How to optimize k*x <= epsilon?

2 次查看(过去 30 天)
hello_world
hello_world 2016-8-12
编辑: Torsten ,2016-8-12
Hello Friends,
I want to optimize, i.e., find the optimal value of k in the following problem:
max k*x <= epsilon
How to find the maximum value of k for a given matrix x and some epsilon, say, 0.1?
I will appreciate any advise!

采纳的回答

Torsten
Torsten 2016-8-12
编辑:Torsten 2016-8-12
Please state your problem more clearly.
k is a scalar and epsilon is a matrix with all elements equal to Epsilon, and you want to determine the maximum value of k such that k*x <= epsilon holds elementwise ?
In this case, the optimum k_opt is given by
k_opt = epsilon/max(x(:))
Best wishes
Torsten.

更多回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Problem-Based Optimization Setup 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