Problem With GA toolbox?
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i have a problem.. i have a function to minimize..
say F(x)=x(1)^4.5+x(2)/x(3)+x(4)*100+x(5)
the values of the decision variables lie between 1 and 24. And they should only be from this set [1 2 4 8 16 18 22 24]..
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Answers (2)
Alan Weiss
on 28 Feb 2013
If you have MATLAB R2011b or later, and Global Optimization Toolbox, you can solve this kind of problem using the GA function. See this section of the documentation for information on integer optimization, and this example to see how to convert integer constraints to constraints involving choosing from a particular set of values.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
Juan Camilo Medina
on 2 Mar 2013
You don't need to solve this numerically. The arguments that minimize the equation are the values that minimize each term in the equation, which are the lowers value in your set (except the second term):
argmin x(1)^4.5=1
argmin x(2)/x(3)=1/24 (since x(3) is divining then you want the largest value)
argmin x(4)*100=1
argmin x(5)=1
therefore:
x_optimum= [1 1 24 1 1], f_optimum=(1+1/24+1+1)=73/24.
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