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

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Posts: 4
Registered: 4/10/13
Re: Fmincon: nonlinear binary problem
Posted: Apr 10, 2013 6:23 AM
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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:


with an additional constraint:

Would bintprog keep z_ij as 0 and enforce to 1 only if absolutely necessary?


Alan_Weiss <> wrote in message <kk18lc$smq$>...
> On 4/9/2013 9:26 AM, Bruno Luong wrote:
> > "Anna" wrote in message <kk133a$9i6$>...
> >> 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.
> Your only choice among MATLAB solvers is ga from Global Optimization
> Toolbox:
> Good luck,
> Alan Weiss
> MATLAB mathematical toolbox documentation

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