Definition
A mixed-integer linear program is a problem with
- Linear objective function, fTx, where f is a column vector of constants, and x is the column vector of unknowns
- Bounds and linear constraints, but no nonlinear constraints (for definitions, see Write Constraints)
- Restrictions on some components of x to have integer values
In mathematical terms, given vectors f, lb, and ub, matrices A and Aeq, corresponding vectors b and beq, and a set of indices intcon, find a vector x to solve
minxfTx subject to x(intcon) are integersA⋅x≤bAeq⋅x=beqlb≤x≤ub
Abbreviation
MILP
Synonyms
Superterms
Subterms
Sources
https://de.mathworks.com/help/optim/ug/mixed-integer-linear-programming-algorithms.html?requestedDomain=www.mathworks.com#btv2z9c
