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Anna
Posts:
4
Registered:
4/10/13


Re: Fmincon: nonlinear binary problem
Posted:
Apr 10, 2013 6:23 AM


Thank you Bruno and Alan for the hints. I will also also thinking to linearize my objective so that I can use bintprog. I'd do it by introducing additional binary variable z_ij in such a way that:
myfun=SUM(i)SUM(j)z_ij*p_ij
with an additional constraint: x_ik+x_jk=<z_ij+1
Would bintprog keep z_ij as 0 and enforce to 1 only if absolutely necessary?
Regards, Anna
Alan_Weiss <aweiss@mathworks.com> wrote in message <kk18lc$smq$1@newscl01ah.mathworks.com>... > On 4/9/2013 9:26 AM, Bruno Luong wrote: > > "Anna" wrote in message <kk133a$9i6$1@newscl01ah.mathworks.com>... > >> Hello, > >> > >> This is the first time I use Matlab's Optimization Toolbox. I'm > >> trying to solve a binary problem but it's not linear and I use fmincon. > > > > Never ever use fmincon for binary problem. > > > > Bruno > > To expand on Bruno's answer, there is no Optimization Toolbox solver > capable of handling binary problems. > http://www.mathworks.com/help/optim/ug/choosingasolver.html#brhkghv19 > > Your only choice among MATLAB solvers is ga from Global Optimization > Toolbox: > http://www.mathworks.com/help/gads/mixedintegeroptimization.html > > Good luck, > > Alan Weiss > MATLAB mathematical toolbox documentation



