optimization with integer constraints

Hey Matlab Experts,

I am trying to use convex optimization but some of the constraint variables are integers. The constraint variable has to be any integer belonging to the following set {-16,-15,......, 0,1,2,....,15,16}

How to code above constraint variable using this function "quadprog"??

Thanks

Answer 1

[Torsten]

https://de.mathworks.com/help/optim/examples/mixed-integer-quadratic-programming-portfolio-optimization.html

Best wishes

Torsten.