Does paretosearch solve mixed-integer problems?

Alperen BAL

2018 12 18

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I wonder whether or not I can use paretosearch function for mixed-integer multi objective linear problems? At the Mathworks documentation, I only saw linear examples. What would you offer for solving mixed-integer multi objective linear problems?

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John D'Errico 2018-12-18

编辑：John D'Errico 2018-12-18

Not an answer, since I don't have the time right now. But I do recall that only GA does mixed integer nonlinear programming. Since you can always convert a multi-objective problem into a single-objective problem by using a simple linear combination of the objectives, you should just do that, using GA to solve the problem.

edit: I just noticed you said you had linear subproblems. That means you could use intlinprog. Again, no real thought invested here.

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