How to find max and min value of a function ?
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Hi ... I have a function u_g
a=2; b=2; c=1; e=0.75 ; l=0.5;
u_g = @(x, x_e, N)(-0.5*a*x.^2+b*(x-x_e)-c*(N.^l)+e*u_p(x,x_e,N));
x and N are variables, the rest of them are parameters... I want to find the value of x which will bring u_g the maximum value and corresponding max value of u_g
and I want to find the value of N which will bring minimum value to u_g and corresponding value of u_g ..how can I do it ?.. do I have to fix one of the variables?
回答(3 个)
Abdolkarim Mohammadi
2020-5-22
编辑:Abdolkarim Mohammadi
2020-5-22
Finding the value of inputs that minimzes or maximizes the objective function value is an optimization problem. If your function is linear, then you run the following code and optimize your function:
[x, fval] = linprog (u_g, [], []);
If your function is unimodal and relatively smooth, then you run the following code and optimize your function:
[x, fval] = fmincon (u_g, x0, [], []);
And if the landscape of your function is unknown, i.e., you don't know whether it is linear, nonlinear, multi-modal, non-smooth, etc, then you run the following code and optimize your function:
nvars = 3;
[x, fval] = ga (u_g, nvars);
You can refer to the documentation of each solver for more information.
2 个评论
John D'Errico
2020-5-22
You seem to be advocating linprog for all problems. (At least those I've seen you answer.) Note that this is NOT a linear objective, so linprog is completely useless here.
Abdolkarim Mohammadi
2020-5-22
I just wanted to give a general idea of the optimization tools besides the nonlinear ones that are suitale for those problems.
Walter Roberson
2020-5-22
a=2; b=2; c=1; e=0.75 ; l=0.5;
u_g = @(x, x_e, N)(-0.5*a*x.^2+b*(x-x_e)-c*(N.^l)+e*u_p(x,x_e,N));
funmin = @(xxeN) u_g(xxeN(1), xxeN(2), xxeN(3));
funmax = @(xxeN) -u_g(xxeN(1), xxeN(2), xxeN(3));
lb = [-10 -10 -10]; %adjust as appropriate
ub = [10 10 10]; %adjust as appropriate
xxeN0 = [-.1 .2 .3]; %initial guess
[best4min, fvalmin] = fmincon(funmin, xxeN0, [], [], [], [], lb, ub);
[best4max, fvalmax] = fmincon(funmax, xxeN0, [], [], [], [], lb, ub);
0 个评论
Cristian Garcia Milan
2020-5-22
I think that what you want is the function
fminbnd(fun)
that finds local minimum.
If you use
fminbnd(-fun)
you will get it max.
3 个评论
Cristian Garcia Milan
2020-5-22
How about using symbolic toolbox? Then you can derivate alomg x or N and solve making equal 0
另请参阅
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