fmincon for multiple variables

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Guan Hao
Guan Hao 2023-8-23
评论： Guan Hao 2023-8-25
Hi,
I want to perform a constrained optimization,that makes fmincon a good option.
However, it returns the error '' fmincon requires all values returned by the functions to be of data type double''.
Y is the objective that I want to optimize,with three variables a1,a2,a3.
function Y = optfun(z)
a1 = z(1);
a2 = z(2);
a3 = z(3);
y1 = abs(vpa("0.129")*a1*sym(1i) + vpa("0.01")*a2*sym(1i) + vpa("8.57e-4")*a3*sym(1i) - vpa("2410.0i")/(vpa("50.0") + vpa("3.7e-5")*a3 + vpa("0.00111")*a2 + vpa("0.0333")*a1) - vpa("2410.0i")/(vpa("50.0") + vpa("2.96e-4")*a3 + vpa("0.00444")*a2 + vpa("0.0667")*a1) - vpa("2410.0i")/(vpa("50.0") + vpa("0.001")*a3 + vpa("0.01")*a2 + vpa("0.1")*a1) + vpa("25.0") + vpa("96.4i"))/abs(vpa("0.129")*a1*sym(1i) + vpa("0.01")*a2*sym(1i) + vpa("8.57e-4")*a3*sym(1i) + vpa("2410.0i")/(vpa("50.0") + vpa("3.7e-5")*a3 + vpa("0.00111")*a2 + vpa("0.0333")*a1) + vpa("2410.0i")/(vpa("50.0") + vpa("2.96e-4")*a3 + vpa("0.00444")*a2 + vpa("0.0667")*a1) + vpa("2410.0i")/(vpa("50.0") + vpa("0.001")*a3 + vpa("0.01")*a2 + vpa("0.1")*a1) + vpa("125.0") + vpa("96.4i"));
y2 = abs(vpa("0.173")*a1*sym(1i) + vpa("0.0135")*a2*sym(1i) + vpa("0.00115")*a3*sym(1i) - vpa("3250.0i")/(vpa("50.0") + vpa("3.7e-5")*a3 + vpa("0.00111")*a2 + vpa("0.0333")*a1) - vpa("3250.0i")/(vpa("50.0") + vpa("2.96e-4")*a3 + vpa("0.00444")*a2 + vpa("0.0667")*a1) - vpa("3250.0i")/(vpa("50.0") + vpa("0.001")*a3 + vpa("0.01")*a2 + vpa("0.1")*a1) + vpa("25.0") + vpa("130.0i"))/abs(vpa("0.173")*a1*sym(1i) + vpa("0.0135")*a2*sym(1i) + vpa("0.00115")*a3*sym(1i) + vpa("3250.0i")/(vpa("50.0") + vpa("3.7e-5")*a3 + vpa("0.00111")*a2 + vpa("0.0333")*a1) + vpa("3250.0i")/(vpa("50.0") + vpa("2.96e-4")*a3 + vpa("0.00444")*a2 + vpa("0.0667")*a1) + vpa("3250.0i")/(vpa("50.0") + vpa("0.001")*a3 + vpa("0.01")*a2 + vpa("0.1")*a1) + vpa("125.0") + vpa("130.0i"));
y3 = abs(vpa("0.197")*a1*sym(1i) + vpa("0.0153")*a2*sym(1i) + vpa("0.00131")*a3*sym(1i) - vpa("3690.0i")/(vpa("50.0") + vpa("3.7e-5")*a3 + vpa("0.00111")*a2 + vpa("0.0333")*a1) - vpa("3690.0i")/(vpa("50.0") + vpa("2.96e-4")*a3 + vpa("0.00444")*a2 + vpa("0.0667")*a1) - vpa("3690.0i")/(vpa("50.0") + vpa("0.001")*a3 + vpa("0.01")*a2 + vpa("0.1")*a1) + vpa("25.0") + vpa("148.0i"))/abs(vpa("0.197")*a1*sym(1i) + vpa("0.0153")*a2*sym(1i) + vpa("0.00131")*a3*sym(1i) + vpa("3690.0i")/(vpa("50.0") + vpa("3.7e-5")*a3 + vpa("0.00111")*a2 + vpa("0.0333")*a1) + vpa("3690.0i")/(vpa("50.0") + vpa("2.96e-4")*a3 + vpa("0.00444")*a2 + vpa("0.0667")*a1) + vpa("3690.0i")/(vpa("50.0") + vpa("0.001")*a3 + vpa("0.01")*a2 + vpa("0.1")*a1) + vpa("125.0") + vpa("148.0i"));
Y = (1-y1)+(1-y3)+(y2);
end
By the way,I want to know is there possibilities to add constration to my objective value?
For example, 0<[y1,y2,y3]<1.
Any help will be appreciate,thx!

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采纳的回答

Matt J
Matt J 2023-8-23
编辑：Matt J 2023-8-23
Y = double( (1-y1)+(1-y3)+(y2) );
But I don't see why you are using vpa and other sym operations. I don't think it really increases precision for you since all your coefficients have substantially less than 32 decimal places.
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Steven Lord
Steven Lord 2023-8-24
You're calling the optfun to generate the intermediate values of your objective function, then after the fprintf lines (which I added just to show you that the constraint function had correctly obtained the values from the objective function) you throw away those intermediate values and replace them with elements of the input with which fmincon called the constraint function. Don't do that. Delete these lines from your constraint function:
y1 = z(1);
y2 = z(2);
y3 = z(3);
Guan Hao
Guan Hao 2023-8-25
@Steven Lord Thank you sir !!! It's working now.

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