intlinprog returns non-optimal solution. Can you help me finding the problem?

Question

Frederik Hesselmann 2018-2-20

3
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https://ww2.mathworks.cn/matlabcentral/answers/383727-intlinprog-returns-non-optimal-solution-can-you-help-me-finding-the-problem

评论： Nicola Blasuttigh 2021-12-1

I have large constraint Matrix A,b, Aeq, beq. I select an easy case where I know the solution for x (and negative cost) and I can prove true:

logical(A*x_example <= b)
logical(Aeq*x_example == beq)
logical(x_example >= lb )
logical(x_example <= ub)

But intlinprog returns a result with zero cost.

options = optimoptions('intlinprog','Display','final');
[x_sol,fval,eflag,output] = intlinprog(-f,1:length(f),A,b,Aeq,beq,lb,ub,options);

This is a my cost (positiv real) function f =

     (1,1)       0.2300
     (3,1)       0.1069
     (4,1)       0.2700
     (5,1)       0.0400
     (6,1)       0.1100
     (8,1)       4.0000
    (15,1)       0.2300
    (19,1)       4.0000
%...
   (106,1)       0.2300
   (108,1)       0.1069
   (109,1)       0.2700
   (110,1)       0.0400
   (111,1)       0.1100
   (113,1)       4.0000
   (120,1)       0.2300
   (124,1)       4.0000

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Answer 1

Frederik Hesselmann 2018-2-21

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https://ww2.mathworks.cn/matlabcentral/answers/383727-intlinprog-returns-non-optimal-solution-can-you-help-me-finding-the-problem#answer_306251

编辑：Frederik Hesselmann 2018-2-21

I found two Problems.

the function 'logical()' doesnt care about whether x is integer or not. The solution I have suggested is not integer. This is the reason why my test using 'logical()' wasnt correct. Checking 'isinteger(x)' is also necessary.

Though this doesnt explain why my result is wrong using 'intlinprog' but I know now that I have to look in the constraints. I found indeed that due to cutting of digits some equalities are violated. Using boundary solves the problem.