how can i make globalsearch return integer results(select the whole item and not fraction of the item) ?

2 次查看（过去 30 天）
Housam
Housam 2017-12-3
评论： Housam 2017-12-4
Hi all,
I have an optimization problem at which I would like to find the maximum value of the objective function at given constraints. it is easy to be described as rucksack problem, which means no fraction of the item should be selected rather the whole item should be selected.
using the GA function in matlab does solve the problem for me, yet it may find a local maximum and not the global maximum. in order to avoid this problem of GA function, I have tried to use globalsearch "gs" function in matlab.
unfortunately, I was unable to force gs function to return results containing whole items. here is my code:
%Data contain information about the item to be selected (number of columns = number of items can be selected and number of rows = number of constraints)
Data= [0.3909 0.3143 0.4323 0.3573;
0.8218 0.6681 0.6925 0.7125;
0.0002 0.0003 0.0002 0.0003;
21.0000 24.5000 31.5000 38.5000;
3.0000 7.0000 13.5000 22.0000
1 1 1 1];
Temp.Input.Aly = [1 1 1 1];
Lim = [1; 1; 1; 100; 50; 1 ];
rng default % For reproducibility
gs = GlobalSearch;
MyObj = @(x)(-1*(x(1) + x(2) + x(3) + x(4) ));
c = @(x)[x(1) + x(2) + x(3) + x(4) + x(5) - Lim(1);
x(1) + x(2) + x(3) + x(4) + x(5) - Lim(2);
x(1) + x(2) + x(3) + x(4) + x(5) - Lim(3);
x(1) + x(2) + x(3) + x(4) + x(5) - Lim(4);
x(1) + x(2) + x(3) + x(4) + x(5) - Lim(5);
x(1) + x(2) + x(3) + x(4) + x(5) - Lim(6)];
nonlinfcn = @(x)deal(c(x));problem = createOptimProblem('fmincon','x0',zeros(length(Temp.Input.Aly),1),...
'objective',MyObj,'lb',zeros(length(Temp.Input.Aly),1),'ub',Temp.Input.Aly,...
'nonlcon',nonlinfcn);
problem.options.TolCon = 1.0000e-12;
x = run(gs,problem);
so I would like the optimum selected result to be the global maximum and to be the whole item and not part of each item.
best regards,

请先登录，再回答此问题。

回答（1 个）

Walter Roberson
Walter Roberson 2017-12-3
fmincon() cannot be used with integer constraints. For fmincon(), the objective function must be continuous and differentiable within its limits. The same is true for all four of the searches supported by createOptimProblem: fmincon, fminunc, lsqnonlin, and lsqcurvefit .
  1 个评论
Housam
Housam 2017-12-4
Hi Walter,
thank you very much for your reply, what do you suggest to use for the above problem then?
so, I believe that the GA function is my solution yet I am unable to change my constraints and objective function to make the GA function give only one output which is the best selected item that best fit the given constraints.
my idea is to force the GA function to select only one item by lowering the objective function unknown variables to one (@(x) -1*(x(1)) ) instead of the previous objective function ( @(x)(-1*(x(1) + x(2) + x(3) + x(4) )) )
unfortunately, I was unable to get the GA to operate using this function. please find the code bellow:
if true
% code
Cal.options = gaoptimset('Display','off', 'PlotFcns',@gaplotbestf,'StallGenLimit',Inf ,'TolFun', 1e-6, 'PopulationSize',200, 'InitialPopulation', ones(200,1) ); %pop size: min(max(10*length(Temp.Input.AWT),40),100) - 'CreationFcn',@gacreationuniform, % stopping for gaoptimset: 'Generation',Inf,'FitnessLimit',-Inf,'StallGenLimit',Inf
Cal.fun = @(x) -1*(x(1));[Ressult.x,Ressult.fval,Ressult.exitflag,Ressult.output,Ressult.population,Ressult.scores] = ga(Cal.fun,1,Cal.A(1:end-1,:),Cal.b(1:end-1,:),[],[],0,1,[],1,1);
end
for this example, I would like for the optimization function to return item in column 2 in the Data (the expected output should have the following ranks for column index [2 4 1 3]; which mean the second column in the data is the best fit to the constraints then the forth column in the data is the second best fit and so on; ) as an optimum solution for the given constraints.

请先登录，再进行评论。

类别

在 Help Center 和 File Exchange 中查找有关 Get Started with Optimization Toolbox 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by