How to execute multiple optimized values for x according to n, using fmincon

Asked by Maheen Fazal

Maheen Fazal (view profile)

on 17 May 2019
Latest activity Commented on by Maheen Fazal

Maheen Fazal (view profile)

on 17 May 2019
Accepted Answer by Titus Edelhofer

Titus Edelhofer (view profile)

Hello, kindly help me in finding n optimal values for x (x is a vector not single valued).
e.g. i have the main code
function Rsum Simple(x)
global n
R=20*1000;
Rn =x*R;
Rsum=sum(Rn);
end
by using fmincon i am optimizing x
clear all
clc
global n
n_vec=2:2:6;
throughput=[];
for n=n_vec
initial_guess=0.00002;
x0=initial_guess;
lb=0;
ub=0.7;
A = [];
b = [];
Aeq=[];
Beq=[];
[x,fval]= fmincon(@(x) Simple(x),x0,A,b,[],[],lb,ub);
max=-(fval);
throughput=[throughput max];
end
after executing first attempt i want to get 2 optimized values of x,in 2nd i need 4 optimized values and in 3rd time x=6, but i dont know how to execute it. can any body help me out to find multiple values of x(with respect to n).??
thank you in advance

Answer by Titus Edelhofer

Titus Edelhofer (view profile)

on 17 May 2019
Edited by Titus Edelhofer

Titus Edelhofer (view profile)

on 17 May 2019

Hi,
there are a couple of things I don't understand: you say "x is a vector"? But you always start with x0=initial_guess, which is a scalar. Perhaps this is the first change you would need to do:
x0 = repmat(initial_val, n, 1);
to make x0 a vector.
Second, your objective function is strange. Variable S is not used? x = [0...0] is the solution for the function you wrote.
Titus

Maheen Fazal

Maheen Fazal (view profile)

on 17 May 2019
Sorry it was by mistakenly wrriten, okay Sir will changes in initial guess.

Answer by Maheen Fazal

Maheen Fazal (view profile)

on 17 May 2019
Edited by Maheen Fazal

Maheen Fazal (view profile)

on 17 May 2019

just let me know if i have to find n optimal values for x then how could i find?

Answer by Maheen Fazal

Maheen Fazal (view profile)

on 17 May 2019

can i also change uper and lower bounds accordingly?

Titus Edelhofer

Titus Edelhofer (view profile)

on 17 May 2019
Yes,
ub = repmat(ub, n, 1);
Maheen Fazal

Maheen Fazal (view profile)

on 17 May 2019
for i=1:n
[x(i),fval(i)]= fmincon(@(x) Simple(x),x0(i,:),A,b,[],[],lb(i,:),ub(i,:),@constraint);
end
is this a right way to execute?