solve non-linear optimization problem
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how to maximize this nonlinear function z and find the value of x and y,
z= 0.031 {0.009[exp(x-z)-1]+x/1.14}-(-1+√(1+y^4/x))/y
10<=x<=20 and y>=0
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Matt J
2021-4-26
With fmincon, if you have Optimization Toolbox.
19 个评论
Hayam Wahdan
2021-4-26
The main problem of this optimization problem, the objective function z is calculated in terms of the same value of z
Hayam Wahdan
2021-4-26
After this assumption, the problem contains three decision variables x,y and z?
Hayam Wahdan
2021-4-26
How fminco function solve this optimization problem
Min -Z
St
Z-....=0
d>=100
d<=300
v>=0
Matt J
2021-4-26
Did you already get it to work on your original problem, and if so how is this new version different?
Hayam Wahdan
2021-4-26
I want to ask, can this function solve this optimization problem subject to non-linear constraints
Matt J
2021-4-26
编辑:Matt J
2021-4-26
I want to ask, can this function solve this optimization problem subject to non-linear constraints
Yes, see this example in the documentation:
Note that you don't really have to ensure that the initial guess satisfy the constraints, as they do in the example, but it can be beneficial to do so.
Hayam Wahdan
2021-4-27
Can you help me in writing this MATLAB function Min -Z St z= 0.031 {0.009[exp(x-z)-1]+x/1.14}-(-1+√(1+y^4/x))/y 10<=x<=20 and y>0
Walter Roberson
2021-4-28
编辑:Walter Roberson
2021-4-28
fmincon thinks you can get an arbitrarily large result if you make y arbitrarily large.
format long g
obj = @(xyz) -xyz(3);
A = []; b = []; Aeq = []; beq = [];
lb = [10, realmin, -inf];
ub = [20 1e9 1e9];
nl = @(x,y,z) 0.031*(0.009*(exp(x-z)-1)+x./1.14)-(-1+sqrt(1+y^4./x))./y - z
nl = function_handle with value:
@(x,y,z)0.031*(0.009*(exp(x-z)-1)+x./1.14)-(-1+sqrt(1+y^4./x))./y-z
nonlcon = @(xyz) deal(nl(xyz(1), xyz(2), xyz(3)), []);
xyz0 = [.1 .2 .3]
xyz0 = 1×3
0.1 0.2 0.3
[best, fval] = fmincon(obj, xyz0, A, b, Aeq, beq, lb, ub, nonlcon)
Local minimum found that satisfies the constraints.
Optimization completed because the objective function is non-decreasing in
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.
best = 1×3
17.9264664551072 190469849.537475 999999999.999999
fval =
-999999999.999999
Walter Roberson
2021-4-28
Please re-check your equations. I suspect that the sqrt() is intended to extend over the /y as well, which is not what you have coded.
Hayam Wahdan
2021-4-28
Thank you very much for your quick reply,
when i tried this code, gave me error in this line
[best, fval] = fmincon(obj, v0, A, b, Aeq, beq, lb, ub, nonlcon)
Hayam Wahdan
2021-4-28
Error using barrier
Nonlinear constraint function is undefined at initial point. Fmincon cannot continue.
Error in fmincon (line 798)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
Error in nonlinear (line 11)
[best, fval] = fmincon(obj, vdJ0, A, b, Aeq, beq, lb, ub, nonlcon)
Hayam Wahdan
2021-4-28
编辑:Walter Roberson
2021-4-28
format long g
obj = @(xyz) -xyz(3);
A = []; b = []; Aeq = []; beq = [];
lb = [100, realmin, -inf];
ub = [300 1e9 1e9];
%nl = @(x,y,z) 0.031*(0.009*(exp(x-z)-1)+x./1.14)-(-1+sqrt(1+y^4./x))./y - z
w=10^-15*exp(-2.897*10^22*25^-1);
nl = @(x,y,z) 0.055*(w*(exp(5802*(x-19.5*z))-1)+x./1.14)-(-1+sqrt(1+0.5272*y^4./x^2.))/(2.6328 *10^9*y) - z;
nonlcon = @(xyz) deal(nl(xyz(1), xyz(2), xyz(3)), []);
xyz0 = [.1 .2 .3];
[best, fval] = fmincon(obj, xyz0, A, b, Aeq, beq, lb, ub, nonlcon)
Walter Roberson
2021-4-28
w=10^-15*exp(-2.897*10^22*25^-1);
You badly need to rescale !!
exp(-1158800000000000000000) is about
Effectively your w is 0.
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