How to define constraints that result integer numbers in Linear programming?

Hello,

i need define the constraints in my linear programming problem, the constraints need to be integer numbers.

e.g.:

 f = [28;31].*-1;

 A = [3.5 4];

 b = [50];

 lb = [0;0];

 x = linprog(f,A,b,[],[],lb,[])

x = [14.5 0]

if the constraint was integer the value of x become [12 2].

Thank you in advance.

Answer 1

[Shashank Prasanna]

Mixed Integer constraints is currently not possible with linprog. If you have the global optimization toolbox, you can use GA to solve the problem:

http://www.mathworks.com/help/gads/mixed-integer-optimization.html

If you don't then you can surely find something in File Exchange:

http://www.mathworks.com/matlabcentral/fileexchange/

[Artur M. G. Lourenço]

thanks!

Answer 2

[Artur M. G. Lourenço]

If someone needs:

http://www.mathworks.se/matlabcentral/fileexchange/25259-linear-mixed-integer-program-solver