How to set binary variable in fminimax optimization.

2017 5 18
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更新时间：2017 5 18
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Hi, all.
I'm trying to solve a multi-objective optimization problem through fminimax. I have three objectives, one linear unequality constraint and a lot of x variables(decision variables). I want to get back the decision variable as a binary variable, but I'm totally lost at point. Does anyone know how to set binary variable in fminimax optimization?
By the way, I set lower bound and upper bound for 0 and 1, but it was not what I exactly expected.

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Alan Weiss
Alan Weiss 2017-5-18

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fminimax does not allow for binary variables, only continuous variables.
I do not know of a built-in solver that can help you. Sorry.
Alan Weiss
MATLAB mathematical toolbox documentation

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moonwon soh
moonwon soh 2017-5-18

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Thanks a lot! Knowing that there is no way to solve the problem also helps me in some way.
Moonwon Soh

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