Solving a non-linear non-convex mixed-integer program

Hello everyone,

The optimization problem that I am dealing with is very similar to https://www.mathworks.com/help/gads/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html . In brief, I have some decision variables that can take real values with lower/upper bounds, and some other variables that are constrained to be integers (which are then mapped to another value).

Is the genetic algorithm the only available method to solve such problems on MATLAB? Are there any alternatives?

Thanks!

Varun

Answer 1

[Walter Roberson]

There is one way available to configure patternsearch to act like integer constraints. It is a hack of the parameters and is not recommended, and only works for all-integer systems, not for mixed systems

https://www.mathworks.com/matlabcentral/answers/285753-pattern-search-with-integer-decision-variable