Can I use fmincon to solve Mixed Integer Convex Problem?
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mohamed Faraj
el 20 de Nov. de 2019
Comentada: Walter Roberson
el 21 de Nov. de 2019
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
el 20 de Nov. de 2019
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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Walter Roberson
el 21 de Nov. de 2019
ga() or https://www.mathworks.com/help/optim/ug/intlinprog.html
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