performance is great). Now the firm is looking for the best solution on the mark, meaning it answers the conditions and it is the cheapest possible. Does someone have any suggestions?
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Walter Roberson
Walter Roberson 2011-1-21
Does "cheapest" refer to the cost of the software, or to the run-time ? That is, instead of finding the optimal solution, any solution within the constraints would be acceptable?

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回答（2 个）

Andrew Newell
Andrew Newell 2011-1-27
Ahmed Shahein
Ahmed Shahein 2011-2-3
Did you tried the YALMIP invoking GLPK?
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Main.HomePage
http://www.gnu.org/software/glpk/glpk.html
Despite that issue, I formulated a MILP problem could you help me formulating it into a format suitable for Matlab?
Regards.

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