Optimisation algorithms for a non-linear function with integer variables?
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Looking to find the minimum of a non-linear function (with 6 variables) where these variables are integers. Used the ga algorithm so far, wondering if there were any others that could be recommended, as a google search/matlab documentation search did give anything. MILP is linear, as is simulated annealing and most other MatLab algorithms. Many Thanks
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Walter Roberson
2018-2-9
Simulated annealing is certainly not linear, but it also does not support integer constraints. ga() and gamultiobj() support integer constraints. patternsearch can be tricked into using integer values by setting the minimum step size to 1.
回答（1 个）
If the number of possible combinations of the 6 integers is not too big, you can try them all to get the minimum.
Best wishes
Torsten.
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2018-2-9
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