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Need help regarding optimization

3 次查看(过去 30 天)
Gimpy
Gimpy 2012-8-15
关闭: MATLAB Answer Bot 2021-8-20
Hi, here's the operation I want to do
1. the following operations:
A=rand(10,2)*100;
B=rand(10,2)*100;
c=[ones(10,1)*80.5 ones(10,1)*89.27];
result=A-B;
result(~(A-c>=0)) = 0
2. the following optimization (wich i don't know how to do exept with a looop but I want something faster and more straight forward)
I want to do the sum of the variable"results" and get the maximum.In this case the result would be in the form of: 1x2
So clearly I want to find the "c" that maximise "result2":
result2=sum(result)
(in the previous example the "c" were 80.5 and 89.27
So the point is when we do
result=A-B;
result(~(A-c>=0)) = 0
Some "A-B" yield a negative results so I want to find the c that
optimize positively. Let's set the "c" as c1 and c2
the final optization is going to be in the following dimesnion:
c=[ones(4,1)*c1 ones(4,1)*c2];
Thank you in advance
Gimpy
  7 个评论
Gimpy
Gimpy 2012-8-15
编辑:Gimpy 2012-8-15
the value the values of 37.1 and 50 come from trial and error in Excel by testing:
=IF(A2>=C2,(A2-B2),0)= 28
=IF(A3>=C3,(A3-B3),0)=0
=IF(A4>=C4,(A4-B4),0)=0
=IF(A5>=C5,(A5-B5),0)=40
In this case it's the result we are looking for.
Gimpy
Gimpy 2012-8-15
Here’s my problem with more explanation again:
Matrix A,B,C :22 500 x18
Matrix c : each colum are scalar
Exemple :[50;50;50;50 72.25;72.25;72.25;72.25]
… Here’s what I want to do :
For each elements in A, lets call them ai, if ai >ci then
ai - bi
else
ai - bi =0
Here’s what I do in matlab(for simplification I do a 4x1)
a1=[88;57;42;100];
a2=[98;87;32;80];
A=[a1 a2];
b1=[78;5;32;106];
b2=[88;87;35;88];
B=[b1 b2];
c=[ones(4,1)*80.5 ones(4,1)*89.27];
result=A-B;
result(~(A-c>=0)) = 0
result2=sum(result)
****Now here’s the point : I want to find the matrix c that’s going to maximise :
result2=sum(result).
The results should be an interval
In the revious example I’am expecting MATLAB to give something like:
resultat2= 68
C_lower= 37
C_upper=45
Or at least one one of the 2 results (37 or 45).
I found this result by calculating result2=sum(result) by trial and error until
I get the maximum value(result2=68).
Please keep I mind that I want to work with 22500x18

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