Can I use fmincon to solve Mixed Integer Convex Problem?

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mohamed Faraj
mohamed Faraj il 20 Nov 2019
Commentato: Walter Roberson il 21 Nov 2019
I have a mixed integer convex problem (some variables are binary). If yes, How to define the binary variables?. I have matlab 2013a

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Walter Roberson
Walter Roberson il 20 Nov 2019
Mixed integer problems are discontinuous and fmincon can only work with continuous functions.
You would need to evaluate once for each possible binary arrangement of the variables, and then pick the best of the results.
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mohamed Faraj
mohamed Faraj il 21 Nov 2019
Thank you Walter. I agree with your solution. However, if I have too many possible combinations of the binary variables, this maynot be a good approach. Is there another function that can be used to minimize a binary nonlinear problem?
Walter Roberson
Walter Roberson il 21 Nov 2019
ga() or https://www.mathworks.com/help/optim/ug/intlinprog.html

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