Optimization of a matrix with integers with nonlinear objective functions and nonlinear constraints
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I have the following problem:
I want to optimize a matrix, which contains integer entries (e.g. A = [ 1 2 3 ; 2 1 1]), that the integers are arranged in the matrix. Each integer represents one area. I have linear and non-linear objective functions and boundary conditions.
My question now would be which algorithm would be useful. Intlinprog does not work in my opinion, because there are no non-linear objective functions or boundary conditions possible and fmincon does not work because you can not calculate any integer as x0. Do you have an idea which algorithm I can use in Matlab?
Thank you very much.
John D'Errico on 9 Sep 2023
Edited: John D'Errico on 9 Sep 2023
You are correct, in that fmincon does not provide integer constraints as an option, and that a tool like intlinprog does not allow nonlinear constraints.
This class of problem will typically fall into the domain of tools from the Global Optimization toolbox, mainly GA. (I cannot recall if any other of those tools allow integer constraints. I checked once, and there were no other options at that time, except for GA.) GA can accept integer constraints on the variables, but also nonlinear constraints on them.