optimization with integer constraints

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K.A.
K.A. 2018년 5월 15일
답변: Torsten 2018년 5월 16일
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

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답변 (1개)

Torsten
Torsten 2018년 5월 16일
https://de.mathworks.com/help/optim/examples/mixed-integer-quadratic-programming-portfolio-optimization.html
Best wishes
Torsten.

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