The RATS Software Forum

Is it possible to use integer or binary restrictions on variables in the solution to an LP or QP program
such as in RREG or LQPROG?

If not possible for either: could I "trick" a QP to refelect a binary restriction on x1 by adding M*x1*(1-x1) to the
objective function with a large value of M if minimizing?

Thanks,
Ken.

Ken-Cogger wrote:Is it possible to use integer or binary restrictions on variables in the solution to an LP or QP program
such as in RREG or LQPROG?

No. Optimization across integers or a discrete space requires completely different techniques (typically enumeration).

Ken-Cogger wrote:If not possible for either: could I "trick" a QP to refelect a binary restriction on x1 by adding M*x1*(1-x1) to the
objective function with a large value of M if minimizing?

It would seem that that a trajectory of solutions with increasing M would work. Do you have so many possibilities that simply solving for the different combinations would be too hard?