How fmincon can manipulate continuous and discrete variables ?

Hello, I work on optimization with fmincon based on an artificial learning algorithm. And I used two types of variables: continuous and discrete. I got this error there, I think that fmincon can not work on both types of variables together. Is it possible ? thank you in advance

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Answer 1

[Alan Weiss]

No, fmincon does not use discrete variables, only continuous.

Alan Weiss

MATLAB mathematical toolbox documentation

[houda mejri]

Thank you for the answer. Are there any tricks to be able to pass the discrete variables to the function fmincon? In fact, that's paramount for my job! Cheers

[Alan Weiss]

If you have just a few possible values, say a 20-by-400 set of discrete variables, then I suggest that you make a 20-by-400 set of problems for fmincon and solve them one at a time. However, if you have a large number of possible integer points (many million), then I have no suggestions for you.

In general, integer constraints make problems much, much harder. fmincon is not at all suited to solving this kind of problem.

Alan Weiss

MATLAB mathematical toolbox documentation

[houda mejri]

Hello, thank you very much for the answer. In fact, I have discrete and continuous variables at the same time and I have to manage them all for the function fmincon. The number of discrete variables does not exceed 400 in principle. How can I manage them? thank you