MATLAB: Can I solve Mixed-Integer Quadratic Programming (MIQP) problems in MATLAB using built-in functions

MATLAB

Can I solve Mixed-Integer Quadratic Programming (MIQP) problems in MATLAB using built-in functions?

Best Answer

The following two functions help solve MIQP problems in MATLAB:
1. The 'ga' function:
2. The 'surrogateopt' function:
If you have binary integer constraints, please refer to the following link where an MIQP is solved by iteratively approximating it as Mixed-Integer Linear Programming Problem: