Can I use fmincon to solve Mixed Integer Convex Problem?

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mohamed Faraj
mohamed Faraj 2019-11-20
评论： Walter Roberson 2019-11-21
I have a mixed integer convex problem (some variables are binary). If yes, How to define the binary variables?. I have matlab 2013a

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Walter Roberson
Walter Roberson 2019-11-20
Mixed integer problems are discontinuous and fmincon can only work with continuous functions.
You would need to evaluate once for each possible binary arrangement of the variables, and then pick the best of the results.
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mohamed Faraj
mohamed Faraj 2019-11-21
Thank you Walter. I agree with your solution. However, if I have too many possible combinations of the binary variables, this maynot be a good approach. Is there another function that can be used to minimize a binary nonlinear problem?
Walter Roberson
Walter Roberson 2019-11-21
ga() or https://www.mathworks.com/help/optim/ug/intlinprog.html

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