Optimization of an simple problem with multi parameters

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Numan 2012-10-1

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Hello,

I just want to do any easy optimization with matlab, but i need a tip how to do it.

Here is the question:

I have 3 different parameters (a,b,c) which are effecting the result and one result (d). I need to minimize the result by changing the paramaters. How can i do it matlab?

Example:

a=50 b=100 c= 90 -----> d=45

a=80 b=70 c= 60 -----> d=23

a=20 b=65 c= 40 -----> d=58

a=30 b=134 c= 93 -----> d=71

a=40 b=150 c= 36 -----> d=62

a=54 b=100 c= 24 -----> d=25

a=? b=? c=? -------> Min(d) ?

thank you

回答（1 个）

Matt J 2012-10-1

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Use an Optimization Toolbox function if you've got it

http://www.mathworks.com/help/optim/functionlist.html

Otherwise, try the FMINSEARCH command.

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Matt J 2013-8-3

编辑：Matt J 2013-8-3

在 MATLAB Online 中打开

As Roger told you here,

http://www.mathworks.com/matlabcentral/answers/83764-maximising-with-dynamic-parameters

we would have to see the full form of the function you're maximizing (and the constraints) to know whether fmincon is applicable. ln(1+a*x1+b*x2) is obviously not the full form, because you say that a,b are further functions of x1,x2. So you really have

max ln(1+a(x1,x2)*x1+b(x1,x2)*x2)

We have to know what the dependences a(x1,x2) and b(x1,x2) look like. For one thing, fmincon will only solve 2nd order smooth problems, so we need to know if a() and b() satisfy those smoothness conditions.

econgrad 2013-8-11

Thanks for your reply, actually I have something like this: a=a(x1,x2,c1,c2) and b=b(x1,x2,c1,c2). When x1 and x2 changes, c1 and c2 would also change and that change has to obtained by finding the fixed points of a(x1,x2,c1,c2) and b(x1,x2,c1,c2). After finding the new c1,c2 by fixed point iteration, I get a new a(x1,x2,c1,c2) & b(x1,x2,c1,c2).

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