MILP Solver for large scale problems

[Ramin R.]

Hello,

I am trying to solve an indefinite bilevel optimization problem to find a stabilizing horizon length for an MPC controller. The optimization problem can be reformulated as a MILP that is described by Eq.(30) in the paper: https://arxiv.org/abs/1302.1974
For small problems YALMIP can find a feasible solution to the problem (the MATLAB code for a system with one state variable and one input is attached) but for the larger cases where the number of state variables or inputs is around 15, YALMIP fails to find a feasible solution and I get the error:


Solver stopped prematurely. No integer feasible point found.

Intlinprog stopped because it exceeded the iteration limit at a node, options.LPMaxIterations = 30000 (the default value).


 Is there any specific solver which can handle this problem?

Thanks in advance,
Ramin

[Johan Löfberg]

gurobi/cplex/mosek are (were at least) much stronger MILP solvers than intlinprog

btw, yalmip does not fail to find a solution, intlinprog fails to find a solution