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I have a linprog code that has x1,x2,x3 and x4 in the objective function.
The results I get give me values in the form:
x =
6.6667
0.0420
0
0
Which in the case I am trying to model doesn’t make physical sense because the x’s represent the number of units of a specific technology, and therefore for example 0.0420 doesn’t in fact exist. Is there anyway to “force” linprog to find the optimum integer value of x?
Thank you
That’s called integer programming and in general is NP-hard. It’s not covered by
linprogas it’s a completely different and much harder problem.Here’s a related question (but not a duplicate) from Stack Overflow about Integer Programming.