Minimize a function with inequality constraint.

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Imane hammou ouali 2021-6-10

评论： Imane hammou ouali 2021-6-11

Hello community

Please, can you help me solving this problem.

I have a function to minimize.

F(t)=0.5( 0.7*P(t)+0.7*P(t+1) ) + 0.5*(t-1)^2

where

P is a vector; P=[0.3 0.4 0.2 0.7 0.1 0.6 0.3 0.1 ]

t is an integer variable that must be 1<= t <=5

I have to find the values of t

Thanks in advance.

Chunru 2021-6-11

P=[0.3 0.4 0.2 0.7 0.1 0.6 0.3 0.1 ]; % Assuming these are P(1), P(2), ...

F = zeros(5,1);

for t=1:5

F(t)=0.5*(0.7*P(t)+0.7*P(t+1) ) + 0.5*(t-1)^2;

end

[Fmin, idx] = min(F);

figure;

plot(1:5, F, '-', idx, Fmin, 'ro' )

Thank you so much

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