MATLAB: How to define FMINCON Step size

Question

Hi Guys,

I am doing an optimisation with four design variables X. All four variables must be a positive integers (i.e) not a floating value. I gave diffminchange as 1, but in iterations, FMINCON has floating value for X.

Is there anyway to force FMINCON to increase/decrease by a round number, hence my design variable will always be a round number.

Thanks in advance!!!

Answer 1

As the documentation states, all Optimization Toolbox solvers except for intlinprog are for continuous variables. If you need discrete variables such as integers, either use intlinprog or use the Global Optimization Toolbox ga function for mixed-integer optimization.

Alan Weiss

MATLAB mathematical toolbox documentation