Thread Subject:

Mixed integer non-linear programming

Does Matlab support mixed integer non-linear (but convex) programming?


My optimization problem involves integer variables and logarithmic functions. Apart from the integer variables, the problem is convex. I have heard about the YALMIP toolbox. I just wonder if any standard Matlab optimization toolbox can handle these characteristics.

"Nazmul Islam" wrote in message <keslv4$o5v$1@newscl01ah.mathworks.com>...
> Does Matlab support mixed integer non-linear (but convex) programming?

Not that I'm aware of.

Bruno

On 2/5/2013 11:25 PM, Nazmul Islam wrote:
> Does Matlab support mixed integer non-linear (but convex) programming?
>
> My optimization problem involves integer variables and logarithmic
> functions. Apart from the integer variables, the problem is convex. I
> have heard about the YALMIP toolbox. I just wonder if any standard
> Matlab optimization toolbox can handle these characteristics.
The GA function in Global Optimization Toolbox attempts to solve mixed
integer nonlinear problems:
http://www.mathworks.com/help/gads/mixed-integer-optimization.html

The solver is stochastic, and might not have the speed or reliability
you would want. Still, it is easy to formulate problems for GA, and it
might prove suitable for you.

Alan Weiss
MATLAB mathematical toolbox documentation