Is there an optimizer in MATLAB that can handle a mixed integer problem?

I have a function for which I am looking to find the maximum value. I have 10 input arguments and 5 of them must be integers. I am wondering if there is any way this can be done using one of the solvers packaged with MATLAB.

Answer 1

[Alan Weiss]

If the objective function is linear, and you have an Optimization Toolbox license, try the intlinprog mixed-integer linear programming solver.

If your problem cannot be transformed to linear, then, with a Global Optimization Toolbox license, you can try ga as a mixed-integer solver. But this solver is much slower and less reliable than intlinprog, so you will likely be more successful if you can transform your problem to linear.

Alan Weiss

MATLAB mathematical toolbox documentation