How to maximize a function if I have both integer and continuous variables?

How to maximize a function if I have both integer and continuous variables? What is the right syntax? I have to use constraints for handling integer variables?

Answer 1

[Matt J]

If the objective and constraints are linear you can use intlinprog(). Otherwise, you would have to resort to ga(). Each of these solvers has an input argument 'IntCon', which you use to specify which variables are integer and which are not.

Answer 2

[Jeff Miller]

Here is an adaptation of fminsearch that allows you to mix both integer and continuous variables: fminsearcharb. It probably won't work well if you have a lot of variables, though.

[Mr M.]

I would like to use the Optimization Toolbox