R language how to do optimization with either/or constraints?

Viewed 105

I am trying to do constrained optimization using R. My constraint is not continuous. Here is an example:

minimize: f(x,y)=(x-2)^2+y^2
st. x=0 or x>=3
y=0 or y>=2

What type of optimization problem is this?

1 Answers

These are called semi-continuous variables. Some solvers support these directly, but they can also be formulated with additional binary variables:

 3*d <= x <= 1000*d
 d binary

Anyway, you end up with a MIQP model (Mixed Integer Quadratic Programming). Solvers like Gurobi and Cplex support this and have R interfaces.

Related