MATLAB: Mixed binary interger linear programming

lcon2vertoptimisationOptimization Toolbox

i'm trying to minimise the following function f=Sum of (ai*xi+150)*di for i between 1 and 20 were di is a binary number (o or 1) and xi greather or equal to zero subject to both equality and inequality. i'm finding difficult to include the binary numbers di which are multiplying the rest of the function.
many thanks

Best Answer

I am sorry to say that, currently, there is no Optimization Toolbox solver that handles mixed integer linear programming.
There is a binary integer programming solver, bintprog, but it does not take any continuous variables, so is not suitable for your problem.
If you have Global Optimization Toolbox, you can try using ga for mixed integer programming. However, this is not a very robust solver. If you use it, be sure to follow the tip in the documentation and give finite upper and lower bounds for every component of your solution.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
Related Question