optimization in specifc range of boundary variable

Question

mohammed hussein 2017-2-13

0
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https://ww2.mathworks.cn/matlabcentral/answers/324823-optimization-in-specifc-range-of-boundary-variable

编辑： mohammed hussein 2017-2-14

Hi

i need some help in my problem . i am working with optimization function (fmincon). i have specific number of boundary value , i do not have range

for example , the range of first variable in this example is form 0 to 1 but in my problem i have [0 1 1.2 1.5 1.7 1.9 2 2.3 ] . also in second variable for this example has from 0 to 2 but in my problem i have [0 1 1.8 1.9 1.99 2 2.5 2.9 ] . how can i do that ?

thank you

fun = @(x)1+x(1)/(1+x(2)) - 3*x(1)*x(2) + x(2)*(1+x(1));
lb = [0,0];
ub = [1,2];
A = [];
b = [];
Aeq = [];
beq = [];
x0 = [0.5,1];
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub)

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Answer 1

Walter Roberson 2017-2-13

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https://ww2.mathworks.cn/matlabcentral/answers/324823-optimization-in-specifc-range-of-boundary-variable#answer_254620

在 MATLAB Online 中打开

fmincon cannot be used for discrete variables.

fun = @(x1, x2) 1 + x1 ./ (1+x2) - 3 * x1 .* x2 + x2 .* (1 + x1);
x1_vals = [0 1 1.2 1.5 1.7 1.9 2 2.3 ];
x2_vals = [0 1 1.8 1.9 1.99 2 2.5 2.9 ];
[X1, X2] = ndgrid(x1_vals, x2_vals);
Z = fun(X1, X2);
[best_Z, idx] = min(Z(:));
x = [X1(idx), X2(idx)];

Now x is the location of the best combination.