Problem with cumsum in optimisation problem

Question

Nick Varnas 2020-9-17

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https://ww2.mathworks.cn/matlabcentral/answers/595144-problem-with-cumsum-in-optimisation-problem

回答： Sai Sri Pathuri 2020-9-22

Hi there,

I have an issue that i dont clearly understand. I am trying to write some optimisation code using cumsum but i dont understand how cumsum works. So i used the following example:

I am creating an optimisation variable and perform the sum operation on it as well as the multiplication. However, when i try to perform cumsum i get the following error. I dont get why is this happening. Cumsum is supported operation and when used with an optimisation array it should return the corresponding optimisation expression. Below are the supported operations returning optimisation expressions. I am using R2019b

https://au.mathworks.com/help/optim/ug/supported-operations-on-optimization-variables-expressions.html

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Answer 1

Sai Sri Pathuri 2020-9-22

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https://ww2.mathworks.cn/matlabcentral/answers/595144-problem-with-cumsum-in-optimisation-problem#answer_498421

cumsum function has no support optimization variables in R2019b (You can find below the link of the above doc page of R2019b). This support has been added from R2020a. Kindly upgrade to R2020a/R2020b to use cumsum function with optimization variables.

Release Notes of Optimization toolbox: https://in.mathworks.com/help/optim/release-notes.html?rntext=cumsum&startrelease=R2020a&endrelease=R2020a&groupby=release&sortby=descending&searchHighlight=cumsum

2019b doc page for 'Supported Operations on Optimization Variables and Expressions': https://in.mathworks.com/help/releases/R2019b/optim/ug/supported-operations-on-optimization-variables-expressions.html