Query about the inherent robust optimization toolbox in Yalmip

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Eric Zhang

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Sep 12, 2025, 6:09:04 AMSep 12
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I hope to know if the variable x in https://yalmip.github.io/tutorial/robustoptimization/ can be integer variables. In other words, could the Yalmip directly handle the robust optimization of a mixed integer linear model

Johan Löfberg

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Sep 12, 2025, 6:27:57 AMSep 12
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The decision variable can be integer, does not change anything

Eric Zhang

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Sep 18, 2025, 11:30:22 AM (13 days ago) Sep 18
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Dear Prof Johan, I saw "Shift failure in vertexenumerate" when calling the "uncertain" function. What does it mean? What may cause the problem? Thank you

Johan Löfberg

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Sep 18, 2025, 2:00:17 PM (13 days ago) Sep 18
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Tracing back, it means that the code performing vertex enumeration of your uncertainty model has failed to find an interior point in the polytope representing your uncertainty polytope. It is either empty, or has poor numerics for some reason (or there is a bug in the vertex enumeration code, which would'nt be too surprising considering how basic it is). Without an example, impossible to say

Eric Zhang

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Sep 19, 2025, 1:57:17 AM (13 days ago) Sep 19
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I have sent my code to your email (joh...@isy.liu.se). I hope to share my code with you via email because the code is related to my ongoing paper. Therefore, it is not very appropriate to directly share my code in the Yalmip google group. Thanks so much for your understanding.
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