Parallel optimization with extra parameters (fmincon)

2 次查看(过去 30 天)
how do i run optimization (fmincon) repeatedly
I have a function
f = p1 + 2*a*c*p2 + 2*a*b*p3 + 2*b*c*p4
where
p1=-sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))+sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))+sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))+sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
p2=sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))+sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))-sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))+sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
p3=sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))-sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))+sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))+sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
p4=sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))+sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))+sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))-sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
and x1 until x6 are angles subject to the bound constraint from 0 to pi.
I want to minimize this function for a range of a=[0:0.01:1] and b=[0:0.01:1]. (That is, I want to minimize this function for each a,b=0, a,b=0.01,a,b=0.02 ... and so on). *Also , there is a normalize condition which is a^2+b^2+c^2=1.*
so this my code
Step 1: Write a file objfun.m.
function f= objfun (x,a,b,c)
a=.57;
b=.57; % i pick a number for a,b
c=sqrt(1-a*a-b*b);
p1=-sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))+sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))+sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))+sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
p2=sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))+sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))-sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))+sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
p3=sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))-sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))+sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))+sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
p4=sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)+((x(6)-x(5))/2))+sin(((x(4)-x(3))/2)+((x(6)-x(5))/2)-((x(2)-x(1))/2))+sin(((x(2)-x(1))/2)+((x(6)-x(5))/2)-((x(4)-x(3))/2))-sin(((x(2)-x(1))/2)+((x(4)-x(3))/2)-((x(6)-x(5))/2));
%f=4*(p1+C13*p2+C12*p3+C23*p4);
f=p1+2*a*c*p2+2*a*b*p3+2*b*c*p4;
Step 2: Invoke constrained optimization routine.
x=[x(1),x(2),x(3),x(4),x(5),x(6)]; % angles;
lb=[0,0,0,0,0,0];
ub=[pi,pi,pi,pi,pi,pi];
x0=[pi/8;pi/3;0.7*pi;pi/2;.5;pi/4];
[x,fval]=fmincon(@objfun,x0,[],[],[],[],lb,ub)
the solution produced is
x=
2.5530
0.6431
2.5305
0.6195
2.5531
0.6421
fval=
-4.3546
can any one change the code so that, the optimization will run for 0:0.01:1 times, and save the optimal values for each a,b?

回答(1 个)

Marc
Marc 2015-11-28
编辑:Walter Roberson 2015-11-28
You can try a for loop...
Something like this.
a = 0:0.01:1;
b = 0:0.01:1;
mSize = max(size(a));
xNew = zeros(mSize,6); % Preallocate for speed
fNew = zeros(mSize,1);
for n = 1:mSize
a1 = a(n);
b1 = b(n);
%%%here you put your c and fmincon like above
xNew(n,:) = x; % from fmincon
fNew(n) = feval; % from fmincon
end
I think this should work. May take a while. You may want to start with something like a = 0:0.1:1 before trying the rest.
The code above assumes a and b will always be equal. If you want different combinations, then you will need two for loops. One nested within.
  1 个评论
Raja Emlik
Raja Emlik 2015-11-28
Thanks for your replay . In the problem there a normalize condition which is a^2+b^2+c^2=1 so i need to put if statement as well. could you please help me for different combinations, actually i did many code for that but it could not work as i have not used matlab. Thanks in advance.

请先登录,再进行评论。

类别

Help CenterFile Exchange 中查找有关 Get Started with Optimization Toolbox 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by