Intlinprog - add another constraint

Hello,

I need some help with an optimization problem, which I am programming in the last few days. I already asked a general question, which helped me a lot, and I was able to program most of my optimization problem. Here is the link for the other question:

https://de.mathworks.com/matlabcentral/answers/452349-optimization-problems-general-nchoosek-optimization

The problem I have now, is as follows: I have three columns (Name, Value 1, Value 2) which are optimizied, to yield a maximum sum for column 2, while staying under the sum of 50.000 in column 3. The outcome of the problem are 8 names from column one.

I know want to add categories to the names. I have five categories for the 200 Names.(category 1,2,3,4 or 5). Every name is assigned in one or two categories. I now want to have an optimal solution for my problem, while at least one of the eight names is from every category.

I looked into the documentation, but wasn't able to find a possibility to add the constraint to my problem. Does anyone has an (simple)idea to solve this problem? I am looking forward to your answers!

Answer 1

[Matt J]

You need to construct a 5x200 binary matrix M such that M(i,j)=1 if the j-th name belongs to the i-th category. Your 200x1 binary design vector x must then satisfy the constraints

M*x>=ones(5,1)

You would add this to whatever constraints you had previously.