What optimization method can be used to solve the following optimization problem?

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Arseniy Sleptsov 2020-12-3

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评论： Arseniy Sleptsov 2020-12-17

采纳的回答： Matt J

Dear All,

I am trying to find the right method to solve the following optimization problem:

are given scalar constants.

Each

is given. There are n of them: let's say Z is a vector of n elements.

Each

is given. There are n of them: let's say C is a vector of n elements.

are also elements of corresponding vectors

of n elements.

It would be great to see similar example or any ideas to tutorials.

Thanks

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Answer 1

Matt J 2020-12-3

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编辑：Matt J 2020-12-3

linprog would be appropriate. You could also use the problem-based framework to set up the problem.

https://www.mathworks.com/help/optim/ug/problem-based-workflow.html

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Arseniy Sleptsov 2020-12-17

Thanks, Matt.

I managed to fit to the linprog the problem.

I have another question: what if in

I have two variables

and

(let's say one of them is integer)?

I saw MINLP, but there was no such problem solved.

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What optimization method can be used to solve the following optimization problem?

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