XiaoWen
CHANG
Teaching

Software

MILES: MATLAB package for solving Mixed Integer LEast Squares problems, 20062016.
Last updated: June 2016.
If you use this package in your research work to be published, please include explicit mention of the package
in your publication:
X.W. Chang. MILES: MATLAB package for solving mixed integer least squares problems,
School of Computer Science, McGill University, http://www.cs.mcgill.ca/~chang/software/MILES.php.
Last updated: June 2016.

Routines for solving the standard integer least squares problem
$$
\min_{\boldsymbol{x} \in \mathbb{Z}^n}\\boldsymbol{y}\boldsymbol{B}\boldsymbol{x}\_2,
$$
where \(\boldsymbol{B}\) is a real matrix with full column rank,
and \(\boldsymbol{y}\) is a real vector. June 2016.

Routines for solving the standard mixed integer least squares problem
$$
\min_{\boldsymbol{x} \in \mathbb{R}^k,\ \mathbb{z} \in \mathbb{Z}^n}\\boldsymbol{y}\boldsymbol{A}\boldsymbol{x}\boldsymbol{B}\boldsymbol{z}\_2,
$$
where \(\boldsymbol{A}\) and \(\boldsymbol{B}\) are real matrices, \([\boldsymbol{A},\boldsymbol{B}]\) has full column rank,
and \(\boldsymbol{y}\) is a real vector. June 2016.

Routines for solving the overdetermined boxconstrained integer least squares problem
$$
\min_{\boldsymbol{x}\in \mathbb{Z}^n,\ \boldsymbol{l} \leq \boldsymbol{x}\leq \boldsymbol{u}}\\boldsymbol{y}\boldsymbol{B}\boldsymbol{x}\_2,
$$
where \(\boldsymbol{B}\) is a real matrix with full column rank, y is a real vector, and \(\boldsymbol{l}\) and \(\boldsymbol{u}\) are integer vectors
(note: entries of \(\boldsymbol{l}\) can be \(\infty\) and entries of \(\boldsymbol{u}\) can be \(\infty\)). June 2016.

