Optimization function with a summation

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Ricardo López
Ricardo López 2021-1-10
评论： Matt J 2021-1-10
Good afternoon,
I have the following code:
C_H = [C_H1 C_H2 C_H3 C_H4 C_H5];
PV = reshape(PV_SAM,[52560,1]);
j = 144;
fun =zeros(144,5);
b = zeros(144,5);
for i=1:j
fun(i,:) = (C_H(i,:) - b(i).*PV(i));
end
f_sum = sum(fun,'all');
Does anyone know how to optimize the variable b so the value of f_sum is minimum?
Thank you
  4 个评论
显示 2更早的评论
Matt J
Matt J 2021-1-10
C_H does not affect the optimization at all and PV only has one column, so giving b 5 columns is only creating extra redundant variables.

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回答（1 个）

Matt J
Matt J 2021-1-10
The solution is simply,
b = zeros(144,5);
b(PV(1:j)>0,:)=1;
  2 个评论
Ricardo López
Ricardo López 2021-1-10
The sum of all of them should be one and the solution that this is giving is just 1 for all 5 columns.
Matt J
Matt J 2021-1-10
编辑：Matt J 2021-1-10
[~,i]=max( PV(1:j));
b = zeros(144,5);
b(i,1)=1;

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