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is there a gradient based and mixed integer optimization algorithm in Matlab?

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Nourhan Elsayed
Nourhan Elsayed on 25 Oct 2020
Answered: Alan Weiss on 25 Oct 2020
for a nonlinear constrained system , is there any optimization algorithm that can handle mixed integer constraints and in the same time work in the same way like GRG algorithm? by another word, to be based on gradient search method and satisfying constraints on every iteration. so,Mixed integer genetic algorithm and similar evolutionary algorithms are not fit for my problem.
my problem solution is easy to be founf by numerical algorithms. also, constraints.
any help would be appreciated .

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Answers (1)

Alan Weiss
Alan Weiss on 25 Oct 2020
No, the only two solvers for nonlinear integer-constrained problems are ga and surrogateopt, neither of which is gradient-based.
Alan Weiss
MATLAB mathematical toolbox documentation

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