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Topic: Fmincon: nonlinear binary problem
Replies: 10   Last Post: Apr 12, 2013 7:07 AM

 Messages: [ Previous | Next ]
 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

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/choosing-a-solver.html#brhkghv-19
>
> Your only choice among MATLAB solvers is ga from Global Optimization
> Toolbox:
>
> Good luck,
>
> Alan Weiss
> MATLAB mathematical toolbox documentation

Date Subject Author
4/9/13 Guest
4/9/13 Bruno Luong
4/9/13 Alan Weiss
4/10/13 Anna
4/11/13 Johan Lofberg
4/11/13 Anna
4/11/13 Torsten
4/11/13 Anna
4/12/13 Torsten
4/12/13 Anna
4/12/13 Torsten