Switching model parameters for optimization problem
显示 更早的评论
Hi everyone,
I am currently working on a classic quadratic optimization problem, which I solved with
sol = quadprog(H,f,A,b,Aeq,beq,lb,ub,x0,options)
The solution is a state of energy trajectory subject to the differential equation given below:
The state of energy dynamics are formulated as equality constraints (
, 
), so I can use them for the quadprog solver.
, ), so I can use them for the quadprog solver.My issue here is that the battery efficiency η switches between two values (
, 
) according to the sign of the input/output 
. My current solution is only based on 
, no matter which sign 
has, because I wasn't sure how to put such an "if-statement" in the solver.
, ) according to the sign of the input/output . My current solution is only based on , no matter which sign has, because I wasn't sure how to put such an "if-statement" in the solver.How can I consider this in my optimization formulation? Can I still use quadprog or do I have to use some other methods?
Best Regards
Sean
2 个评论
Sean Shugar
2021-4-26
Hi Matt,
First I formulated the equation as a state space system 
% System dynamics (continous) of battery
Ac = -1/tau;
Bc = [eta_ch/C_E];
n = length(Ac(1,:)); % state dimension
m = length(Bc(1,:)); % input dimension
sysc = ss(Ac,Bc,eye(n),zeros(n,m));
where the state of energy 
is my state and 
my input.
is my state and my input.I then formulated the state space equation as an equality constraint 
where x is my state of energy trajectory 
and u my corresponding power input/ouput trajectory 
.
where x is my state of energy trajectory and u my corresponding power input/ouput trajectory . So I wanted quadprog() to find the optimal state of energy and power input/output trajectory subject to my cost function. Formulating the cost matrices is easy but the value B which is multiplied to the power input/output changes according to the sign of u. This is where I'm stuck, because I don't know how to consider this switching value of B in quadprog.
Best Regards
Sean
回答（1 个）
I'm assuming x is unknown and u is known. Wouldn't it then just be,
Ppos=(u>=0);
Bu=nan(size(u)); %the vector B*u
Bu(Ppos)=u(Ppos)*eta;
Bu(~Ppos)=u(~Ppos)/eta;
类别
在 帮助中心 和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息
2021-4-26
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
