fmincon or linprog use in minimization?

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bus14
bus14 il 17 Apr 2019
Modificato: Torsten il 17 Apr 2019
Hi community,
As I am busy trying to optimize the function I encouter quite some difficulties. As I am not certain which optimization function to use( fmincon or linprog)? The letters are vectors and A is a m*n matrix. I am trying to optimize the values of Z & Y. In which antother problem arises as well, since z and y have different dimensions. Z is a 1x1 vector ( a number) and Y is a 2x1 vector. Does someone has a tip on which function to use and how to deal with the dimensional problems of the decision variables? Thankyou
min (l-q).'*z-s.'*y
s.t. y=x-A.'*z
0<z<d , y>0

Risposta accettata

Torsten
Torsten il 17 Apr 2019
Modificato: Torsten il 17 Apr 2019
l = 0.25;
q = 2;
s = 1;
A = 1;
x = 20;
d = 15;
f= [-s, l-q];
Aeq = [1, A];
beq = x;
lb = [0, 0];
ub = [Inf, d];
sol = linprog(f,[],[],Aeq,beq,lb,ub);
y = sol(1)
z = sol(2)
  2 Commenti
bus14
bus14 il 17 Apr 2019
thank you a lot, one question that remains is how you came to the formulation of Aeq[1, A] and beq=x as for me it is vague how Aeq and beq are constructed from the given constraint.
Torsten
Torsten il 17 Apr 2019
Modificato: Torsten il 17 Apr 2019
1*y + A*z = x <-> [1, A]*[y;z] = x <-> Aeq*[y;z] = beq

Accedi per commentare.

Più risposte (2)

bus14
bus14 il 17 Apr 2019
for the first instance my goal is to let the optimization problem work with the following values for x,A,l,q
L=[0.25]
Q=[2 ]
S=[1 ]
A= [1]
X= [20]

bus14
bus14 il 17 Apr 2019
thank you a lot, so linprog is indeed the one to use as my objective function is a linear function.

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