optimizing each element of a matrix based on the elements of another matrix

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Susan 2019-4-29

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评论： Susan 2019-4-29

Hi MATLAB experts,

I have an objective function which is a matrix. Each element of this matrix is a function of another matrix, as it is shown in the code below. "objfun(i,j,m,k)" is a function of "ptilda (i,j,k,m)" for all k,m,i,j but I would like to maximize this specific objfun (I mean for a specific i,j,m,k) w.r.t "ptilda (i,j,k,m)".

Any idea, how I can do that?

I am using fmincon() and getting the following error:

Supplied objective function must return a scalar value.

So, I guess I should go for gamultiobj (), rigth? But I don't know how to implement that. rigth now my constraints are in the format of

lb <= ptilda <= ub and A*ptilda <= b and c(ptilda)<= 0

where ptilda is a matrix of size (max(I(:)), numel(I), numel(M), max(M(:))).

If I use gamultiobj(), how will the constraints change?

Thanks in advance. Your help would be greatly appreciated.

objfun = zeros(max(I(:)), numel(I), numel(M), max(M(:)));
for k = 1 : K
    for m = 1 : M(k)
        for j = 1 : J
            for i = 1 : I(j)
                objfun(i,j,m,k) = G(ptilda (i,j,k,m));% is a function of ptilda (i,j,k,m)
                
            end
        end
    end
end