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: x_ik+x_jk=<z_ij+1
Would bintprog keep z_ij as 0 and enforce to 1 only if absolutely necessary?
Alan_Weiss <firstname.lastname@example.org> wrote in message <email@example.com>... > On 4/9/2013 9:26 AM, Bruno Luong wrote: > > "Anna" wrote in message <firstname.lastname@example.org>... > >> 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