How to correct the code?

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ancy s george
ancy s george 2022-5-30
回答： Torsten 2022-5-30
Ran in:
I have to maximize the objective function
b*Eby-s*Esl+gb*(Esl-Eby)
subjected to constraints
gb<=s;b<=gs; % where gb=3;gs=8;
By solving this equation using KKT condition,
L(b,s,lambda1,lambda2)=b*Eby-s*Esl+gb*(Esl-Eby)+lambda1(gb-s)+lambda2(b-gs)
solution obtained is,
case1 : lambda1=0;lambda2=0
s*=3.302;b*=6.928
case1 : lambda1=0;lambda2>0
s*=3.302;b*=8
case1 : lambda1>0;lambda2=0
s*=3;b*=6.928
case1 : lambda1>0;lambda2>0
s*=3;b*=8
I solving this function using fmincon ,but didn't got the correct solution.
gb=3;gs=8;
ES=4.5;is=20;EB=1.5;ib=40;
b=8;s=3;Ns=1;Nb=1;
Esl=(ES)-(is/s)+Ns;
Eby=(ib/b)-(EB)-Nb;
f = @(s,b)(b*Eby-s*Esl+gb*(Esl-Eby));
[sb,fv] = fmincon(@(sb) -f(sb(1),sb(2)), rand(2,1), [],[],[],[],[3 -Inf],[inf 8])
Problem appears unbounded. fmincon stopped because the objective function value is less than the value of the objective function limit and constraints are satisfied to within the value of the constraint tolerance.
sb = 2×1
1.0e+20 * 3.2933 -0.0000
fv = -3.8422e+20
b=sb(2)
b = -1.4635e+13
s=sb(1)
s = 3.2933e+20
Is this code is correct? Is it possible to get a solution between 3 and 8.That is case 1 have to be excecute.How to solve this problem?Is there any other method? Please help me to correct this code.
NB:values of ES,EB,is,ib are changable variables.

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回答（1 个）

Torsten
Torsten 2022-5-30
Ran in:
gb=3;gs=8;
ES=4.5;is=20;EB=1.5;ib=40;
b=8;s=3;Ns=1;Nb=1;
Esl=@(s)(ES)-(is/s)+Ns
Esl = function_handle with value:
@(s)(ES)-(is/s)+Ns
Eby=@(b)(ib/b)-(EB)-Nb
Eby = function_handle with value:
@(b)(ib/b)-(EB)-Nb
f = @(s,b)(b*Eby(b)-s*Esl(s)+gb*(Esl(s)-Eby(b)));
[sb,fv] = fmincon(@(sb) -f(sb(1),sb(2)), [5 5], [],[],[],[],[3 -Inf],[inf 8])
Local minimum found that satisfies the constraints. Optimization completed because the objective function is non-decreasing in feasible directions, to within the value of the optimality tolerance, and constraints are satisfied to within the value of the constraint tolerance.
sb = 1×2
3.3029 6.9282
fv = -13.0272

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