Help with Mixed-Integer Linear Programming (MILP) problem

I need to be able to solve MILP problems. Matrix A is of the size of about 70x70, so the problem is not small but big enough. In each run I do around 9000 optimizations and I need the result in a few minutes. I used TOMLAB licence and it works great (it is very easy to use and speed performance is great). Now the firm is looking for the best solution on the mark, meaning it answers the conditions and it is the cheapest possible. Does someone have any suggestions?

[Walter Roberson]

Does "cheapest" refer to the cost of the software, or to the run-time ? That is, instead of finding the optimal solution, any solution within the constraints would be acceptable?

Answer 1

[Andrew Newell]

You could try this out: http://www.mathworks.com/matlabcentral/fileexchange/6990-mixed-integer-lp

Answer 2

[Ahmed Shahein]

Did you tried the YALMIP invoking GLPK?

http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Main.HomePage

http://www.gnu.org/software/glpk/glpk.html

Despite that issue, I formulated a MILP problem could you help me formulating it into a format suitable for Matlab?

Regards.

[Andrew Newell]

How about you create a new question and add some detail?