Can I use fmincon to solve Mixed Integer Convex Problem?
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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
2019년 11월 20일
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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