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Optimization Toolbox 为 MATLAB 添加了混合整数线性规划

MATLAB 通过混合整数约束解决优化问题

美国马萨诸塞州内蒂克市, - (2014年6月4日)

利用混合整数线性规划找到光伏网中各发电厂的最佳计划。

MathWorks 今日宣布将混合整数线性规划 (MILP) 加入 MATLAB。这个新的求解器现在作为 Release 2014a Optimization Toolbox 的组成部件提供,可让用户解决需要整数解的优化问题,例如:有关购入或售出的股票数量的决策。  

针对需要整数解的问题,采用整数规划技巧的算法可让公司作出最优的决策。基于 MILP 的工具可在诸如投资组合优化和资源分配等应用中产生显著的财政收益和节约。新的求解器可搭配使用 MATLAB 部署产品,基于 MILP 创建独立的应用,将使用 MILP 的算法与其他语言(如 Java 和 .NET)集成。

许多业务问题都要求使用 MILP 算法来找到整数解。例如, 代表要购买的股票份额的变量必须是整数值,才能执行交易。同样,代表发电机开启/关闭状态的变量必须是二进位值(0 或 1)。传统的连续求解器通常会违反问题约束。与四舍五入传统连续求解器的解不同,MILP 求解器会找到最佳的整数解。 

MathWorks 技术营销经理 Seth DeLand 说:”分析师和工程师都使用 MILP 来寻找诸如投资组合优化、资源分配和调度等常见业务问题的最佳解决方案。通过在 Optimization Toolbox 中加入混合整数线性规划,MathWorks 可让用户基于 MILP 建立并部署决策支持系统,并应用于整个企业。”

含 MILP 求解器的 Optimization Toolbox 可在 Release 2014a (R2014a) 中获得。如需更多信息,请参阅 R2014a 版本亮点

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