Can I solve Mixed-Integer Quadratic Programming (MIQP) problems in MATLAB using built-in functions?

Can I solve Mixed-Integer Quadratic Programming (MIQP) problems in MATLAB using built-in functions?

Answer 1

[MathWorks Support Team]

The following two functions help solve MIQP problems in MATLAB:

1. The "ga" function:

Please run the following command in the command window of installed MATLAB R2020b to get release specific documentation:

>> web(fullfile(docroot, 'gads/mixed-integer-optimization.html'))

2. The "surrogateopt" function:

Please run the following command in the command window of installed MATLAB R2020b to get release specific documentation:

>> web(fullfile(docroot, 'gads/surrogateopt.html'))

If you have binary integer constraints, run the following command  in the command window of installed MATLAB R2020b to get release specific documentation, where an MIQP is solved by iteratively approximating it as Mixed-Integer Linear Programming Problem:

>> web(fullfile(docroot, 'optim/ug/miqp-portfolio-problem-based.html'))

Please follow the below link to search for the required information regarding the current release:

https://www.mathworks.com/help/