Optimization with symbolic math
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I want to find the values of c0, c1, c2 maximizing
f = sym('-((c1-a)*ln(c1-a)-(c1-a))/3+(c1*lnc1-c1)/3-((c2-b)*ln(c2-b)-(c2-b))/6+(c2*lnc2-c2)/6+(1+h10+h20)*lnc0
subject to the following constraints
g = sym('c0(1+h10+h20)+h11c1+h22c2=3*h11+6*h22')
h10 = 1 - (c1-c0)/3
h11 = (c1-c0)/3
h20 = 1 - (c2-c0)/6
h22 = (c2 - c0)/6
All values of C is between 1 and 6.
How do I do this in MatLab?
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回答（1 个）
Sean de Wolski
2013-11-1
Do you need to solve this symbolically or would using one of the numerical solvers like fmincon or patternsearch work for you?
doc fmincon
doc patternsearch
1 个评论
Marianne
2013-11-1
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2021-8-20
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