MIQP in MATLAB

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Akhil Shetty

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Dec 11, 2013, 12:55:44 AM12/11/13
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Hi,

How can I solve a Mixed Integer Quadratic Optimization problem using Gurobi in the MATLAB interface?

Best Regards,
Akhil S Shetty


Christopher Maes

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Dec 11, 2013, 10:15:10 AM12/11/13
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Hey Akhil,

Take a look at the following example:
http://www.gurobi.com/documentation/5.6/example-tour/qp_m

This examples solves a continuous QP and then adjusts model.vtype to
solve a QP with binary variables. To solve an MIQP you would need to
specify a vector for model.vtype. Elements in that vector are used to
indicate whether the corresponding variable is integer or continuous.

You may also want to read the reference manual for the Gurobi MATLAB interface:
http://www.gurobi.com/documentation/5.6/reference-manual/matlab_reference_manual
http://www.gurobi.com/documentation/5.6/reference-manual/matlab_gurobi

Chris
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