intlinprog no feasible solution

Question

John Mountney 2019-4-9

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/455379-intlinprog-no-feasible-solution

回答： David Wilson 2019-4-10

data.csv

I am attepting to maximize the value of a portfolio by selecting 9 investments belonging to 6 categories from a list without replacement. The constraints are as follows:

investment 1: category A

investment 2: category B

investment 3: category C

investment 4&5: category D

investment 6&7: category E

investment 8: category F

investment 9: category B, C, D, E or F

Using intlinprog I get "Intlinprog stopped because no point satisfies the constraints." I have used intlinprog to solve similar problems in the past withouth encountering this error. Any suggestions are appreciated.

inputData = readtable('data.csv');
N = height(inputData);
intcon = 1:N;
A = inputData.cost';
b = 40e3;
Aeq = double([strcmp(inputData.category, 'A')'
    strcmp(inputData.category, 'B')'
    strcmp(inputData.category, 'C')'
    strcmp(inputData.category, 'D')'
    strcmp(inputData.category, 'E')'
    strcmp(inputData.category, 'F')'
    ~strcmp(inputData.category, 'A')']);
beq = [1; 1; 1; 2; 2; 1; 1];
lowerBound = zeros(N,1);
upperBound = ones(N,1);
f = -(inputData.value);
[x, fval] = intlinprog(f, intcon, A, b, Aeq, beq, lowerBound, upperBound);