How to solve a dual problem through Matlab
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Hi, there,
How can I solve an optimization problem like following:
max_{\rho} min_{u} 1/2 * u^T * K(\rho) * u - f^T * u
the stiffness matrix K is related to the outer maximize problem design variable \rho. the inner minimize problem is the equilibrium with design variable u (displacements). The force vector f is given.
Thanks
Kai
采纳的回答
The inner minimization can be solved analytically
u_min=K(rho)\f
and the problem reduces to
min_{rho} f^T * K(rho)\f
You could try using FMINUNC to solve it, although it's not clear how dense the local minima might be or how you would come up with a good initial guess. The Global Optimization Toolbox might be necessary.
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