variable declaration for optimization
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hello,
I am writing a code where I need to declare two variables which will be used for optimization in further, i.e,
a,b -----> variable(a=complex, b=real)
x=h1*a^2+h2*b^2+h3;------>h1,h2,h3 are constants
x=objective of optimization problem
what will be the code to declare 'a' and 'b';?
4 Comments
Walter Roberson
on 31 Oct 2020
You do not define variables for solver based optimization: you define a function that accepts a vector of values.
Accepted Answer
Ameer Hamza
on 31 Oct 2020
Only specify them as input of function handle. Normal procedure is something like this
h1 = 2;
h2 = 3;
h3 = 1;
x = @(a, b) h1*a^2+h2*b^2+h3;
objFun = @(p) x(p(1),p(2));
MATLAB optimization functions expect that the function handle only accepts one multi-dimensional input. Therefore, we converted 'x' with two scalar inputs to objFun with a single 2-dimensional input vector. Then use an optimization solver, such as fmincon()
sol = fmincon(objFun, rand(2,1))
10 Comments
Walter Roberson
on 31 Oct 2020
Separate the real part of the complex variables from the imaginary part. Return the norm of the expression.
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