I am writing a program to optimize a set of generators. I have hourly data and but dont want to necessarily optimize the whole time series. For a similar problem in the past I used the symbolic toolbox to create my objective function for me. In this way could define how many hours to optimize and the objective function was generated by the symbolic toolbox. An example of two objective functions is shown here http://pastebin.com/7dSXwrF0 note the objective function is nonlinear
Now however, I require the use of integer constraints and so am looking to use intlinprog. This function however requires a coefficient vector as objective function. Is there a way to use intlinprog with an objective function which is nonlinear?
many thanks Jesse
intlinprog is for mixed integer linear problems. As far as I understood you need here a mixed integer non linear solver...As far as I know, Mathworks didn't integrate such solver in Matlab yet. May be you can adapt fmincon for your case, or look at ga.
Otherwise, there are plenty en free solvers for such problem for Matlab, just google that (for eg here)