All Questions
Tagged with mixed-integer-programming matlab
19 questions
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How to linearize the product of two continuous variables?
I'm trying to solve a MILP problem in Matlab Optimization Toolbox. I'm encountering with problems with the product of two decision variable of my problem which are bounded.
0<= x <= 60
0 <= ...
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85
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About MATLAB intlinprog
I have a problem with MATLAB intlinprog. I have a problem about assigning worker types to jobs. Each job must assigned to one type of worker. The same type of worker can be assigned to different jobs. ...
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1
answer
192
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How to take into account the constraints of MIP in Simulated Annealing algorithm?
I'm trying to build a MATLAB code of Simulated Annealing heuristics algorithm for a two-echelon open location routing problem (2E-OLRP), which is a kind of combinatorial optimization problem.
However, ...
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1
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325
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Implementing Objective function with intlinprog
I have a Matlab program that outputs some binary variables based on some constraints.
As an example with three n=3 bits, {x_1 x_2 x_3, x_4 x_5 x_6, x_7 x_8 x_9} my program will output all these bits ...
1
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1
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283
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Why do I get non integer results from MILP problem?
I have a matlab script for diet linear programming problem. I am trying to compare results of linearprog or(intlinprog) with results of cplexlp(or cplexmilp) functions provided by toolbox CPLEX for ...
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How to compare Matlab OptmizationExpression's?
I'm solving a binary integer linear program (BILP). To generate the optimization expression, I take the dot product of vector of decision variables with the vector of each decision's value. The two ...
1
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3
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318
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Matlab optimproblem: Possible to use 3rd party ILP solver?
I've been browsing the Matlab's [mixed] integer linear program ([M]ILP) commands/classes documentation to see if there is a way to define an "optimization problem" (optimproblem) and call out to an ...
3
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254
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How to control ordering of Matlab *optimproblem.Variables*
Matlab's optimproblem class of objects allows users to define an Integer Linear Program (ILP) problems using symbolic variables. This is dubbed the "problem-based" formulation. Internal methods ...
2
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1
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69
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ILP variable mapping in converting Matlab problem-based formulation to solver-based formulation
I am spinning up on ILPs using Matlab tools as the "vehicle" for this. They have both a conventional "solver" based (SB) formulation and a "problem" based (PB) formulation at a higher level of ...
3
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1
answer
669
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Why does Matlab's `intlinprog` return near-integers for integer variables?
My background is not linear programming. I am delving into Matlab's Mixed Integer Linear Programming (intlinprog), motivated by the aim to apply it properly rather than advancing the science of the ...
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2
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855
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Using Gurobi to run a MIQP: how can I improve time performance?
I am using Gurobi to run a MIQP (Mixed Integer Quadratic Programming) with linear constraints in Matlab. The solver is very slow and I would like your help to understand whether I can do something ...
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1k
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Mixed Integer Quadratic Programming with linear constraints in Matlab calling Gurobi
I have some troubles to understand how to implement the following MIQP (Mixed Integer Quadratic Programming) with linear constraints in Matlab calling Gurobi.
Let me explain in a schematic way my ...
0
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1
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519
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Stopping MATLAB's intlinprog early
How can I exit intlinprog at the "Branch and Bound" stage when fval and/or the relative gap no longer improve? I have tried numerous options but so far without success. For the example below, I know ...
-1
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1
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184
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How to add integer cut to MILP constraints to find alternative optimal solutions?
I am solving an MILP optimization with binary variables in MATLAB in which I want to find more than one optimal solution by excluding previous solutions. Therefore, I know I must include the following ...
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226
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How to add minimum up time constraint for a home load into a Mixed Integer Linear Programming in matlab?
I have written the code for the operation of the appliances for a minimum up time in a MILP problem in MATLAB.
The code I have written is based on the lines of the "optimal operation of thermal ...