Mixedinteger Programming¶

mixintprog
(c, A, sense, b, vartypes, lb, ub, solver)¶
Solves the same optimization problem as linprog
above, except variables
are additionally constrained to take only integer values if the corresponding
entry in the varypes
vector is the symbol :Int
. Continuous
variables are indicated by the value :Cont
, binary variables should be specified by :Bin
,
semicontinuous by :SemiCont
, and semiinteger by :SemiInt
.
A scalar is accepted for the sense
, b
, vartypes
, lb
, and ub
arguments, in which case its value is replicated. The values Inf
and Inf
are interpreted to mean that there is no corresponding lower or upper bound.
The mixintprog
function returns an instance of the type:
type MixintprogSolution
status
objval
sol
attrs
end
where status
takes the same values as with linprog
.
If status
does not indicate error or infeasiblity, the other members have the following values:
objval
– optimal objective valuesol
– primal solution vectorattrs
– a dictionary that may contain other relevant attributes such as:objbound
– Best known lower bound on the objective value
Analogous shortened and rangeconstraint versions are available as well.
We can solve a binary knapsack problem
with the code:
mixintprog([5.,3.,2.,7.,4.],[2. 8. 4. 2. 5.],'<',10,:Int,0,1,CbcSolver())