How can I perform integer programming using the GA function in the Genetic Algorithm and Direct Search Toolbox?

Solution:

This enhancement has been incorporated in Release 2011b (R2011b). For previous product releases, read below for any possible workarounds:

To perform integer programming using the GA function, create a custom mutation function and a creation function that generate only integer outputs. Then, use the GAOPTIMSET function to set the "MutationFcn" and "CreationFcn" properties to the custom functions, as shown with the following code:
options = gaoptimset('CreationFcn',@your_creationfcn,'MutationFcn',@your_mutationfcn);

[x,fval] = ga(fitnessFcn,nVars,options);
See the attached example file "gainteger_demo.m".

General idea here is to take an approach based on a continuous parameter space strategy and make it integer based on well placed calls to rounding functions.