Using Branch and Bound Algorithm to solve Discrete Binary Quadratic Programming (QP) problem

Dear all,

Can I use the branch and bound algorithm to solve my problem ((Discrete Binary Quadratic Programming (QP) problem)) in Matlab, if yes, what is the name of function (solver) that I can use in Matlab??

if no, Does GA is an effective algorithm that can I use to solve my problem?

please send me useful documentation for this

Answer 1

[Matt J]

Can I use the branch and bound algorithm to solve my problem ((Discrete Binary Quadratic Programming (QP) problem)) in Matlab

No, except in the special case where your QP is also an LP. In that case, use intlinprog.

if no, Does GA is an effective algorithm that can I use to solve my problem?

The only way to find out is to try.

[Mohammad Al ja'idi]

Dear MAtt,

The problem that I am working on as follows:

1. The objective function is Quadratic
2. all constraints are linear.
3. The vaviables are discrete binary (0 or 1 only).

Do you see my problem as Quadratic programming (QP)problem and also Linear Programming (LP)?

Thanks,

MK

[Matt J]

A linear program is a special case of a quadratic program, just as a linear function is a special case of a quadratic function, one with zero curvature.