finding a vector that minimises a a sum of series

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Hi! I'm new and do not have a lot of knowledge regardering Matlab.
I would like to find a vector that minimises function , where A is matrix and is given; A = [1 2 3 2; 1 0 2 0; 2 3 0.5 4].
Thanks for your answer! :)
Eva
  4 个评论
Matt J
Matt J 2021-2-9
编辑:Matt J 2021-2-9
The sum you have written is over the first 3 columns of A. Why is the 4th column of A unused?
Eva12345
Eva12345 2021-2-9
编辑:Eva12345 2021-2-9
The 4th column of A is unused because I gave a matrix A just for example, so I would like to solve this optimization problem in general, the only important thing is that matrix A has 3 or more columns.
Do you maybe know how to write code for the problem described above? I would really appreciate your answer.
Eva

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回答(1 个)

Preyas Sharma
Preyas Sharma 2022-1-25
Hi Eva,
As per my understanding you need to find a vector x that can minimise your given function. In order to achieve it. you can use fmincon function
A = [1 2 3 2; 1 0 2 0; 2 3 0.5 4];
lb = [0,0,0];
ub = [1,1,1];
x0 = (lb + ub)/2;
Aeq = [1 1 1];
beq = [1];
fun = @(x)(max([x(1) x(2) x(3)]*A(:,1:3)));
[x,y] = fmincon(fun,x0,[],[],Aeq,beq,lb,ub);
Expected output:
x =
0.0489 0.5315 0.4196
y =
1.4196
here the constraint is satisfied and the function is minimised.
Hope that resolves your doubt.

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