Strange behavior in bintprog

I'm running into a strange issue for bintprog for the following example.
A = [1000 0; 0 1000]
[xx] = bintprog(zeros(2,1),-1*A,-100*ones(2,1))
Optimization terminated.
xx =
1
1
^ this works but if either entry becomes large, the optimization is infeasible, for example:
A = [1000 0; 0 4000000]
[xx] = bintprog(zeros(2,1),-1*A,-100*ones(2,1))
The problem is infeasible.
xx =
0
0
Does anyone know what I'm doing wrong?
Thanks!

3 comentarios

Matt J
Matt J el 21 de Mayo de 2013
Does it still happen if you do
[xx] = bintprog(zeros(2,1),-1*A,-100*ones(2,1),[],[],[1;1])
Zhe
Zhe el 21 de Mayo de 2013
Editada: Zhe el 21 de Mayo de 2013
It works when I do that.
I submitted a bug report for the time being.
Zhe
Zhe el 21 de Mayo de 2013
After contacting technical support, the problem was that the default tolerance value was not high enough, by setting a smaller tolerance, the optimization will work:
option = optimset('TolRLPFun',1e-9);
[xx] = bintprog(zeros(2,1),-1*A,-100*ones(2,1),[],[],[],option)

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Zhe
el 21 de Mayo de 2013

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