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

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 Torsten Posts: 1,639 Registered: 11/8/10
Re: Fmincon: nonlinear binary problem
Posted: Apr 12, 2013 2:58 AM

"Anna" wrote in message <kk64qb\$2ig\$1@newscl01ah.mathworks.com>...
> I was just thinking that all these 3 constraints can be written as one
>
> x_ik+x_jk>=2*z_ijk, right?
>

This condition does not exclude the case that z_ijk=0 although both x_ik and x_jk are equal to 1. So z_ijk is not equal to x_ik*x_jk. It depends on your objective function if z_ijk will automatically be chosen to be 1 if x_ik=1 and x_jk = 1.

> "Torsten" wrote in message <kk60l8\$l9i\$1@newscl01ah.mathworks.com>...
> > Because you substitute x_ik*x_jk = min(x_ik,x_jk) , I think you will need z_ijk:
> > z_ijk <= x_ik
> > z_ijk <= x_jk
> > z_ijk >= x_ik + x_jk - 1

>
> Good point Torsten. Theoretically, I would need to index z over k but from other constraints I also know that there may be at most one k for which z_ijk=1 and I don't need to know the detailed information which k it is, but only the indication whether it happens at all. Would indexing z_ij be correct in that case? It's important to me to limit the size of the variables as well.

I don't think that this is possible. Imagine there are indices k1 and k2 such that, for fixed i and j, x_ik1*x_jk1 = 1 and x_ik2*x_jk2 = 0. Then, if you only introduce z_ij, your problem becomes infeasible.
To save some variables, note that x_ik*x_jk = x_jk*x_ik. Thus z_ijk = z_jik.

>
> Regards,
> Anna

Best wishes
Torsten.

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