I'd like to know how to solve in MATLAB the following integer optimization problem :$\underset{B,D}{\arg\min} \Vert{Y-XDB}\Vert_{2}$where $X,Y$ are given matrices.The constraint is the following : the matrix $D$ must be a diagonal matrix and its elements must be 0 or 1.
Integer programming with Matlab
optimization;matlab;constrained optimization
This kind of problem can be solved using heuristic methods, like particle swarm optimization or genetic algorithms.