optimization with integer constraints

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K.A.
K.A. el 15 de Mayo de 2018
Respondida: Torsten el 16 de Mayo de 2018
Hey Matlab Experts,
I am trying to use convex optimization but some of the constraint variables are integers. The constraint variable has to be any integer belonging to the following set {-16,-15,......, 0,1,2,....,15,16}
How to code above constraint variable using this function "quadprog"??
Thanks

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Respuestas (1)

Torsten
Torsten el 16 de Mayo de 2018
https://de.mathworks.com/help/optim/examples/mixed-integer-quadratic-programming-portfolio-optimization.html
Best wishes
Torsten.

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