Can I apply branch and bound and use linprog function to minimize a function? if there is an example please share it
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/1525151/image.png)
I have to use linprog For branch and
bound optimization
2 Kommentare
Antworten (1)
Matt J
am 30 Okt. 2023
Bearbeitet: Matt J
am 30 Okt. 2023
Add additional binary variables b1,b2 and equality constraints as below. Then it becomes a straightforward application of intlinprog.
x=optimvar('x',7);
b1=optimvar('b',[2,4],'Type','integer','Lower',0,'Upper',1);
b2=optimvar('c',[2,3],'Type','integer','Lower',0,'Upper',1);
Constraints.x1x2= [x(1);x(2)]==b1*[2,5,7,8]';
Constraints.x3x4= [x(3);x(4)]==b2*[3,4,6]';
Constraints.b1= sum(b1,2)==1;
Constraints.b2= sum(b2,2)==1;
...
other constraints
...
prob=optimproblem('Objective',___,'Constraints', Constraints);
sol=solve(prob,'Solver','intlinprog')
1 Kommentar
Matt J
am 30 Okt. 2023
If you are not familiar with the problem-based optimization framework, then you will find a starter example here,
Siehe auch
Kategorien
Mehr zu Surrogate Optimization finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!