Optimization problem with equality/inequality contraints with conditional weighting parameters in objective function
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Hello,
I am interessed to solve this optimization problem:
min @(a)w(I)*(a(I) -b(I))^2
with equality and inequality constraint
where: I = {1...10}; b(I) are known parapmeters; while w(I) are the conditional paramaters wich can be computed as following:
if (a(1)-b(I))>0
w(1)=e1;
else
w(1)=d1;
if (a(2)-b(2))>0
w(2)=e2;
else
w(2)=d2;
...
e1,d1,e2,d2,w3 .... are known parameters.
I try to use fmincon function, but I do not know where and how can i incorporate the calcul of wI parameters (with nonconst or objfunct...).
I would greatly appreciate any sort of guidance in solving this problem.
Thank you.
1 个评论
Torsten
2016-7-25
I don't understand your objective function.
You sum over I ? And the b(I) are given parameters ?
Best wishes
Torsten.
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