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Looking for a code in Matlab optimization

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Benson Gou
Benson Gou on 30 Oct 2019
Commented: Benson Gou on 18 Nov 2019
Dear All,
I do not know if a code exists in Matlab optimization for the following integer linear programming.
Min ||A*x - b||_1
S.T. x is an integer variable, x>= 0 and x <= 1. A is a 1 x n row vector, and b is a scalar.
Thanks a lot.
Benson

Accepted Answer

John D'Errico
John D'Errico on 30 Oct 2019
Edited: John D'Errico on 30 Oct 2019
No. There is no direct code to do so, at least not that I know of. Should I write it? sigh.
But if you spend some time reading, you will find this is just a binary integer linear programming problem. That is...
A 1-norm minimization of that form can be converted into a standard LP problem using slack variables. (Its been many years since I wrote code for that, but I recall doing so.) At that point, it becomes a simple call to intlinprog.
A quick search shows the way...
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Benson Gou
Benson Gou on 18 Nov 2019
Thanks, John and Matt. I define the objective function as J = w_x*sum(x) + w_s*sum(s). In order to leave only s in the objective and at the same time add the integer contraint on x, I set w_x=0 when using intlinprog.m. It now works. Thanks a lot for your great hekp.

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