Mixed Integer Programming using lsqlin/quadprog
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I'm using lsqlin for an optimization problem. I would need mixed integers for some of the constraints.
Is there a possibility to use lsqlin together with mixed integers?
I think I could also use quadprog for my problem, but can not find any information about quadprog together with mixed integers either. Is there a way to use mixed integers with quadprog?
Thank you for your help!
Ben Drebing on 12 Jan 2018
I don't think that either of those functions can be used with mixed integer. But there is an example online that shows how to break down a mixed integer quadratic problem down into a series of linear problems. Check it out and see if it helps: http://www.mathworks.com/help/optim/examples/mixed-integer-quadratic-programming-portfolio-optimization.html