Generating random number with constrainsts

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Saifullah Khalid 2017-11-20

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https://ww2.mathworks.cn/matlabcentral/answers/368033-generating-random-number-with-constrainsts

关闭： MATLAB Answer Bot 2021-8-20

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I am trying to generate population for an evolutionary algorithm, subject to two constraints, Σp + ϵ < 1 and Φ * μ - λ*p > 0, I have written following code to generate number which follow above constraints but behavior is not consistent with respect to ratio ( r = λ/u). Some time it works fine but if I change value of r above certain value it cannot produce feasible population. I need to run a simulation where r ranges from 0.2 to 0.9, I would highly appreciate any help in this regard.

 count =1; 
 varSize =[100,1];
 r=0.7; % other values 0.4, 0.7,0.8; r=0.6 & below produces feasible results
 epsilon = 0.0000001;
 for i=1:1000000
   p = rand(varSize); % 0 ~ 1
   phi= rand(varSize); % 0 ~ 1
   a=1;b=2; u= a + (b-a) * rand(varSize);  %  1 ~ 2
   lamda= r*sum(u); % r = lamda/u
   x1= rand(varSize); x1 =min(rand(varSize), (phi.*u/lamda)+epsilon);
   p_out=x1/sum(x1);
   status = chk_voilation(lamda, phi, u, p_out); % to check feasibility
   if status ==1
      count = count+1;
   end
end
disp(count); disp(lamda)
function status = chk_voilation(lamda, phi, u, p)
  c = (phi.*u -lamda* p)>0 ; 
  if all(c == 1)
     status=1;
  else
     status=0;
  end
end