How to set binary variable in fminimax optimization.

Hi, all.

I'm trying to solve a multi-objective optimization problem through fminimax. I have three objectives, one linear unequality constraint and a lot of x variables(decision variables). I want to get back the decision variable as a binary variable, but I'm totally lost at point. Does anyone know how to set binary variable in fminimax optimization?

By the way, I set lower bound and upper bound for 0 and 1, but it was not what I exactly expected.

Answer 1

[Alan Weiss]

fminimax does not allow for binary variables, only continuous variables.

I do not know of a built-in solver that can help you. Sorry.

Alan Weiss

MATLAB mathematical toolbox documentation

Answer 2

[moonwon soh]

Thanks a lot! Knowing that there is no way to solve the problem also helps me in some way.

Moonwon Soh