How do I write this conditional constraint for an optimization problem in MATLAB? 0 <= x1 <= a*x1 . If a= 0, x1=0 and when a=1 then Matlab must find x1.
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How do I write this conditional constraint for an optimization problem in MATLAB? 0 <= x1 <= a*x1 . When a= 0, x1=0 and when a=1 then Matlab must find x1. The times when a = 0 and a=1 are known. Before I added this decision variable, I was solving with intlinprog now I dont know if it will still work.
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Arun
on 19 Oct 2023
This seems like an unconstrained optimization problem, you have some more details?
Answers (1)
Walter Roberson
on 19 Oct 2023
Optimize twice, once with x1 forced to 0, and the second time with x1 set to a lower bound of 0 and an upper bound of infinity. Take the better result between the two.
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