Looking for a code in Matlab optimization
2 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Benson Gou
il 30 Ott 2019
Commentato: Benson Gou
il 18 Nov 2019
Dear All,
I do not know if a code exists in Matlab optimization for the following integer linear programming.
Min ||A*x - b||_1
S.T. x is an integer variable, x>= 0 and x <= 1. A is a 1 x n row vector, and b is a scalar.
Thanks a lot.
Benson
0 Commenti
Risposta accettata
John D'Errico
il 30 Ott 2019
Modificato: John D'Errico
il 30 Ott 2019
No. There is no direct code to do so, at least not that I know of. Should I write it? sigh.
But if you spend some time reading, you will find this is just a binary integer linear programming problem. That is...
A 1-norm minimization of that form can be converted into a standard LP problem using slack variables. (Its been many years since I wrote code for that, but I recall doing so.) At that point, it becomes a simple call to intlinprog.
A quick search shows the way...
10 Commenti
John D'Errico
il 4 Nov 2019
Modificato: John D'Errico
il 4 Nov 2019
Adding x to the objective function means you will get the wrong answer. We told you how to solve it. The objective function includes ONLY the slack variables. You cannot just make the objective function anything you want and have it be correct.
Or, far betteryet, just use Matt's code, as writing code to do somethign for which well written code already exists is just a bad idea. Unless of course, you already completely understand the problem, and how to solve it, AND you have considerable expertise in coding. You have none of that, so it is far better to use Matt's code.
Più risposte (0)
Vedere anche
Categorie
Scopri di più su Time-Frequency Analysis in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!