How to maximize a function if I have both integer and continuous variables?

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How to maximize a function if I have both integer and continuous variables? What is the right syntax? I have to use constraints for handling integer variables?

Answers (2)

Matt J
Matt J on 26 Oct 2018
Edited: Matt J on 26 Oct 2018
If the objective and constraints are linear you can use intlinprog(). Otherwise, you would have to resort to ga(). Each of these solvers has an input argument 'IntCon', which you use to specify which variables are integer and which are not.

Jeff Miller
Jeff Miller on 27 Oct 2018
Here is an adaptation of fminsearch that allows you to mix both integer and continuous variables: fminsearcharb. It probably won't work well if you have a lot of variables, though.

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