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Can anyone please suggest me how I can solve this non-linear optimation? Thanks.
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Please see the attached image. Note that Pi is known for all i and we need to estimate xi.
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Alan Weiss
on 16 Jun 2014
This is a binary integer programming problem. Checking the optimization decision table, you should use the intlinprog function.
You need to encode your constraints as matrices. See the documentation on linear inequality constraints.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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