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Re: Fmincon: nonlinear binary problem
Posted:
Apr 11, 2013 2:25 AM


You're almost there Anna, you just need two more constraints
This ensures z_ij is 1 if both x_ik and x_jk are 1 x_ik+x_jk=<z_ij+1
Now you add the following to ensure z is zero if any x is zero z_ij <= x_ik z_ij <= x_jk
The linear model is now equivalent to the quadratic model
/johan
"Anna" wrote in message <kk3eig$mcn$1@newscl01ah.mathworks.com>... > Thank you Bruno and Alan for the hints. I will also also thinking to linearize my objective so that I can use bintprog. I'd do it by introducing additional binary variable z_ij in such a way that: > > myfun=SUM(i)SUM(j)z_ij*p_ij > > with an additional constraint: > x_ik+x_jk=<z_ij+1 > > Would bintprog keep z_ij as 0 and enforce to 1 only if absolutely necessary? > > Regards, > Anna > > Alan_Weiss <aweiss@mathworks.com> wrote in message <kk18lc$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



