Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

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

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Anna

Posts: 4
Registered: 4/10/13
Re: Fmincon: nonlinear binary problem
Posted: Apr 10, 2013 6:23 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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/choosing-a-solver.html#brhkghv-19
>
> Your only choice among MATLAB solvers is ga from Global Optimization
> Toolbox:
> http://www.mathworks.com/help/gads/mixed-integer-optimization.html
>
> Good luck,
>
> Alan Weiss
> MATLAB mathematical toolbox documentation




Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.