Is there any solver to find minimum value of nonlinear objective function with integer and linear equality constraints?

Hi, I am finding a solver to find minimum value of objective function.

My problem includes linear problem, nonlinear problem.

I was used 'ga' to solve my problem. The format I used is

x = ga(fun,nvars,A,b,[],[],lb,ub,nonlcon,IntCon). 

As the format shows, I find optimal integer x to get minimum of objective function with predefine lower bound and upper bound. I used 'A*x<=b' to solve the linear problem. 'nonlcon' to deal with nonlinear problem.

Besides, I still want to apply linear equalities by using Aeq*x=Beq. However, 'ga' cannot returen interger x by deal with with linear inequailities, linear equalities , nonlinear problem with predefined lower and upper bound.

Is there any solver could solve it?

[Binbin Qi]

MATLAB can not deal with this in current version

I think you can use yalmip and call "Bonmin" for free.

Answer 1

[Matt J]

A basic workaround, as described here,

https://www.mathworks.com/matlabcentral/answers/167216-genetic-algorithm-ga-with-integer-equality-and-inequality-constraint?s_tid=srchtitle

is to eliminate some of the variables using your equality constraints. This transforms the problem into one where the equality constraints are not present anymore.