Surrogate optimization with different size constraints

3 次查看（过去 30 天）
David Franco
David Franco 2021-3-1
评论： David Franco 2021-3-1
I have this problem for optimization (22-dimensional):
Min sum(t1/x1,t2/x2,...,t22/x22)
Subject to:
x1 + x2 + ... + x22 -140 - tol <= 0
-x1 - x2 - ... - x22 +140 - tol <= 0
-x1 <= -1
-x2 <= -1
...
-x22 <= -1
In surrogate optimization I have to add the constraints into the objective function handle, like this:
function F = transport(x)
% transporte is a 22-D problem
D = 22;
t = [3717,4982,3688,4337,6405,3769,3968,4900,5746,5753,7388,2832,4182,3618,4009,5291,5710,3742,3875,3436,5167,3950];
z = sum(t./x);
tol = 1e-3;
c1 = [sum(x) - 140 - tol;sum(-x) + 140 - tol];
A = ones(1,D)*(-1);
A = diag(A);
b = ones(D,1)*(-1);
c2 = A - b;
c = [c1 c2];
F.Fval = z;
F.Ineq = c;
end
I get this error, because c1 and c2 have different sizes:
Dimensions of arrays being concatenated are not consistent.
How can I create this constraints and pass to surrogate model?
My script:
% Mixed Integer Surrogate Optimization
clear all %#ok
close all
clc
rng default
D = 22;
lb = ones(1,D);
ub = ones(1,D)*10;
IntCon = 1:D;
options = optimoptions('surrogateopt','ConstraintTolerance',1e-6,'ObjectiveLimit',1e-6);
[xmin,fval,exitflag,output] = surrogateopt(@transport,lb,ub,IntCon,options);
Thanks a lot!

请先登录，再回答此问题。

采纳的回答

Alan Weiss
Alan Weiss 2021-3-1
Your problem is this line:
c = [c1 c2];
The variable c1 is a 2-by-1 column. c2 is, I think, a 22-by-22. Maybe a 22-by-1. In any case, they cannot be concatenated like this.
Alan Weiss
MATLAB mathematical toolbox documentation
  2 个评论
David Franco
David Franco 2021-3-1
You're right, Alan. I found on the page Solve Feasibility Problem the answer:
c(:,1:2) = [sum(x) - 140 - tol, sum(-x) + 140 - tol];
c(:,3:D+2) = (sum(A,2) - b)';
Each column in the structure field Ineq is a constraint.
Write each inequality as a function c(x), meaning the inequalities c(x) ≤ 0.
Thank you!
David Franco
David Franco 2021-3-1
Interesting that both GA and Surrogate in Matlab gave me a worse response than GA in Excel. And Surrogate was much slower.

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Surrogate Optimization 的更多信息

标签

产品


版本

R2020b

Community Treasure Hunt

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

Start Hunting!

Translated by