KKTQP with binary variables

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Martin Voříšek

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Apr 3, 2015, 6:13:05 AM4/3/15
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Hi everyone,

is it possible to use binary variable in constraints while using KKTQP solver? I have some problems using it. 
Here is a bit of my code:

        UC = binvar(1,horizont);
        Q  = sdpvar(1,horizont);
        Constr = [Constr, UC*Qmin <= Q <=UC*Qmax];

This gives me Solver not applicable

But when I changed the constraint to this, it works fine.

Constr = [Constr, Qmin <= Q <=Qmax];

How can I put a binary variable into constraint?

Thanks, M.


Johan Löfberg

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Apr 3, 2015, 6:57:50 AM4/3/15
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KKT doesn't have any relevance when you have mixed-integer problems, hence, the kkt solver is not applicable
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