Optimization of discontinuous function where function constants come from an array.

Question

Amalia Diaz 2019-7-25

1
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/473420-optimization-of-discontinuous-function-where-function-constants-come-from-an-array

评论： Matt J 2019-7-29

Hello!

I am sort of new to matlab and haven't been able to find a clear answer to my problem. Thanks in advance for the help! Here's the issue:

I am analyzing solar power production (x) with an hourly resolution (8760 hours in a year) over 15 years. I want to minimize "forgone revenues" in a proyect defined by the sum of energy that can't be used (N) throughout the whole proyect (reason irrelevant here). So my optimization problem is:

A and m are different for every hour and every year, i.e. each is an 8760x15 array.

The issue here is that I don't know how to define N so that I can find the optimum with Matlab since it is also an 8760x15 array. I assume an if-else statement won't work as an input to a the Optimization toolbox functions such as linprog(), fmincon() or ga(). I tried a piecewise / handle function:

N = @(x) (0).*((Ax + m)<=n) + (Ax + m - n).*((Ax + m)>n);

But the conditional doesn't seem to work when I evaluate it with feval. For example, for lower values of x I am 100% sure I should get some N=0, but I don't. I assume the handle function doesn't work when the function constants are arrays.

Also, I believe linprog() and fmincon() won't work for discontinuous functions, any suggestions on what optimization function I might be able to use?

I am so new that I am not sure what else I should explain, so feel free to ask questions to help me solve mine. Thanks again!

2 个评论
显示无隐藏无

Torsten 2019-7-25

编辑：Torsten 2019-7-25

Try A*x instead of Ax :-)

And I'd use

N_i,y = max(0,A*x+m-n).

Amalia Diaz 2019-7-25

编辑：Amalia Diaz 2019-7-25

Thank's for the fast reply Torsten! That works to define the function quite well.

What function would you suggest to run the optimization? For this problem my constraints depend on that same N, so they are dependent constraints, that is:

N_i,y - U_i,y = n - m; where U is a function similar to N_i,y in form

and

A*x <= n - m; (This one doesn't depend on N , though)

Thank you!

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Matt J 2019-7-25

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/473420-optimization-of-discontinuous-function-where-function-constants-come-from-an-array#answer_384793

Reformulate the problem as the following linear program in x and N_{i,y}

The solution has to have the property that N_{i,y}=max(0,A*x+m-n), because otherwise there would be room to further reduce N_{i,y} without violating the constraints.

2 个评论
显示无隐藏无

Amalia Diaz 2019-7-25

Thank you! I'll try this and see if it works.

Matt J 2019-7-29

You're welcome, but if it does work, please Accept-click the answer.

请先登录，再进行评论。

Optimization of discontinuous function where function constants come from an array.

2 个评论
显示无隐藏无

采纳的回答

2 个评论
显示无隐藏无

更多回答（0 个）

另请参阅

类别

标签

Community Treasure Hunt

Optimization of discontinuous function where function constants come from an array.

2 个评论 显示 无隐藏 无

采纳的回答

2 个评论 显示 无隐藏 无

更多回答（0 个）

另请参阅

类别

标签

Community Treasure Hunt

2 个评论
显示无隐藏无

2 个评论
显示无隐藏无