optimization with integer constraints

2018 5 15
1 个回答
更新时间：2018 5 16
3 次查看（30 天）

0 个投票

Hey Matlab Experts,
I am trying to use convex optimization but some of the constraint variables are integers. The constraint variable has to be any integer belonging to the following set {-16,-15,......, 0,1,2,....,15,16}
How to code above constraint variable using this function "quadprog"??
Thanks

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回答（1 个）

Torsten
Torsten 2018-5-16

2 个投票

https://de.mathworks.com/help/optim/examples/mixed-integer-quadratic-programming-portfolio-optimization.html
Best wishes
Torsten.

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提问:

K.A.
K.A.
2018-5-15

回答：

Torsten
Torsten
2018-5-16

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