Can I apply branch and bound and use linprog function to minimize a function? if there is an example please share it
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I have to use linprog For branch and
bound optimization
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Matt J
el 30 de Oct. de 2023
Editada: Matt J
el 30 de Oct. de 2023
Add additional binary variables b1,b2 and equality constraints as below. Then it becomes a straightforward application of intlinprog.
x=optimvar('x',7);
b1=optimvar('b',[2,4],'Type','integer','Lower',0,'Upper',1);
b2=optimvar('c',[2,3],'Type','integer','Lower',0,'Upper',1);
Constraints.x1x2= [x(1);x(2)]==b1*[2,5,7,8]';
Constraints.x3x4= [x(3);x(4)]==b2*[3,4,6]';
Constraints.b1= sum(b1,2)==1;
Constraints.b2= sum(b2,2)==1;
...
other constraints
...
prob=optimproblem('Objective',___,'Constraints', Constraints);
sol=solve(prob,'Solver','intlinprog')
1 comentario
Matt J
el 30 de Oct. de 2023
If you are not familiar with the problem-based optimization framework, then you will find a starter example here,
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