Quadratic problem with integer variables and lineal constraints

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Paula P
Paula P 2021년 1월 19일
댓글: Paula P 2021년 1월 29일
Hello,
I am trying to find the appropiate method to solve a quadratic problem with integer variables and lineal constraints.
I tried quadprog but quadratic problem with integer variables is not supported.
I have found some useful functions like ga() and surrogateopt(). Is it possible to solve with them? Which function is the best? If not, what other solver would be the best choice?
Thank you,

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Deepak Meena
Deepak Meena 2021년 1월 22일
Hi Paula ,
From my understanding you are talking about Mixed Integer Quadratic Problem. I think this doc can be very helpful for this.
Coming back to your question about using surrogateopt() , I think it won't be helpful in this case as surrogateopt is useful in optimising objective functions.
Thanks

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