MINLP in MATLAB

[Sabya]

Dear All,

I am new to MATLAB and wondering if I can use any function (solver) to solve Mixed Integer Non-Linear Programming. I tried to find a solver by reading the help file in optimization toolbox, without much success (A year back in a course I used fmincon to solve a class room problem, but now I have a large scale problem to solve). I will greatly appreciate your response.

Thank you.

[Sabya]

[Sabya]

[Sabya]

[Marcus M. Edvall]

Dear Sabya,

You can try some of the options in TOMLAB:

http://tomopt.com/scripts/register.php

Best wishes, Marcus
http://tomsym.com/
http://tomdyn.com/

[Sabya]

Thanks Marcus.

Sabya

"Marcus M. Edvall" <edv...@gmail.com> wrote in message <0483efde-083c-479e...@m37g2000yqf.googlegroups.com>...

[Martin]

Dear Sabya,

For MINLP in Matlab you could also try MIDACO:

http://www.midaco-solver.com

It is very easy to use and solves mixed integer,
continuous and combinatorial optimization problems.

Kind regards,
Martin

[John Hedengren]

Sabya,

There is a new MINLP solver available here:

http://www.mathworks.com/matlabcentral/fileexchange/35720-minlp-mixed-integer-nonlinear-programming

It performs well for up to about 30 integer variables and around 10,000 nonlinear continuous variables with a branch and bound approach. More information is available at http://apmonitor.com.

-John

"Sabya" wrote in message <hnue98$t6v$1...@fred.mathworks.com>...

[Steve Grikschat]

"John Hedengren" <jo...@hedengren.net> wrote in message <jk8s5l$mfa$1...@newscl01ah.mathworks.com>...

Additionally, there is now a way to solve MINLP problems with GA (genetic algorithm) in the Global Optimization Toolbox. This feature is available in R2011b.

http://www.mathworks.com/help/toolbox/gads/bs1cibj.html

+Steve