How to use a decision variable from optimization problem into an if else statement?

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Paramvir Singh
Paramvir Singh 2018-4-29
评论： Amir Hossein Nazeri 2022-4-5
Here Tins is a decision variable of size=(24,1) in my optimization problem. The value of Tins(min_des) =20 while value of Tins(max_des) = 23. When I input the if else statement using Tins variable for value comparison, then the following error is shown by matlab:-
Please suggest the corrective measure. Thanks in advance
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Matt J
Matt J 2018-5-1
编辑：Matt J 2018-5-1
It's way too much. An optimization problem has the following form
min f(x)
subject to g(x)<=0, h(x)=0
I'm looking for you to tell me, in your case, what x,f,g,and h are.

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Mary Fenelon
Mary Fenelon 2018-5-2
The if-constraints (logical constraints, implication constraints) can be modeled with linear constraints and binary variables.
To see how to do this, suppose you have a binary variable y that should be 1 when x > 0. The constraint x - M*y <= 0, where M is an upper bound on x, will enforce this. When x > 0, y must be 1; the only other possible value for y is 0 and if y were 0, the constraint reduces to x <= 0, a contradiction.
To formulate constraint (6), make two constraints
  • (Tmin - Tins) - M1*(1-BCac) <= 0 where M1 is an upper bound on (Tmin - Tins)
  • (Tins - Tmax) - M2*BCac <= 0 where M2 is an upper bound on (Tins - Tmax)
The resulting constraints are called big-M constraints or indicator constraints. The y variable is called an indicator variable.
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Paramvir Singh
Paramvir Singh 2018-5-5
In the code for my constraint (6), I have another doubt if for a value of Tins=27, although second constraint is being satisfied, but for the first constraint, for Tins=27,
Both BCac=0 or 1 satisfy the constraint. I think due to this reason my intlinprog solver is not giving a feasible solution.
Any help in this regard would be appreciated.
Amir Hossein Nazeri
Amir Hossein Nazeri 2022-4-5
@Paramvir Singh Hi Paramvir, Is your problem solved? Can you share your Matlab code with me if possible? Or if you have any Github or so...
Thanks!
Amir

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