optimizing linprog 2 variables with different dimensions
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my function to optimize is min (l-q).'*z-s.'*y in which .' indicates the transpose.
the constraints for this fucntion are y=x-A1.'*z 0<z<d , y>0 z&y are the decision variables
The given data to use in the function is given below. The difficulty that arises is that the variables of Z & Y do not have the same dimensions as z=[Z] and y=[Y1;Y2] when trying to solve this function. An error pops up: Error using linprog (line 222)
The number of rows in Aeq must be the same as the number of elements of beq. This is because x has 2 rows in my case and Aeq only 1. I cannot find a propper definition for Aeq so that my function works.
does anyone have an idea how I can fix this? Or best handle optimizing 2 variables with different dimensions?
l = 0.25;
q = 2;
s = 1;
A1 = [1, 1];
x = [20;25];
d = 120;
f= [-s.', l-q.'];
Aeq = [1, A1];
beq = x;
lb = [0, 0];
ub = [Inf, d];
sol = linprog(f,,,Aeq,beq,lb,ub);
y = sol(1)
z = sol(2)
Torsten on 17 Apr 2019
V = [V(1) V(2) V(3)] = [z y(1) y(2)]
as "combined" solution vector and write all your equations in V instead of z and y.
Then you'll easily see how to set f, Aeq, beq, lb and ub.