optimization with integer constraints
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Hey Matlab Experts,
I am trying to use convex optimization but some of the constraint variables are integers. The constraint variable has to be any integer belonging to the following set {-16,-15,......, 0,1,2,....,15,16}
How to code above constraint variable using this function "quadprog"??
Thanks
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回答 (1 件)
Torsten
2018 年 5 月 16 日
https://de.mathworks.com/help/optim/examples/mixed-integer-quadratic-programming-portfolio-optimization.html
Best wishes
Torsten.
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