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Mix-integer optimization problem using GA

Asked by Hoang Trinh on 15 Jul 2019
Latest activity Edited by Bruno Luong
on 17 Jul 2019
Is there anyway we can assign some specific values to a variable in the optimization problem? For example, x1 can only take values of 32 40 50 and 65.
I know that GA can find integer solutions. However, in my problem, some of my variables can only be assigned with specific values. For example, variable X1 only takes the value of 32 40 50 and 65. Is there anyway we can define it ?
Thank you so much,
Regards,
Kim,

  1 Comment

For example, variable X1 only takes the value of 32 40 50 and 65.
Reformulate your score/variable, instead of minimizing (by GA)
f(x1,x2, ...,xn) with x1 in [32,40,50,65]
minimize
g(y1,x2,...xn) := f(yourset(y1),x2,...,xn) with y1 (integer) in 1:4
and with
yourset := [32,40,50,65]

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2 Answers

Answer by KALYAN ACHARJYA on 15 Jul 2019
Edited by KALYAN ACHARJYA on 15 Jul 2019

Define x1 as array with allowable values,
x1 =[32 40 50 65];
if sum(x1==input_value)>=1
% Allowed % Do something
else
%Not allowed with revert message
end
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Answer by Bruno Luong
on 15 Jul 2019
Edited by Bruno Luong
on 17 Jul 2019

Take x1 fix allowed value, e.g. 32, optimize wrt (x2,...), repeat 4 times pick the solutions (among 4) with smallest score value.
If your allowed array is large you might use integer programming GA method.

  1 Comment

intlinprog permits discrete values but not general objective functions.
ga permits discrete values and general objective functions but uses a randomized approach in its choices.

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