Can linprog give an integer value of x's?

Hi

I have a linprog code that has x1,x2,x3 and x4 in the objective function.

The results I get give me values in the form: x = 6.6667 0.0420 0 0

Which in the case I am trying to model doesn't make physical sense because the x's represent the number of units of a specific technology, and therefore for example 0.0420 doesn't in fact exist. Is there anyway to "force" linprog to find the optimum integer value of x?

Thank you

Answer 1

[Richard Brown]

No there isn't. Integer linear programming is a different beast. Perhaps this one from the file exchange might help:

http://www.mathworks.com/matlabcentral/fileexchange/25259-linear-mixed-integer-program-solver

Alternatively, I'm pretty sure there are matlab bindings available for glpk

http://www.gnu.org/software/glpk/

[Andrew Alkiviades]

thanks Richard I will give it a go!

[Seth DeLand]

As of R2014a, there's a new function "intlinprog" in Optimization Toolbox designed to solve such problems: http://www.mathworks.com/help/optim/ug/intlinprog.html