www.gusucode.com > optim 案例源码 matlab代码程序 > optim/SolveanMILPwithAllTypesofConstraintsExample.m
%% Solve an MILP with All Types of Constraints % Solve the problem % % $$ \mathop {\min }\limits_x \left( { - 3{x_1} - 2{x_2} - {x_3}} \right) % {\rm{\ subject\ to }}\left\{ {\begin{array}{*{20}{l}} % {{x_3}{\rm{\ binary}}}\\ % {{x_1},{x_2} \ge 0}\\ % {{x_1} + {x_2} + {x_3} \le 7}\\ % {4{x_1} + 2{x_2} + {x_3} = 12.} % \end{array}} \right. $$ % %% % Write the objective function vector and vector of integer variables. f = [-3;-2;-1]; intcon = 3; %% % Write the linear inequality constraints. A = [1,1,1]; b = 7; %% % Write the linear equality constraints. Aeq = [4,2,1]; beq = 12; %% % Write the bound constraints. lb = zeros(3,1); ub = [Inf;Inf;1]; % Enforces x(3) is binary %% % Call |intlinprog|. x = intlinprog(f,intcon,A,b,Aeq,beq,lb,ub)