How to change optimization variable

How to take the number of zero elements of an optimization variable as part of the constraint condition？I want to take the number of non-zero solutions of the optimization variable x as part of the constraint.

Answer 1

[Matt J]

You cannot do that in a continuous optimization problem, although in sparse optimization, it is common to approximate the number of non-zeros as norm(x,1).

If it's a binary linear programming that you're solving, the number of non-zeros is simply the linear function sum(x). If it's a more general integer linear program where 0<=x(i)<=M, you can introduce extra binary variables z with the constraint that x/M<=z<=x, and the number of non-zeros will then be sum(z).

[培国 原]

"Constraints must be an OptimizationConstraint or a struct containing OptimizationConstraints."

I always have this problem when I calculate. How can I solve it?

[培国 原]

Thank you very much for your advice, which is very useful！

[Matt J]

You're welcome, but if you consider your question answered, please click Accept.