MATLAB: MINLP minimisation problem help

1. Loop over all possible combinations of y1,y2,y3.

2. Then, with a problem where y1,y2 and y3 are fixed values, use fmincon to solve.

3. Choose the combination of y1,y2,y3 (and the values of the other variables) where the objective function was minimal.

Best wishes

Torsten.

ga() is the only function in MATLAB, which supports nonlinear integer programming. There is no other specific function for this purpose.

FMINCON is appropriate, but you need to express your objective and constraints in terms of differentiable functions, e.g.,

(x-6)^2+(y-2)^2-100 <= 0

Similarly, minimizing the non-differentiable function 8000-1000*norm(x) is the same as minimizing the differentiable function -norm(x)^2.