No solution with intlinprog

Hallo,

i try to solve a optimization problem with the function intlinprog. The matrices are large and the tool couldn't find a solution even in 72 h. I tried several options of intlinprog (see Tuning Integer Linear Programming) but no option solve the problem. Does anyone have an idea what I can try? All relevant data can be found in the appendix. This is my code:

options = optimoptions(@intlinprog, 'MaxTime', 259200, 'LPMaxIter', 10e20, 'CutGeneration', 'advanced');
[x,fval,exitflag,output]=intlinprog(f,intcon,A,b,Aeq,beq,lb,ub,options);

Thanks a lot!

Ulrike

Answer 1

[Alan Weiss]

Depending on your MATLAB version, in addition to the other suggestions in Tuning Integer Linear Programming, you might want to try disabling integer preprocessing by setting the IntegerPreprocess option to 'none'. Some early MATLAB versions of intlinprog have deficiencies in the preprocessing code that crop up on some problems. This is a "last resort" sort of suggestion, as usually integer preprocessing is beneficial.

Also, if you have R2014b or later, try setting the PlotFcn option to @optimplotmilp. This can help you observe what is happening as the algorithm progresses.

Integer linear programming can be a tough problem, and all solvers struggle with it for very large problems.

Alan Weiss

MATLAB mathematical toolbox documentation