On 2/5/2013 11:25 PM, Nazmul Islam wrote: > Does Matlab support mixed integer non-linear (but convex) programming? > > My optimization problem involves integer variables and logarithmic > functions. Apart from the integer variables, the problem is convex. I > have heard about the YALMIP toolbox. I just wonder if any standard > Matlab optimization toolbox can handle these characteristics. The GA function in Global Optimization Toolbox attempts to solve mixed integer nonlinear problems: http://www.mathworks.com/help/gads/mixed-integer-optimization.html
The solver is stochastic, and might not have the speed or reliability you would want. Still, it is easy to formulate problems for GA, and it might prove suitable for you.
Alan Weiss MATLAB mathematical toolbox documentation