Pattern search with integer decision variable.
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I tried to solve Nonlinear integer programming to minimize using Optimization tool box.
I understand how I input both objective function and nonlinear constraint function.
However, I don't know how I obtain some decision variable are integer and others are real variable. Cuz, there is no option in pattern search tool box and function in matlab.
Are there any method to get integer variable using pattern search in matlab tool box?
Alan Weiss on 25 May 2016
If you have mixed (some integer, some continuous) variables, then no, there is currently no patternsearch solution. Use ga for this type of problem.
However, if all your variables are integer-valued, then you might be able to use patternsearch. Start at an integer point, set ScaleMesh off, and set TolMesh to 0.9 or so. I believe that, with those settings, patternsearch will search only integer points.
MATLAB mathematical toolbox documentation
More Answers (1)
Benjamin Duquenne on 1 Jun 2017
Hi, I would like to use patternsearch for full integer problems. To do so, I set the ScaleMesh off, and set TolMesh to 0.9. However I still have problems with the TolBind that has to be way too high (~1e3) to make the code work, otherwise I have errors like 'Constraints are dependent at current iterate'. Could you help me? Thanks in advance.