How can I write summationn constraints for an optimization problem?
显示 更早的评论
Good morning,
I would like to optimize the following equation:
min 
with the following contraints:
x>0
Where 
is a known set of values, 
is equal to a [288x1] vector and 
is also known as a [288x1] vector.
is a known set of values, is equal to a [288x1] vector and is also known as a [288x1] vector. How can I add those constraints? I am trying to use x=fmincon(fun,x0,A,b,Aeq,beq);
Thanks!
采纳的回答
fmincon is not the best tool to use for a linear program. In the problem-based framework, you can set up the problem to be solved with linprog() as follows:
x=optimvar('x',size(c),'LowerBound',0);
prob=optimproblem('Objective',x.'*price);
prob.Constraints.sumx=sum(x-c)==0;
sol=solve(prob);
2 个评论
Ricardo López
2020-9-29
Thanks! that works but it gives just one minimum. 
is electricity consumption and price is the price at every time i. I would like to re-locate that consumption in a "real" way. Not just finding a minimum in price and consume everything there.
is electricity consumption and price is the price at every time i. I would like to re-locate that consumption in a "real" way. Not just finding a minimum in price and consume everything there. Idk if I shoud add more constraints then, but it worked with the optimization tool in Matlab. Thing is, I would like to have or understand the code behind it.
Thanks!
Matt J
2020-9-29
Thing is, I would like to have or understand the code behind it.
TMW will not provide the code, but there are algorithm descriptions here
It sounds like we have answered your original question, so I encourage you to Accept-click the answer. If you have spin-off questions, it would be best if you pose them in a separate thread.
更多回答（1 个）
Ameer Hamza
2020-9-29
Something like this
price = rand(288, 1); % example value
c = rand(288, 1); % example value
sum_c = sum(c);
x0 = rand(288, 1); % initial guess
fmincon(@(x) price.'*x, x0, [], [], [], [], [], [], @(x) nlcon(x, sum_c)) % price.'*x is same as sum(price.*x)
function [cneq, ceq] = nlcon(x, sum_c)
cneq = [];
ceq = sum(x) - sum_c;
end
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