Description: This function solves the mixed integer linear programming problems. It uses the linprog.m function that comes with the optimization toolbox of MATLAB. It employs the branch and bound algorithm. It uses depth first search

s.t. A*x <= b s.t. Aeq*x == beq s.t. lb <= x <= ub x(yidx) integer

where yidx is a logical index vector.

This program solves linear mixed integer problems with a branch and bound method. It is highly recommended to use a different solver than linprog for solving the lp-relaxations. There are three good alternatives

Use the mixed-integer genetic algorithm to solve an engineering design problem. Designs often require that components come from a list of available sizes. In this example, we show how the Genetic Algorithm can be used to find values for the...

fminconset: Solves constrained minimization problems where some of the variables are restricted to discrete values. (Mixed Integer Nonlinear optimization). Based on fmincon from Optimization Toolbox version 2.0.

GLPK for Java provides a Java language binding for the library GLPK. GLPK is a proven solver for linear and mixed integer mathematical programming problems.

For Windows binaries see project GLPK for Windows...

New users and old of optimization in MATLAB will find useful tips and tricks in this document, as well as examples one can use as templates for their own problems.

Use this tool by editing the file optimtips.m, then execute blocks of...

MatPlanWDM is a network planning tool for wavelength-routing WDM networks. The input parameters to the planning problem are the network physical topology, the traffic matrix, and technological constraints like the number of transmitters,...

This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.

The purpose of the webinar was to highlight how...

The integer square root function, or isqrt, is equivalent to floor(sqrt(x)) for non-negative x. For small x, the most convenient way to calculate isqrt is by calling int(x**0.5) or int(math.sqrt(x)), but if x is a large enough integer, the sqrt...