MATLAB: How to change this piece of code from GA to IntLinProg

ga optimizationintlinprog

My piece of code is :-

lb = zeros(1,32);

ub=X_dp1;

options = gaoptimset('Generations',50,'PopulationSize',42);

nonlcon=@constraint;

[x,fval,exitflag] = ga(@objectiveFun,… 32,[],[],[],[],lb,ub,nonlcon,options);

Best Answer

intlinprog does not accept nonlinear constraints. Also, it accepts only linear objective functions.

Alan Weiss

MATLAB mathematical toolbox documentation

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MATLAB: Fmincon works but GA won’t work

In general, ga is not as reliable a solver as fmincon. So if you have smooth objective and constraints, you should use fmincon. See Table for Choosing a Solver.

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: Optimization in LinProg

Hi Meemai,

The message "Optimization Terminated" means that the optimization completed as normal. If you look at the value of exitflag, it should be 1. The documentation for LINPROG says that a value of 1 means "Function converged to a solution x.". So the solver converged and the resulting solution is returned in X.

I can see how the message "Optimization Terminated" can be confusing or undesirable. You can turn off this message with an options structure:

options = optimset('Display','none');

and then calling LINPROG with that structure:

[X,FVAL,exitflag,output,lambda]= linprog(c,[],[],Aeq,beq,LB,UB,[],options);

Hope that helps.

Best Answer

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MATLAB: Fmincon works but GA won’t work

MATLAB: Optimization in LinProg

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