binary quadratic optimization under linear constraints

2021 3 20
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更新时间：2021 3 28
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Hi guys.
I have to find an optimal gradient and intercept of a straight to minimize the sum of squared deviations to fit a 2D data points set, with linear constraints.
So, i have to solve the binary quadratic optimization problem: minF(ki,bi)=min(sum(ki*xj+bi-yj))^2 where (xj,yj) are the coordinates of the j-th data set point.
i have also to define some constraints, such as:
ki<=Kmax;
Hmin <= ki*xj+bi-yj <= Hmax
i've tried to use fmincon and quadprog but i was not able to solve my problem. could someone give me some tips?
many thanks

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John D'Errico
John D'Errico 2021-3-20

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How is this not just a linear least squares estimation of the two unknown parameters? There is nothing binary about this, except that you have two unknowns. That is a misuse of the word, and will just confuse people.
As far as the quadratic optimization goes, again, you are trying define the problem in terms of flowery words, when a simple solution exists.
While you can use polyfit but for the constraints, those constraints make it a problem for lsqlin, which can trivially solve your problem. This is a simple linear least squares estimation problem, subject to linear inequality constaints.

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alessio morabito
alessio morabito 2021-3-28
Many thanks John. You're right, but i didn't know that matlab could do this.
But now i've to implement another optimization in the algorithm:
i've to minimize (in the sense of least squares) the difference between Rj and Ri, with:
Ri=unknown variable;
Rj=[xj-(Si+Ri*A)]^2+[yj-(Zi+Ri*B)]^2]; (all terms are known, excluding Ri)
such that m<=Rj-Ri<=M
is now quadprog the best way to solve this problem?
Thanks in advance

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