Can anyone please suggest me how I can solve this non-linear optimation? Thanks.

Please see the attached image. Note that Pi is known for all i and we need to estimate xi.

[Cedric]

You didn't attach the image; once you have chosen the file, you still have to click on [ Attache File] in the lower right corner.

[krishna]

Sorry, i've done it now. Please see the attached image for the problem.

Answer 1

[Alan Weiss]

This is a binary integer programming problem. Checking the optimization decision table, you should use the intlinprog function.

You need to encode your constraints as matrices. See the documentation on linear inequality constraints.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation