Mixed-Integer Linear Programming – A MATLAB Tutorial for Beginners

In this tutorial, I show implementation of a mixed-integer optimization problem using linear programming in MATLAB. The given objective function is a simple function that helps a beginner user to understand the basic concept of optimization in MATLAB easier. The given objective function or fitness function has two input variable and one output. One of the input variables can be only an integer, while the second one is a real number. The problem is also subject to a set of inequalities. I write a simple script to model the problem and solving the optimization problem using the ‘intlinprog’ function from MATLAB.

 


For a simple tutorial on optimization using Genetic Algorithm with single objective functions without constraints see this post.

For a simpler tutorial on optimization using Genetic Algorithm with single objective functions with constraints see this post.

For a tutorial on multi-objective optimization using Genetic Algorithm see this post.

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