Can I use fmincon to solve Mixed Integer Convex Problem?
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mohamed Faraj
le 20 Nov 2019
Commenté : Walter Roberson
le 21 Nov 2019
I have a mixed integer convex problem (some variables are binary). If yes, How to define the binary variables?. I have matlab 2013a
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Walter Roberson
le 20 Nov 2019
Mixed integer problems are discontinuous and fmincon can only work with continuous functions.
You would need to evaluate once for each possible binary arrangement of the variables, and then pick the best of the results.
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