How to use fmincon in for loop

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Andrew Poissant
Andrew Poissant 2017-4-26
评论： Andrew Poissant 2017-4-26
I am trying to use fmincon in a for loop but am not sure how to incorporate function handles with the iterations required. I am essentially developing a Monte Carlo simulation (hence all the distributions) that solves for x = [x(1) x(2)], Np amount of times. All I need to do is perform the fmincon operation many times and have a list of the results for x. The way I tried did not work because of the combination of function handles and iterations.
clear all
m_tlife = 33;
std_tlife = 11;
dist_tlife = makedist('Normal', m_tlife, std_tlife);
a_drate = 2;
b_drate = 0.006;
dist_drate = makedist('Gamma', a_drate, b_drate);
a_OM = 8;
b_OM = 10;
c_OM = 20;
dist_OM = makedist('Triangular', a_OM, b_OM, c_OM);
m_Ee = 4.56;
std_Ee = 0.27;
dist_Ee = makedist('Normal', m_Ee, std_Ee);
a_pi20 = 1.50;
b_pi20 = 2.25;
c_pi20 = 3;
dist_pi20 = makedist('Triangular', a_pi20, b_pi20, c_pi20);
m = 34;
ITC = 0.3;
e = 0.8;
pi08 = 8.50; % $/W
Pmod = 2.05; % kW
Np = 10;
for i = 1:Np
tlife = random(dist_tlife);
drate = random(dist_drate);
OM = random(dist_OM);
Ee = random(dist_Ee);
pi20 = random(dist_pi20);
dpi(i) = (pi20 - pi08)/(12*pi08);
pi_t(i) = @(x)(-dpi(i)*x(1)*pi08 - pi08);
Ci0 = pi08*Pmod*m;
Ci_t(i) = @(x)pi_t(i)(x)*Pmod*x(2);
P(i) = @(x)(Pmod - Pmod*drate*x(1))*(m - x(2)) + Pmod*x(2);
Com(i) = @(x)OM*P(i)(x)*tlife;
fun(i) = @(x)((Ci0 + Ci_t(i)(x))*(1 - ITC) + Com(i)(x))/(Ee*P*365*tlife*e);
x0 = [0,0];
lb = [0,0];
up = [];
A = [0 1; 1 0];
b = [tlife m];
Aeq = [];
beq = [];
x = fmincon(fun, x0, A, b, Aeq, beq, lb, up);
end

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采纳的回答

Matt J
Matt J 2017-4-26
编辑：Matt J 2017-4-26
If you are only trying to develop a list of x, why are you indexing with 'i' everything in the loop except for x?
for i = 1:Np
tlife = random(dist_tlife);
drate = random(dist_drate);
OM = random(dist_OM);
Ee = random(dist_Ee);
pi20 = random(dist_pi20);
dpi = (pi20 - pi08)/(12*pi08);
pi_t = @(x)(-dpi*x(1)*pi08 - pi08);
Ci0 = pi08*Pmod*m;
Ci_t = @(x)pi_t(x)*Pmod*x(2);
P = @(x)(Pmod - Pmod*drate*x(1))*(m - x(2)) + Pmod*x(2);
Com = @(x)OM*P(x)*tlife;
fun = @(x)((Ci0 + Ci_t(x))*(1 - ITC) + Com(x))/(Ee*P*365*tlife*e);
x0 = [0,0];
lb = [0,0];
up = [];
A = [0 1; 1 0];
b = [tlife m];
Aeq = [];
beq = [];
x(i,:) = fmincon(fun, x0, A, b, Aeq, beq, lb, up);
end
  5 个评论
显示 3更早的评论
Matt J
Matt J 2017-4-26
You still have dpi(i). Do not index any function handles with "i". Only index x(i,:).
Andrew Poissant
Andrew Poissant 2017-4-26
Oh wow, my mistake. Thanks for the assistance!

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