How to optimize a function using all types of constraints?

Hi,

I need to optimize a profit function in which I need to use the following contraints: - Inequality linear (A); - Equality linear (Aeq); - Inequality nonlinear (C); - Equality nonlinear (Ceq); - lower and upper (lb,ub); - Integer (intcon);

I started to use the genetic algorithm function (ga), but then I noticed that it isn't possible to use, at the same time, integer contraints and linear or nonlinear equality constraints.

Is there any other way to use all the constraints listed above??

Please help me!

Regards,

Answer 1

[Matt J]

You could try relaxing the equality constraints to inequality constraints with a tolerance, similar to what this person did,

http://www.mathworks.com/matlabcentral/answers/104739-integer-constrained-optimization-using-the-ga-genetic-algorithm-solver-of-matlab-can-anyone-he