Lower and upper bounds in optimization technique

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tahseen alshmary
tahseen alshmary 2021년 10월 6일
댓글: Star Strider 2021년 10월 7일
Dear all
I have 28 variables, I want to put 14 variables with (lower bound (lb) and upper bound(ub)) and the 14 other without (lower bound (lb) and upper bound(ub))... How can I do that?
thank you in advance.
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tahseen alshmary
tahseen alshmary 2021년 10월 7일
Thank you so much
Star Strider
Star Strider 2021년 10월 7일
As always, my pleasure!
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Star Strider
Star Strider 2021년 10월 6일
Create appropriate vectors for each bound. Specify the bounds for the parameters that have bounds, and +Inf and -Inf for those allowed to vary without bound.
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tahseen alshmary
tahseen alshmary 2021년 10월 6일
If I want to write the bounded variable as below
lb = 0.05 * (1,14)
ub = 1 * (1,14)
so how can I write the 14 other bound
Star Strider
Star Strider 2021년 10월 6일
First, it is not possible to use parentheses to create the vector. It is necessary to use square brackets to concatenate the elements of the vector into a single expression.
The correct way to write those would be something like this —
lb = 0.05 * ones(1,14)
lb = 1×14
0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500
ub = ones(1,14)
ub = 1×14
1 1 1 1 1 1 1 1 1 1 1 1 1 1
If the other 14 are not bounded:
lb = [0.05 * ones(1,14) -Inf(1,14)]
lb = 1×28
0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 0.0500 -Inf -Inf -Inf -Inf -Inf -Inf -Inf -Inf -Inf -Inf -Inf -Inf -Inf -Inf
ub = [ones(1,14) Inf(1,14)]
ub = 1×28
1 1 1 1 1 1 1 1 1 1 1 1 1 1 Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
However if they have specific bounds that could not be defined by multiples of ones, additions to zeros, or something else, they would have to be entered individually, as I demonstrated earlier.
Also, optimising 28 parameters could be difficult.
.

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