# Which optimization toolbox is suitable for this type of problem [duplicate]

I have a mixed integer (quadratic/linear) optimization problem with about 3000 variables in a form which I can't extract the coefficient vectores. However MILP solver in Matlab requires the f input which is a column vector of coefficients as input and A which is coefficient matrix in constraints.

Is there any toolbox which I can define the objective function and constraints like a function (similar to matlab ga gets the handle to the objective and constraint functions )?

## marked as duplicate by Anton Menshov♦, Christian Clason, nicoguaro♦Nov 8 '18 at 13:44

• You haven't told us what MILP solver you're attempting to use. However, if you have the ability to compute $Ax$ by calling a subroutine and $x$ is a vector of only 3,000 variables, then you can easily reconstruct the columns of $A$ by multiplying $A$ times each of the columns of a 3,000 by 3,000 identity matrix. Is the issue here that $A$ has so many rows that you can't store it? How big is $A$? – Brian Borchers Aug 31 '15 at 2:42