Originally posted by: ThomasLiu

I use  CPLEX in matlab  to model a binary integer programming problem 

for example

 the problem is below:

%   Maximize  x1 + 2 x2 + 3 x3 + x4
   Subject to
      - x1 +   x2 + x3 + 10 x4 <= 20
        x1 - 3 x2 + x3         <= 30
                  x2      - 3.5x4  = 0
   Binary Integer
        x1 x2 x3 x4  

 

then just type below code :

   f     = [-1 -2 -3 -1]';
   Aineq = [-1  1  1 10;
             1 -3  1  0];
   bineq = [20 30]';
   Aeq   = [0  1  0  -3.5];
   beq   =  0;

   options = cplexoptimset;
   options.Display = 'on';

   [x, fval, exitflag, output] = cplexbilp (f, Aineq, bineq, Aeq, beq, ...
      [ ], options);

   fprintf ('\nSolution status = %s\n', output.cplexstatusstring);
   fprintf ('Solution value = %d\n', fval);
   disp ('Values = ');
   disp (x'); 

 

which can find the optimal solution

However

My research objective function is below:

what I have to print in f [] to represent objective function?

My email is :liuyentingthomas@gmail.com

the V inverse and S,Y,Z are all constants

all the x are variables for binary

I want to know how to deal with the problem of sigma

Please help me.

Thank you!

 

 

 

 

 

#CPLEXOptimizers
#DecisionOptimization

How have to compute the objective function coefficient for each variable in some way. Without knowing any of your code my suggestion would be to start with an all-zero vector f. Then implement all those sums as loops and in the loops update/accumulate the coefficients appropriately.

#CPLEXOptimizers
#DecisionOptimization

Originally posted by: ThomasLiu

Thank you for answering.

Now I edit original paper to interpret my parameter more clearly.

Best regards,Thomas

#CPLEXOptimizers
#DecisionOptimization