Optimizing two vectors of different sizes

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Adam Rish
Adam Rish 2021-5-20
编辑： Matt J 2021-5-24
I am working to optimize the following problem:
r=optimvar('r',size(S,1),'LowerBound',0,'UpperBound',1);
B= optimvar ('B', size(dm,2));
p=prob2matrices({r, B},'Constraints', sum(r)<=1);
%Solving optimization problem
Roptimal=lsqlin([S', 1], dm(:), p.Aineq,p.bineq,[],[],p.lb,p.ub)
Where S is a n x m matrix, and dm is a m x 1 matrix. The result is that r (n x 1 natrix) and B (m x 1 matrix) are different sizes, and cannot be concatenated. The equation I am essential trying to solve is as follows:
%minimize "e2"
e= dm - (S'*r+B)
e2= e*e'
I recogonize I am probably not using an appropriate function. Any help would be greatly appreciated.
  2 个评论
Nagasai Bharat
Nagasai Bharat 2021-5-24
Hi,
From the equation (r' * S) would be a 1 x m matrix whereras B is a m x 1 matrix. Try to cross-check as a transpose of B would be needed to have an addition operation.
Adam Rish
Adam Rish 2021-5-24
编辑：Adam Rish 2021-5-24
So I adjusted my inputs, but am still getting the same error. Here is what I've written
r=optimvar('r',size(S,1),'LowerBound',0,'UpperBound',1);
p=prob2matrices({r},'Constraints', sum(r)<=1);
%Solving optimization problem
Roptimal=lsqlin([S', I], dm(:), p.Aineq,p.bineq,[],[],p.lb,p.ub)
So the equation I am trying to solve/minimize using lsqlin is the following:
S'*r+B-dm
Where I am trying to solve for r (n x 1 matrix) and B. S is still a n x m matrix, and dm is a 1 x m matrix. S'*r is therefore a m x 1 matrix. The problem is that I need B to be an m x 1 matrix but the requirement of multiplier I seems to prevent me from doing that

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Matt J
Matt J 2021-5-24
编辑：Matt J 2021-5-24
r=optimvar('r',n,'LowerBound',0,'UpperBound',1);
B= optimvar ('B', m);
[p,idx]=prob2matrices({r, B},'Constraints', sum(r)<=1);
C=nan(m,m+n);
C(:,idx.r)=S';
C(:,idx.B)=eye(m);
Roptimal=lsqlin(C, dm(:), p.Aineq,p.bineq,[],[],p.lb,p.ub);
sol=x2sol(Roptimal,idx), %solution

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