Formulation of Optimization Function - MIN (SUM [ (P+X)^2 ])

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Mathias Dirksmeier
Mathias Dirksmeier 2018-10-18
评论： Stephan 2018-10-19
Dear community,
I am currently and repeatedly struggling with the formulation of an optimization function for Matlab's CPLEX API. I guess there aren't many around with distinct CPLEX experience, however, this case should basically be the same as with fmincon, linprog and other Matlab Toolbox solvers.
I am trying to formulate the following function in CPLEX syntax:
MIN (SUM [ (P+X)^2 ])
,with P being a given scalar vector in the dimension of 1x8760 and X being the variable to be optimized (same dimension).
The standard syntax however is given always as follows:
min f*x
It seems to me that this must be simple. However, I just can't find an approach here. I must confess that I have very little experience in optimization, even less with CPLEX.
Thankful for every bit of help.
Best, Mathias

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Stephan
Stephan 2018-10-18
编辑：Stephan 2018-10-18
Hi,
i do not know CPLEX - but if i would have to do this with Optimization Toolbox i would use:
f_val = @(X)obj_func(X,P);
function result = obj_func(X,P)
result = sum((P+X).^2);
end
The function should be at the end of the script or be saved in a .m-file named obj_func.m.
The min is not needed for Optimization Toolbox, since the solvers do this by theirself. I dont know how CPLEX behaves at this point.
Best regards
Stephan
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Mathias Dirksmeier
Mathias Dirksmeier 2018-10-19
编辑：Mathias Dirksmeier 2018-10-19
Hi, sorry, I just found a proper solution. There is a specific solver to this problem:
[x,resnorm] = cplexlsqmilp(C,d,...)
I guess apart from Cplex your solution would have worked.

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