Optimization of a unknown vector variable

1 次查看(过去 30 天)
Hello ,
I have a code
a,b -----> variables should be vector(like a=[a1,a2,a3,a4])
x=h1*a^2+h2*b^2+h3;------>objctive fun(h1,h2,h3 are constants let say which has 1*4 value)
---->constraints are also present here.. so I am writting the code like
for i=1:4
x(i)=h1(i)*a^2+h2(i)*b^2+h3(i)
end
obj=sum(x);----->(objective function is basically summation of x )
x0=[1,1];
lb = [];
ub = [];
Aeq = [];
beq =[];
A = [];
b = [];
fun=@(p) obj(p(1),p(2));
nonlcon =@constraintfcn;
opts = optimoptions('fmincon','Display','iter','Algorithm','sqp');
[x_value,fval] = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,opts);
But I am not getting the ans,I want optimized value as vector .
  2 个评论
Matt J
Matt J 2020-11-27
Quite unclear, I'm afraid. What is the for-loop supposed to be doing? Do you have more than one objective to minimize? Why does the right hand side not depend on i?
Soumili Sen
Soumili Sen 2020-11-28
编辑:Soumili Sen 2020-11-28
yes, you are right. My objective function is summation of 'x' (I have modified my code), and the unknown optimized veriables are vector. so how can I continue to find the values?

请先登录,再进行评论。

采纳的回答

Matt J
Matt J 2020-11-28
编辑:Matt J 2020-11-28
H1=sum(h1);
H2=sum(h2);
H3=sum(h3);
obj=@(a,b) H1.*a.^2 +H2.*b.^2+H3;
x0=[1,1];
lb = [];
ub = [];
Aeq = [];
beq =[];
A = [];
b = [];
fun=@(p) obj(p(1),p(2));
nonlcon =@constraintfcn;
opts = optimoptions('fmincon','Display','iter','Algorithm','sqp');
[x_value,fval] = fmincon( fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,opts);
  12 个评论
Matt J
Matt J 2020-11-29
You're welcome, but please Accept-click the answer if you consider the matter resolved.

请先登录,再进行评论。

更多回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Surrogate Optimization 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by