Matlab Linear programming; how to minmize maximum of decision variable?
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I am trying to minimize and objective function. It is a multiobjective function using weighted sum option. One of the objectives is to minimize the maximum of the decision variable. However, the maximum of decision variable is not know prior and i cannot use the 'max(decisionvariable)' command in optimization tool box. I am using Problem-Based Optimization tool box, so is there a way to replace the xommand to find maximum of decision variable? Problem Description: I have energy consumption data for 24 hours. I want to reduce the peak of the load after shifting the load to different times. Its also known as peak to average ration minimization. I need to minimize the peak of load after shifting bu i cannot include 'max' or 'mean' in the objective function. My variables are load values 'L' 1*48 matrix (half hourly energy records), Price 'P' again 48 values. I want to minimize the cost of energy consumed during 24 hours which is cost=L*P and i want to achieve this with minimum peak value of the L.
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Torsten
2018-9-11
You might be able to replace the maximum of n variables x1,x2,...,xn by a new variable "M" which is linked to x1,x2,...,xn by the constraints
x1 <= M
x2 <= M
...
xn <= M
Best wishes
Torsten.
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